The best indicator for 30Y T-Bond (ZB)
We backtested 382 indicators across daily, weekly and hourly charts on real 30Y T-Bond (ZB) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where 30Y T-Bond (ZB) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Laguerre RSI
On the weekly chart, this is the strongest risk-adjusted edge we found for 30Y T-Bond (ZB) over ~25.8 years — beating buy-and-hold by 1.4% CAGR.
30Y T-Bond (ZB) on the weekly chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for 30Y T-Bond (ZB) — beating buy-and-hold by 0.3% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Laguerre RSI ✓ | Weekly | 1.9% | 0.39 | -12.6% | 64.3% | 42 | 1.4% |
| 2 | Morning Star ✓ | Weekly | 1.4% | 0.32 | -14.2% | 54.7% | 53 | 0.9% |
| 3 | Keltner Mean-Reversion ✓ | Weekly | 1.1% | 0.29 | -11.2% | 80.0% | 15 | 0.6% |
| 4 | Williams %R | Weekly | 1.5% | 0.26 | -19.2% | 65.9% | 41 | 1.0% |
| 5 | Stochastic RSI | Weekly | 1.1% | 0.23 | -29.6% | 60.5% | 43 | 0.6% |
| 6 | Ehlers Cyber Cycle ✓ | Weekly | 1.5% | 0.23 | -21.0% | 43.1% | 130 | 1.0% |
| 7 | Least Squares MA ✓ | Weekly | 1.2% | 0.2 | -20.5% | 40.4% | 99 | 0.7% |
| 8 | Volume Oscillator | Weekly | 1.0% | 0.2 | -22.4% | 53.8% | 91 | 0.5% |
| 9 | Price Momentum Oscillator ✓ | Daily | 1.3% | 0.2 | -24.4% | 40.4% | 183 | 0.8% |
| 10 | Stochastic | Weekly | 0.9% | 0.18 | -31.4% | 66.7% | 30 | 0.4% |
| 11 | DEMA 20/50 Cross ✓ | Daily | 1.0% | 0.17 | -20.0% | 42.7% | 96 | 0.5% |
| 12 | VIDYA 200 Trend ✓ | Daily | 1.2% | 0.17 | -22.7% | 50.0% | 16 | 0.7% |
| 13 | Murrey Math Lines | Weekly | 0.9% | 0.17 | -39.6% | 73.3% | 15 | 0.4% |
| 14 | Predictive Ranges | Weekly | 1.0% | 0.17 | -24.3% | 41.9% | 43 | 0.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on 30Y T-Bond (ZB) lost money across the out-of-sample window in 636 of 636 tests, so there is no positive benchmark to lever toward — clearing a negative bar is a much weaker claim than beating a real one, and we keep the two apart rather than counting it as a win. How we compute that
For 30Y T-Bond (ZB), Laguerre RSI on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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