Volume indicator

Trade Volume Index: what it's actually best at

Trade Volume Index is a volume-confirmation rule — it requires participation to confirm a move before taking exposure. 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 2026-06-25 · base rates recomputed 2026-07-31 · how we test

0 of 795

assets where it was the #1 edge — it never won outright (honest note below)

on the other 795, a different indicator did better

0.23

average Sharpe across all tests

median across all 382 indicators is 0.25 — this one ranks above 139 of them

Volume

indicator family

Base rate

How often Trade Volume Index beat buy-and-hold

265 of 1,623 out-of-sample tests beat simply buying and holding the same asset — 16.3%. On the other 1,358 it did not. That is below the 20.1% rate across all 382 indicators we test (one pooled rate over all 660,005 tests we have run, not a mean of the per-indicator rates).

Each test is one asset on one timeframe: 1,623 of them, drawn from 795 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 795 × 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 23.4% (186/795 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

What's on this page — and what isn't

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 We do not publish the recipe — the settings, lengths and thresholds we tested.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 Trade Volume Index is worth your attention is below; everything you'd need to clone it is not.

Honest note

In our standard-settings test, Trade Volume Index wasn’t the single best indicator for any asset — it was outperformed by others on every one. That’s useful to know too: no indicator wins everywhere.

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Trade Volume Index: what it's actually best at

How often Trade Volume Index beat buy-and-hold

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