Base rates
How often each indicator actually beat buy-and-hold
Everyone publishes the winners. This is the denominator: across 660,005 backtests, how often each of 382 indicators beat simply holding the asset instead.
20.1%
of all
660,005 out-of-sample tests beat buy-and-hold
0
of
381 ranked indicators beat it on more than half their tests
29.0%
the best
any indicator managed (MA Envelope)
What this says
Not one of the 381 indicators with a large enough sample beat buy-and-hold on more than half the assets and timeframes it was tested on. The best, MA Envelope, managed 29.0%. The median is around 20%. McGinley 200 Trend is last at 10.3%.
That does not mean indicators are useless — it means the base rate for picking one at random and applying it to your chart is poor, and that the interesting question is which asset and timeframe, not which indicator. Our per-asset pages answer that one.
Not ranked, too few tests to mean anything: Mass Index (1/11). An indicator needs at least 200 out-of-sample tests to appear above.
Every indicator, ranked
| Indicator | Family | Beat buy-and-hold | Won | Tests | Best-timeframe |
|---|---|---|---|---|---|
| MA Envelope | Mean Reversion | 29.0% | 522 | 1,799 | 38.6% |
| Connors RSI | Oscillator | 27.7% | 508 | 1,837 | 36.4% |
| Connors RSI-2 | Oscillator | 27.6% | 507 | 1,834 | 35.6% |
| Projection Bands | Mean Reversion | 27.6% | 499 | 1,810 | 37.5% |
| Demand Index | Volume | 27.5% | 480 | 1,745 | 38.0% |
| Stochastic | Oscillator | 25.2% | 425 | 1,687 | 37.4% |
| WaveTrend (8/6/4) | Oscillator | 24.9% | 410 | 1,648 | 37.1% |
| Williams %R | Oscillator | 24.7% | 435 | 1,758 | 35.2% |
| VWAP Bands | Mean Reversion | 24.6% | 387 | 1,575 | 33.2% |
| Fisher Transform | Oscillator | 24.4% | 452 | 1,855 | 35.1% |
| CCI | Oscillator | 24.4% | 417 | 1,712 | 36.4% |
| QQE | Oscillator | 24.2% | 444 | 1,835 | 41.1% |
| SMC: Liquidity Sweep | Smart Money | 24.1% | 393 | 1,632 | 36.7% |
| Bollinger Mean-Reversion | Volatility | 24.0% | 395 | 1,645 | 34.6% |
| Fibonacci Bands | Mean Reversion | 24.0% | 395 | 1,645 | 34.6% |
| Murrey Math Lines | Mean Reversion | 23.9% | 365 | 1,526 | 33.6% |
| Parabolic SAR (fast) | Trend | 23.8% | 440 | 1,852 | 34.0% |
| Aroon | Trend | 23.8% | 435 | 1,824 | 33.4% |
| Aroon Oscillator | Trend | 23.8% | 435 | 1,824 | 33.4% |
| Intraday Momentum Index | Oscillator | 23.8% | 377 | 1,587 | 35.9% |
| Zero-Lag LSMA | Trend | 23.6% | 432 | 1,833 | 34.5% |
| Order-Flow Reversion | Volume | 23.6% | 365 | 1,545 | 33.1% |
| Vortex | Trend | 23.3% | 426 | 1,831 | 31.9% |
| Stochastic Momentum Index | Oscillator | 23.3% | 389 | 1,667 | 32.8% |
| Ehlers Reflex | Momentum | 23.2% | 423 | 1,820 | 33.4% |
| Laguerre RSI | Oscillator | 23.2% | 416 | 1,792 | 31.6% |
| Random Walk Index | Trend | 23.1% | 424 | 1,832 | 31.4% |
| Random Walk Index | Trend | 23.1% | 424 | 1,832 | 31.4% |
| DeMarker (21) | Momentum | 23.1% | 419 | 1,812 | 33.1% |
| Money Flow Index | Volume | 23.0% | 238 | 1,034 | 27.5% |
| Parabolic SAR | Trend | 22.9% | 420 | 1,832 | 32.5% |
| Keltner Mean-Reversion | Volatility | 22.9% | 353 | 1,542 | 31.7% |
| Holy Grail Confluence | Custom | 22.9% | 270 | 1,179 | 29.5% |
| DeMarker (14) | Momentum | 22.7% | 415 | 1,832 | 32.7% |
| Zero-Lag EMA Cross | Trend | 22.7% | 413 | 1,823 | 31.4% |
| ZLEMA 10/30 Cross | Trend | 22.7% | 413 | 1,823 | 31.4% |
| Stochastic RSI | Oscillator | 22.7% | 404 | 1,783 | 32.4% |
| Ease of Movement | Volume | 22.7% | 397 | 1,752 | 30.8% |
| DeMarker | Oscillator | 22.7% | 378 | 1,663 | 33.9% |
| FRAMA 10/30 Cross | Trend | 22.5% | 415 | 1,844 | 33.6% |
| Bullish Engulfing | Pattern | 22.5% | 413 | 1,837 | 29.9% |
| LSMA 10/30 Cross | Trend | 22.5% | 411 | 1,824 | 31.8% |
| TRIX | Momentum | 22.5% | 396 | 1,760 | 33.1% |
| Ichimoku TK Cross | Trend | 22.5% | 395 | 1,752 | 33.5% |
| RSI Mean-Reversion | Oscillator | 22.5% | 263 | 1,167 | 28.0% |
| Pivot Points (Standard) | Mean Reversion | 22.4% | 415 | 1,852 | 31.8% |
| DEMA 20/50 Cross | Trend | 22.4% | 372 | 1,659 | 34.6% |
| Fibonacci Pivots | Mean Reversion | 22.1% | 409 | 1,852 | 32.0% |
| Know Sure Thing | Momentum | 22.1% | 392 | 1,774 | 32.4% |
| Ehlers Roofing Filter | Oscillator | 22.1% | 375 | 1,694 | 35.2% |
| MACD-V | Momentum | 22.0% | 400 | 1,819 | 31.0% |
| Woodies CCI | Oscillator | 21.9% | 405 | 1,849 | 30.0% |
| Least Squares MA | Trend | 21.9% | 404 | 1,845 | 30.2% |
| Detrended Price Osc. | Oscillator | 21.8% | 403 | 1,852 | 32.3% |
| Hull MA Trend | Trend | 21.8% | 400 | 1,839 | 31.0% |
| CCI (30) | Trend | 21.8% | 392 | 1,802 | 31.0% |
| Ehlers Cyber Cycle | Oscillator | 21.7% | 402 | 1,855 | 33.4% |
| Camarilla Pivots | Mean Reversion | 21.7% | 401 | 1,852 | 32.8% |
| Vortex (7) | Trend | 21.7% | 402 | 1,850 | 31.0% |
| CCI Trend | Oscillator | 21.7% | 398 | 1,836 | 30.3% |
| Hull MA 10/40 Cross | Trend | 21.7% | 396 | 1,825 | 31.4% |
| DMI Direction | Trend | 21.7% | 393 | 1,808 | 31.0% |
| KDJ | Momentum | 21.6% | 400 | 1,854 | 29.8% |
| Fisher Center-of-Gravity | Cycle | 21.6% | 400 | 1,854 | 29.6% |
| Bullish Harami | Pattern | 21.6% | 398 | 1,842 | 27.0% |
| True Strength Index | Momentum | 21.6% | 393 | 1,816 | 30.7% |
| TEMA 20/50 Cross | Trend | 21.6% | 361 | 1,674 | 33.9% |
| Accelerator Oscillator | Momentum | 21.5% | 394 | 1,836 | 31.0% |
| Instantaneous Trendline | Trend | 21.5% | 395 | 1,834 | 30.2% |
| Ichimoku (fast) | Trend | 21.5% | 393 | 1,826 | 30.4% |
| Percentage Price Osc. | Momentum | 21.5% | 391 | 1,819 | 30.4% |
| PPO Cross | Momentum | 21.5% | 391 | 1,819 | 30.4% |
| MACD | Momentum | 21.5% | 391 | 1,815 | 30.6% |
| Markov Regime (Confirmed) | Trend | 21.5% | 356 | 1,654 | 31.5% |
| Relative Vigor Index | Oscillator | 21.4% | 397 | 1,853 | 31.5% |
| Bollinger 10 (x1.5) Break | Volatility | 21.4% | 395 | 1,843 | 25.7% |
| Bandpass Oscillator | Cycle | 21.4% | 394 | 1,840 | 30.1% |
| Price Momentum Oscillator | Momentum | 21.4% | 382 | 1,783 | 31.1% |
| Chaikin Oscillator | Volume | 21.4% | 377 | 1,758 | 31.0% |
| A/D Oscillator | Volume | 21.4% | 377 | 1,758 | 31.0% |
| Elastic VW MA | Trend | 21.4% | 375 | 1,752 | 28.1% |
| DeMarker (7) | Momentum | 21.3% | 394 | 1,850 | 31.0% |
| SMC: Fair Value Gap | Smart Money | 21.3% | 391 | 1,832 | 32.0% |
| Coral Trend | Trend | 21.3% | 377 | 1,769 | 31.4% |
| Volume-Weighted EMA | Trend | 21.3% | 375 | 1,763 | 29.2% |
| Momentum (50) | Momentum | 21.3% | 375 | 1,763 | 30.2% |
| CCI (50) | Trend | 21.3% | 375 | 1,760 | 31.0% |
| WMA 10/30 Cross | Trend | 21.3% | 374 | 1,753 | 31.3% |
| Supertrend (20,3) | Trend | 21.3% | 356 | 1,670 | 32.3% |
| Derivative Oscillator | Momentum | 21.2% | 390 | 1,842 | 28.1% |
| CMO (21) | Momentum | 21.2% | 387 | 1,824 | 28.9% |
| Ehlers TrendFlex | Trend | 21.2% | 371 | 1,749 | 32.3% |
| Ultimate Oscillator | Oscillator | 21.2% | 185 | 871 | 23.2% |
| Ehlers Relative Vigor | Momentum | 21.1% | 391 | 1,852 | 31.6% |
| HMA 9/21 Cross | Trend | 21.1% | 390 | 1,849 | 30.0% |
| Klinger Oscillator | Volume | 21.1% | 372 | 1,767 | 29.4% |
| SMA 15/60 Cross | Trend | 21.1% | 329 | 1,556 | 31.8% |
| SMC: Change of Character | Smart Money | 21.1% | 328 | 1,556 | 32.0% |
| Median MA | Trend | 21.0% | 384 | 1,832 | 28.0% |
| Williams Alligator | Trend | 21.0% | 382 | 1,816 | 29.1% |
| Williams %R (50) | Momentum | 21.0% | 370 | 1,765 | 29.9% |
| Net Volume | Volume | 21.0% | 370 | 1,760 | 29.4% |
| Liquidity Flow Oscillator | Volume | 21.0% | 369 | 1,760 | 29.4% |
| MAMA / FAMA | Trend | 21.0% | 367 | 1,745 | 30.9% |
| Hull MA 20/80 Cross | Trend | 21.0% | 363 | 1,727 | 33.1% |
| Stochastic (20,5) | Momentum | 20.9% | 386 | 1,849 | 29.8% |
| Coppock Curve | Momentum | 20.9% | 370 | 1,767 | 31.1% |
| Ehlers Stochastic | Momentum | 20.9% | 369 | 1,766 | 32.1% |
| SMC: Order Block | Smart Money | 20.9% | 365 | 1,749 | 29.4% |
| Heikin-Ashi + EMA | Trend | 20.8% | 379 | 1,825 | 28.8% |
| Morning Star | Pattern | 20.8% | 378 | 1,815 | 28.2% |
| TEMA 10/30 Cross | Trend | 20.8% | 373 | 1,796 | 30.5% |
| Stoch RSI (fast) | Momentum | 20.7% | 383 | 1,853 | 28.7% |
| ROC (14) | Momentum | 20.7% | 380 | 1,835 | 28.4% |
| CMO (14) | Momentum | 20.7% | 380 | 1,835 | 28.4% |
| Cutler's RSI | Momentum | 20.7% | 380 | 1,833 | 28.5% |
| ROC (20) | Momentum | 20.7% | 378 | 1,824 | 28.9% |
| Momentum (20) | Momentum | 20.7% | 378 | 1,824 | 28.9% |
| Premier Stochastic | Momentum | 20.7% | 376 | 1,813 | 28.9% |
| Even Better Sinewave | Cycle | 20.7% | 362 | 1,746 | 32.5% |
| CCI (14) | Trend | 20.6% | 379 | 1,841 | 29.2% |
| Pascal's Weighted MA | Trend | 20.6% | 377 | 1,827 | 26.7% |
| Impulse MACD | Momentum | 20.6% | 371 | 1,801 | 27.0% |
| ADXR | Trend | 20.6% | 366 | 1,777 | 27.9% |
| DEMA 10/30 Cross | Trend | 20.6% | 364 | 1,765 | 31.5% |
| EMA 8/21 Cross | Trend | 20.6% | 358 | 1,741 | 30.6% |
| Hull Suite | Trend | 20.6% | 357 | 1,734 | 31.2% |
| WMA 20/50 Cross | Trend | 20.6% | 334 | 1,624 | 31.3% |
| Range Filter | Trend | 20.5% | 378 | 1,840 | 25.6% |
| Relative Volatility Index | Volatility | 20.5% | 375 | 1,830 | 29.1% |
| Williams %R (28) | Momentum | 20.5% | 371 | 1,812 | 29.0% |
| Cascade Z-Score | Momentum | 20.5% | 366 | 1,784 | 28.1% |
| Hull MA 15/60 Cross | Trend | 20.5% | 365 | 1,782 | 30.6% |
| TRIX (9) | Momentum | 20.5% | 352 | 1,718 | 30.8% |
| SMA 10/30 Cross | Trend | 20.5% | 352 | 1,713 | 31.4% |
| KAMA 10/30 Cross | Trend | 20.5% | 339 | 1,654 | 30.5% |
| Relative Volume Spike | Volume | 20.5% | 332 | 1,621 | 26.0% |
| Jurik MA (approx.) | Trend | 20.4% | 377 | 1,851 | 26.9% |
| Exponential Hull MA | Trend | 20.4% | 376 | 1,842 | 27.9% |
| Rate of Change | Momentum | 20.4% | 376 | 1,841 | 27.5% |
| DPO (10) | Cycle | 20.4% | 374 | 1,835 | 27.9% |
| Geometric MA | Trend | 20.4% | 373 | 1,831 | 27.1% |
| Waddah Attar Explosion | Volatility | 20.4% | 373 | 1,824 | 25.5% |
| Coppock (fast) | Momentum | 20.4% | 370 | 1,815 | 29.2% |
| SMA 5/20 Cross | Trend | 20.4% | 367 | 1,800 | 28.8% |
| TSI (13,7) | Momentum | 20.4% | 366 | 1,790 | 29.5% |
| TRIMA 30 Trend | Trend | 20.4% | 361 | 1,771 | 29.1% |
| VuManChu Cipher B | Oscillator | 20.4% | 360 | 1,768 | 27.6% |
| T3 10/40 Cross | Trend | 20.4% | 317 | 1,557 | 31.0% |
| Stochastic Slow (21,5) | Momentum | 20.3% | 375 | 1,847 | 30.1% |
| FRAMA 30 Trend | Trend | 20.3% | 374 | 1,846 | 27.4% |
| T3 (Tillson) | Trend | 20.3% | 372 | 1,836 | 27.9% |
| J_TPO | Trend | 20.3% | 373 | 1,836 | 26.3% |
| Squeeze Momentum | Momentum | 20.3% | 369 | 1,822 | 26.1% |
| EMA 30 Trend | Trend | 20.3% | 370 | 1,820 | 27.9% |
| ROC (30) | Momentum | 20.3% | 366 | 1,802 | 29.3% |
| CMO (30) | Momentum | 20.3% | 366 | 1,802 | 29.3% |
| Momentum (30) | Momentum | 20.3% | 366 | 1,802 | 29.3% |
| LSMA 100 Trend | Trend | 20.3% | 360 | 1,776 | 28.5% |
| Predictive Ranges | Trend | 20.3% | 358 | 1,767 | 29.1% |
| Delta Volume (CVD proxy) | Volume | 20.3% | 358 | 1,764 | 28.2% |
| Awesome Oscillator | Momentum | 20.3% | 350 | 1,723 | 31.2% |
| T3 8/21 Cross | Trend | 20.3% | 342 | 1,688 | 31.5% |
| SMA 20/50 Cross | Trend | 20.3% | 319 | 1,575 | 30.9% |
| Momentum | Momentum | 20.2% | 372 | 1,846 | 27.6% |
| ROC (10) | Momentum | 20.2% | 372 | 1,846 | 27.6% |
| Momentum (10) | Momentum | 20.2% | 372 | 1,846 | 27.6% |
| Chandelier Exit | Volatility | 20.2% | 369 | 1,827 | 29.7% |
| HalfTrend | Trend | 20.2% | 360 | 1,780 | 29.9% |
| Half Trend | Trend | 20.2% | 359 | 1,780 | 29.9% |
| Volume Oscillator | Volume | 20.2% | 349 | 1,732 | 26.4% |
| Hull MA 100 Trend | Trend | 20.2% | 349 | 1,731 | 29.2% |
| EMA 9/26 Cross | Trend | 20.2% | 346 | 1,714 | 30.8% |
| Supertrend (14,4) | Trend | 20.2% | 314 | 1,556 | 28.9% |
| Stochastic Fast (5,3) | Momentum | 20.1% | 372 | 1,854 | 29.2% |
| Stochastic (10,3) | Momentum | 20.1% | 373 | 1,852 | 29.9% |
| Super Smoother (Ehlers) | Trend | 20.1% | 370 | 1,844 | 26.7% |
| Chande Kroll Stop | Volatility | 20.1% | 371 | 1,842 | 30.0% |
| UT Bot (ATR Trailing) | Trend | 20.1% | 370 | 1,839 | 28.9% |
| DEMA 30 Trend | Trend | 20.1% | 368 | 1,834 | 27.2% |
| Smoothed MA (Wilder) | Trend | 20.1% | 367 | 1,822 | 26.8% |
| Linear Regression Slope | Trend | 20.1% | 356 | 1,770 | 29.4% |
| VWMA vs Price | Volume | 20.1% | 355 | 1,770 | 27.7% |
| Correlation Trend | Trend | 20.1% | 356 | 1,770 | 29.4% |
| Price Volume Trend | Volume | 20.1% | 351 | 1,742 | 27.5% |
| Relative Momentum Index | Oscillator | 20.1% | 347 | 1,724 | 29.8% |
| Rainbow MA | Trend | 20.0% | 371 | 1,852 | 27.2% |
| Gann HiLo Activator | Trend | 20.0% | 369 | 1,849 | 28.7% |
| LSMA 30 Trend | Trend | 20.0% | 369 | 1,842 | 26.7% |
| WMA 30 Trend | Trend | 20.0% | 366 | 1,830 | 26.8% |
| Williams %R (21) | Momentum | 20.0% | 366 | 1,827 | 27.4% |
| Std Error Channel | Trend | 20.0% | 364 | 1,816 | 26.9% |
| SMA 30 Trend | Trend | 20.0% | 360 | 1,804 | 27.2% |
| Force Index | Volume | 20.0% | 354 | 1,766 | 26.7% |
| SMA 10/40 Cross | Trend | 20.0% | 334 | 1,668 | 31.5% |
| TRIX (15) | Momentum | 20.0% | 322 | 1,610 | 30.2% |
| Hull MA 30 Trend | Trend | 19.9% | 365 | 1,837 | 27.6% |
| SSL Channel | Trend | 19.9% | 365 | 1,830 | 28.0% |
| Three White Soldiers | Pattern | 19.9% | 364 | 1,829 | 27.2% |
| Chaikin Volatility | Volatility | 19.9% | 363 | 1,828 | 26.0% |
| Keltner 10 (x1.5) | Trend | 19.9% | 353 | 1,775 | 24.7% |
| ADX / DMI | Trend | 19.9% | 350 | 1,762 | 27.9% |
| Ulcer Index | Volatility | 19.9% | 349 | 1,756 | 28.3% |
| Supertrend (10,3) | Trend | 19.9% | 332 | 1,670 | 30.1% |
| Zero-Lag MACD | Momentum | 19.8% | 669 | 3,375 | 33.4% |
| Smoothed Heikin-Ashi | Trend | 19.8% | 366 | 1,848 | 27.4% |
| Regularized EMA | Trend | 19.8% | 364 | 1,843 | 26.8% |
| Bollinger %B | Volatility | 19.8% | 364 | 1,836 | 27.2% |
| Triangular MA | Trend | 19.8% | 364 | 1,834 | 27.3% |
| ALMA 10/30 Cross | Trend | 19.8% | 361 | 1,824 | 28.2% |
| RSI (21) | Momentum | 19.8% | 357 | 1,807 | 26.3% |
| Acceleration Bands | Volatility | 19.8% | 355 | 1,797 | 25.6% |
| Accumulation/Distribution | Volume | 19.8% | 347 | 1,755 | 27.3% |
| TRIX (21) | Momentum | 19.8% | 294 | 1,482 | 29.1% |
| Gaussian Channel | Trend | 19.7% | 364 | 1,849 | 26.7% |
| HLC Trend | Trend | 19.7% | 360 | 1,832 | 26.4% |
| Lorentzian Classification | ML | 19.7% | 360 | 1,832 | 29.9% |
| FRAMA 100 Trend | Trend | 19.7% | 361 | 1,830 | 27.3% |
| QQE MOD | Momentum | 19.7% | 358 | 1,817 | 25.6% |
| Gator Oscillator | Trend | 19.7% | 357 | 1,816 | 25.4% |
| Volume Zone Oscillator | Volume | 19.7% | 350 | 1,777 | 27.4% |
| VWAP Trend | Volume | 19.7% | 348 | 1,769 | 26.8% |
| WMA 10/40 Cross | Trend | 19.7% | 338 | 1,714 | 29.4% |
| WMA 15/60 Cross | Trend | 19.7% | 321 | 1,633 | 29.8% |
| ZLEMA 30 Trend | Trend | 19.6% | 361 | 1,842 | 27.1% |
| Disparity (20) | Momentum | 19.6% | 360 | 1,837 | 26.6% |
| Adaptive Supertrend | Trend | 19.6% | 352 | 1,796 | 27.9% |
| Supertrend Fast (10,2) | Trend | 19.6% | 347 | 1,766 | 27.8% |
| Supertrend (10,2) | Trend | 19.6% | 347 | 1,766 | 27.8% |
| On-Balance Volume | Volume | 19.6% | 346 | 1,764 | 27.6% |
| Chande-Kroll Stop (fast) | Trend | 19.5% | 361 | 1,851 | 29.4% |
| ALMA 30 Trend | Trend | 19.5% | 357 | 1,835 | 26.4% |
| Balance of Power | Momentum | 19.5% | 357 | 1,830 | 26.0% |
| Twiggs Money Flow | Volume | 19.5% | 343 | 1,761 | 27.1% |
| Williams Fractals | Trend | 19.5% | 342 | 1,751 | 28.8% |
| Guppy Multiple MA | Trend | 19.5% | 324 | 1,660 | 28.9% |
| WMA 20/80 Cross | Trend | 19.5% | 302 | 1,547 | 28.7% |
| Volume Flow Indicator | Volume | 19.5% | 270 | 1,387 | 28.5% |
| ROC (5) | Momentum | 19.4% | 360 | 1,853 | 26.8% |
| Arnaud Legoux MA | Trend | 19.4% | 359 | 1,850 | 26.8% |
| Chande Momentum Osc. | Momentum | 19.4% | 357 | 1,844 | 27.4% |
| Trend Magic | Trend | 19.4% | 354 | 1,827 | 26.8% |
| Inverse Fisher RSI | Momentum | 19.4% | 352 | 1,811 | 27.6% |
| Supertrend (7,2) | Trend | 19.4% | 342 | 1,766 | 27.6% |
| Bollinger 30 (x2.0) Break | Volatility | 19.4% | 342 | 1,765 | 25.3% |
| ADX Strong Trend | Trend | 19.4% | 332 | 1,707 | 27.2% |
| EMA 10/40 Cross | Trend | 19.4% | 319 | 1,644 | 28.3% |
| Williams %R (7) | Momentum | 19.3% | 357 | 1,853 | 26.4% |
| MBFX Timing | Momentum | 19.3% | 357 | 1,853 | 26.4% |
| Chande Forecast Osc. | Oscillator | 19.3% | 357 | 1,851 | 28.8% |
| Kaufman Adaptive MA | Trend | 19.3% | 357 | 1,849 | 26.5% |
| Deviation-Scaled MA | Trend | 19.3% | 356 | 1,848 | 27.2% |
| Ehlers Decycler | Trend | 19.3% | 355 | 1,842 | 26.0% |
| Donchian Midline | Trend | 19.3% | 354 | 1,832 | 26.7% |
| RSI Trend (>50) | Oscillator | 19.3% | 353 | 1,827 | 26.6% |
| Vertical Horizontal Filter | Trend | 19.3% | 341 | 1,770 | 25.6% |
| Chaikin Money Flow | Volume | 19.3% | 338 | 1,749 | 27.0% |
| Supertrend (7,3) | Trend | 19.3% | 322 | 1,670 | 28.7% |
| Holt Double-Exp MA | Trend | 19.2% | 356 | 1,850 | 25.4% |
| Disparity Index | Momentum | 19.2% | 355 | 1,846 | 26.2% |
| Delta Volume Rising (CVD proxy) | Volume | 19.2% | 343 | 1,782 | 26.5% |
| G-Channel | Trend | 19.2% | 339 | 1,768 | 26.9% |
| Volatility Stop (ATR) | Trend | 19.2% | 337 | 1,756 | 27.6% |
| Schaff Trend Cycle | Oscillator | 19.2% | 336 | 1,748 | 25.8% |
| Andean Oscillator | Trend | 19.2% | 326 | 1,697 | 29.2% |
| Pretty Good Oscillator | Oscillator | 19.1% | 352 | 1,843 | 26.1% |
| KAMA 30 Trend | Trend | 19.1% | 346 | 1,814 | 26.7% |
| VIDYA | Trend | 19.1% | 345 | 1,808 | 27.1% |
| Inside-Bar Breakout | Pattern | 19.1% | 332 | 1,738 | 25.5% |
| Ichimoku Cloud | Trend | 19.1% | 325 | 1,706 | 28.5% |
| Standard Error Bands | Volatility | 19.1% | 291 | 1,520 | 24.9% |
| Perfect Trend Line | Trend | 19.0% | 352 | 1,852 | 26.0% |
| EMA-10 Trend | Trend | 19.0% | 352 | 1,850 | 25.2% |
| Disparity (10) | Momentum | 19.0% | 352 | 1,850 | 25.2% |
| Ultimate Osc (4,8,16) | Momentum | 19.0% | 351 | 1,849 | 26.5% |
| B-Xtrender | Momentum | 19.0% | 351 | 1,844 | 25.3% |
| Triangular Hull MA | Trend | 19.0% | 348 | 1,835 | 25.6% |
| TEMA 30 Trend | Trend | 19.0% | 348 | 1,830 | 25.7% |
| RSI (30) | Momentum | 19.0% | 338 | 1,777 | 26.9% |
| KAMA 100 Trend | Trend | 19.0% | 334 | 1,761 | 26.7% |
| ZLEMA 100 Trend | Trend | 19.0% | 332 | 1,744 | 27.5% |
| ROC (60) | Momentum | 19.0% | 330 | 1,736 | 28.7% |
| Choppiness Index | Volatility | 19.0% | 327 | 1,717 | 25.8% |
| Hammer | Pattern | 19.0% | 323 | 1,702 | 27.5% |
| T3 30 Trend | Trend | 19.0% | 319 | 1,675 | 27.8% |
| SMA 20/80 Cross | Trend | 19.0% | 274 | 1,442 | 27.9% |
| RSI (7) | Momentum | 18.9% | 350 | 1,848 | 25.3% |
| Elder Bull Power | Momentum | 18.9% | 349 | 1,847 | 25.3% |
| RSI (9) | Momentum | 18.9% | 348 | 1,841 | 25.3% |
| Advance Trend Pressure | Momentum | 18.9% | 345 | 1,824 | 26.5% |
| RSI (25) | Momentum | 18.9% | 338 | 1,790 | 26.5% |
| Keltner 20 Break | Trend | 18.9% | 330 | 1,743 | 25.3% |
| Historical Volatility Regime | Volatility | 18.9% | 328 | 1,732 | 27.0% |
| Donchian 20 Break | Trend | 18.9% | 303 | 1,602 | 29.2% |
| Elder Impulse | Trend | 18.8% | 346 | 1,845 | 25.0% |
| ALMA 100 Trend | Trend | 18.8% | 327 | 1,739 | 26.5% |
| Keltner 50 (x2.0) | Trend | 18.8% | 325 | 1,727 | 25.3% |
| Bollinger Breakout | Volatility | 18.8% | 321 | 1,712 | 26.5% |
| Q-Stick | Momentum | 18.7% | 347 | 1,851 | 26.1% |
| Disparity (5) | Momentum | 18.7% | 346 | 1,851 | 26.4% |
| Donchian 10 Break | Trend | 18.7% | 325 | 1,736 | 27.7% |
| Center of Gravity | Oscillator | 18.6% | 345 | 1,853 | 26.7% |
| Ehlers SuperSmoother | Trend | 18.6% | 345 | 1,853 | 27.0% |
| Fractal Adaptive MA | Trend | 18.6% | 345 | 1,850 | 26.1% |
| Chop Zone (EMA-34 angle) | Regime | 18.6% | 317 | 1,707 | 26.0% |
| CCI (100) | Trend | 18.6% | 312 | 1,674 | 28.4% |
| Bollinger 50 (x2.5) Break | Volatility | 18.6% | 304 | 1,632 | 24.4% |
| SMC: Break of Structure | Smart Money | 18.6% | 300 | 1,610 | 28.6% |
| Bullish Marubozu | Pattern | 18.5% | 314 | 1,700 | 25.8% |
| STARC Bands | Volatility | 18.5% | 312 | 1,685 | 26.4% |
| EMA 20/50 Cross | Trend | 18.5% | 282 | 1,526 | 27.4% |
| EMA 15/60 Cross | Trend | 18.5% | 282 | 1,524 | 27.7% |
| McGinley 10/30 Cross | Trend | 18.5% | 196 | 1,061 | 22.5% |
| Disparity (50) | Momentum | 18.4% | 328 | 1,781 | 26.0% |
| EMA 13/48 Cross | Trend | 18.4% | 293 | 1,590 | 28.1% |
| EMA Cascade Rider | Trend | 18.3% | 304 | 1,658 | 27.6% |
| Pivot Point SuperTrend | Trend | 18.3% | 280 | 1,527 | 27.1% |
| Heikin-Ashi Trend | Trend | 18.2% | 338 | 1,853 | 25.9% |
| FRAMA 200 Trend | Trend | 18.2% | 324 | 1,777 | 26.0% |
| Volatility Regime (VIX-style) | Regime | 18.2% | 315 | 1,728 | 26.5% |
| LSMA 200 Trend | Trend | 18.2% | 306 | 1,679 | 26.9% |
| Markov Regime | Trend | 18.2% | 303 | 1,662 | 27.6% |
| Trendlines with Breaks | Trend | 18.2% | 276 | 1,516 | 26.9% |
| Trend Intensity Index | Trend | 18.2% | 255 | 1,401 | 25.9% |
| Nadaraya-Watson Envelope | Mean Reversion | 18.2% | 219 | 1,201 | 23.5% |
| KAMA 200 Trend | Trend | 18.1% | 312 | 1,722 | 26.5% |
| WMA 100 Trend | Trend | 18.1% | 311 | 1,719 | 26.3% |
| Donchian Breakout | Trend | 18.1% | 301 | 1,659 | 27.9% |
| CCI (200) | Trend | 18.1% | 281 | 1,550 | 27.1% |
| ALMA 200 Trend | Trend | 18.0% | 297 | 1,652 | 26.9% |
| Elder-Ray | Momentum | 17.9% | 602 | 3,366 | 30.5% |
| Piercing Line | Pattern | 17.9% | 300 | 1,675 | 24.6% |
| MA Ribbon | Trend | 17.9% | 300 | 1,674 | 26.7% |
| TEMA 100 Trend | Trend | 17.8% | 299 | 1,683 | 26.7% |
| Keltner Breakout | Volatility | 17.8% | 292 | 1,645 | 25.9% |
| SMA 100 Trend | Trend | 17.7% | 298 | 1,688 | 26.1% |
| Tweezer Bottom | Pattern | 17.6% | 296 | 1,679 | 25.6% |
| T3 15/60 Cross | Trend | 17.6% | 245 | 1,389 | 25.4% |
| Hull MA 200 Trend | Trend | 17.5% | 288 | 1,642 | 26.6% |
| Disparity (100) | Momentum | 17.4% | 299 | 1,716 | 26.2% |
| EMA 100 Trend | Trend | 17.4% | 298 | 1,715 | 26.2% |
| VIDYA 30 Trend | Trend | 17.4% | 298 | 1,713 | 25.0% |
| Bollinger Squeeze | Volatility | 17.4% | 279 | 1,602 | 24.8% |
| RSI (50) | Momentum | 17.3% | 297 | 1,713 | 25.5% |
| DEMA 100 Trend | Trend | 17.3% | 295 | 1,710 | 26.0% |
| Pring's Special K | Momentum | 17.3% | 295 | 1,705 | 25.6% |
| TRIMA 100 Trend | Trend | 17.2% | 280 | 1,626 | 26.4% |
| Sine-Weighted MA | Trend | 17.1% | 575 | 3,354 | 26.9% |
| McGinley Dynamic | Trend | 17.1% | 291 | 1,703 | 25.6% |
| WMA 200 Trend | Trend | 17.1% | 279 | 1,632 | 26.1% |
| ZLEMA 200 Trend | Trend | 17.1% | 279 | 1,628 | 26.1% |
| EMA 20/80 Cross | Trend | 17.1% | 241 | 1,409 | 24.6% |
| Trend Regularity Adaptive MA | Trend | 17.0% | 286 | 1,678 | 25.0% |
| VIDYA 10/30 Cross | Trend | 17.0% | 195 | 1,150 | 21.7% |
| Woodie Pivots | Trend | 16.9% | 313 | 1,852 | 23.9% |
| T3 20/80 Cross | Trend | 16.8% | 200 | 1,189 | 22.2% |
| EMA 200 Trend | Trend | 16.7% | 267 | 1,602 | 24.3% |
| Positive Volume Index | Volume | 16.7% | 235 | 1,409 | 23.8% |
| PMax | Trend | 16.7% | 231 | 1,385 | 23.7% |
| DEMA 200 Trend | Trend | 16.5% | 265 | 1,607 | 25.2% |
| Accumulation Swing Index | Trend | 16.4% | 303 | 1,851 | 23.0% |
| Swing Index | Momentum | 16.4% | 303 | 1,851 | 23.0% |
| TRIMA 200 Trend | Trend | 16.4% | 243 | 1,486 | 23.9% |
| Trade Volume Index | Volume | 16.3% | 265 | 1,623 | 23.4% |
| Negative Volume Index | Volume | 16.3% | 191 | 1,169 | 23.1% |
| SMA 200 Trend | Trend | 16.2% | 259 | 1,598 | 23.5% |
| Vegas Tunnel | Trend | 16.2% | 257 | 1,591 | 24.2% |
| SMA 50/200 Cross | Trend | 16.1% | 136 | 845 | 16.9% |
| Trend-Gated Asymmetric | Trend | 15.8% | 256 | 1,618 | 23.1% |
| TEMA 200 Trend | Trend | 15.8% | 246 | 1,559 | 24.5% |
| Donchian 55/20 | Trend | 15.6% | 230 | 1,474 | 22.7% |
| SMC: Equal Highs / Lows | Smart Money | 15.6% | 43 | 275 | 16.2% |
| McGinley 30 Trend | Trend | 15.2% | 231 | 1,518 | 21.5% |
| T3 100 Trend | Trend | 15.0% | 214 | 1,425 | 22.5% |
| EMA 50/200 Cross | Trend | 14.9% | 121 | 814 | 15.5% |
| Donchian 100 Break | Trend | 14.0% | 111 | 795 | 14.5% |
| VIDYA 100 Trend | Trend | 13.5% | 181 | 1,343 | 18.1% |
| T3 200 Trend | Trend | 13.5% | 142 | 1,052 | 16.8% |
| McGinley 100 Trend | Trend | 12.5% | 151 | 1,207 | 14.2% |
| VIDYA 200 Trend | Trend | 11.4% | 111 | 974 | 13.1% |
| McGinley 200 Trend | Trend | 10.3% | 111 | 1,073 | 12.4% |
How this is measured
One test is one asset on one timeframe. "Beat buy-and-hold" means the strategy returned more than holding that same asset over the same window. The headline column is out-of-sample — measured on data the setup was not selected on. Across everything, 14.6% beat buy-and-hold on full history versus 20.1% out-of-sample; the out-of-sample window is shorter and buy-and-hold is itself negative in more of those windows, which is why the two differ.
The final column picks each asset's best timeframe after seeing the results. It is always the flattering number, and it is the one most published backtests quietly report. Educational information only — not investment advice. Hypothetical backtested results; past performance does not guarantee future results. Trading involves risk of loss.
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