Donchian 10 Break: what it's actually best at
Donchian 10 Break is a breakout rule in our trend family — it waits for price to clear a prior range and rides the expansion until it fails. We publish where it holds up and where it fails, with the out-of-sample numbers; the exact settings we tested stay in the engine.
Tested and published by IndicatorEdge · backtest grid generated 2026-09-30 · base rates recomputed 2026-10-11 · how we test
How often Donchian 10 Break beat buy-and-hold
291 of 1,719 out-of-sample tests beat simply buying and holding the same asset — 16.9%. On the other 1,428 it did not. That is indistinguishable from the 18.8% rate across all 382 indicators we test (one pooled rate over all 644,149 tests we have run, not a mean of the per-indicator rates) — the difference is inside the margin this many tests can resolve, so read it as ordinary, not better or worse.
Each test is one asset on one timeframe: 1,719 of them, drawn from 869 assets across up to 4 timeframes. Not every asset has usable history on every timeframe, so that total is the grid we could actually run — it is not 869 × 4, and we do not pad it with tests we did not do. "Beat" means a higher return than holding that same asset over that same window. Measured out-of-sample — on data the setup was not chosen on.
Picking the single best timeframe for each asset after the fact raises it to 25.5% (222/869 assets). That number is the one worth distrusting: choosing the timeframe once you already know the answer is how backtests flatter themselves. Every indicator, ranked by this number
We publish the verdict: the indicator's name, the assets and timeframes it holds up on, and the honest numbers for both its wins and its failures. We do not publish the recipe — the settings, lengths and thresholds we tested. That is the part worth paying for, and republishing it would just add one more free indicator to a market that already has thousands. Everything you need to judge whether Donchian 10 Break is worth your attention is below; everything you'd need to clone it is not.
Assets where Donchian 10 Break won
Entries marked artifact are incoherent rather than merely risky — an annualised return above 200% (illiquidity compounding on a short history), or a drawdown at total loss, where no positive return is possible afterwards. They are shown rather than quietly dropped, because deleting your own bad rows is how the numbers on every other site got so good.
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