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What Timeframe Should You Actually Trade? The Data From 502,988 Backtests

Every indicator creator says their strategy works on all timeframes — 502,988 backtests show why that answer is useless.

The Question Every Creator Dodges

'What timeframe?' is the most repeated question in trading communities and the most consistently dodged. You watch a tutorial, you get a strategy, and when you ask which timeframe it actually works on you get either silence or 'it works on all of them' — which is the same as saying nothing.

Across 502,988 out-of-sample backtests covering 741 assets and 358 indicators, we tried to give this question a straight answer. The result isn't a single number. But it does tell you something more useful than a comment section ever will.

Before Timeframe: Does the Indicator Work at All?

Here is the question almost nobody asks before choosing a timeframe: does this indicator beat holding the asset at all? Across every asset and every timeframe in our tests, only 26% of indicator/asset combinations beat buy-and-hold after realistic costs.

57% of the 741 assets had at least one indicator that outperformed — which also means 43% had no indicator with an edge at any timeframe we tested. If your asset is in that 43%, no timeframe selection saves you.

No SMC-based indicator — no BOS, no CHoCH, no liquidity sweep — beat buy-and-hold in our tests. The SMC Liquidity Sweep variant carried a median win rate of 71.9% and beat buy-and-hold just 6% of the time. High win rate, no edge. Remember that pattern — it comes up again.

The Indicators That Actually Win, and Their Built-In Timing Logic

When you look at what wins by asset class, a pattern emerges that says more about timing than any timeframe selector does. In stocks, the top performers are Fibonacci Pivots (winning on 20 assets), Camarilla Pivots (17 assets), Projection Bands (15 assets), and the Intraday Momentum Index (15 assets). In forex, Fisher Transform dominated with wins on 17 assets. In crypto, MA Envelope led with 5 wins.

Notice what Fibonacci Pivots and Camarilla Pivots have in common: they recalculate from the prior session. They carry their own timing structure — you don't 'pick a timeframe' for them the way you do for RSI. The Intraday Momentum Index measures momentum relative to the day's range; the timeframe is embedded in its construction. These are not 'works on all timeframes' indicators. They have structure built in, and that structure is part of why they keep appearing at the top.

That's useful information. The indicators that consistently win are often the ones where you don't get to choose the timing reference arbitrarily. The timing is the feature.

Win Rate Will Lie to You

If you've ever backtested an intraday strategy and felt encouraged by a 70%+ win rate, this is the section to read before you go live. RSI Mean-Reversion has a median win rate of 72.6% in our tests — and beats buy-and-hold just 6% of the time. Holy Grail Confluence hits 75% win rate — and beats buy-and-hold 4% of the time. CCI wins 71.6% of trades — and beats buy-and-hold in 7% of tests.

Win rate doesn't account for how large the wins and losses are, or what transaction costs do to thin margins repeated over many trades. At shorter timeframes, where you take far more trades, costs compound and marginal edges evaporate faster. The indicators sitting at the top of the win-rate leaderboard are almost entirely absent from the list of indicators that actually outperform on a risk-adjusted basis.

What the Data Actually Tells You to Do

There is no figure in our dataset that says '1h beats 5m' or 'daily beats intraday' as a universal rule. What the data does say: timeframe interacts with indicator, asset class, and costs in ways that can't be collapsed to a single recommendation.

What you can take from the results: pivot-based indicators dominate in stocks and crypto, meaning daily session structure matters — often more than the sub-timeframe you use to enter. Short positions add edge only 17.4% of the time across our dataset, so if your timeframe strategy centers on shorting fast intraday moves, the odds are already tilted against you before costs.

The most useful step before picking a timeframe is the one almost nobody takes: verify that the indicator you're considering actually beats holding for your specific asset. Check the asset pages for that. Most combinations don't beat holding — and no timeframe selection fixes a premise that was wrong from the start.

FAQ

Questions, answered

Does RSI work better on a specific timeframe?

In our tests, RSI Mean-Reversion had a 72.6% median win rate but beat buy-and-hold only 6% of the time across tested assets. Switching timeframes doesn't fix that ratio — win rate and actual edge are different things. Check the <a href="/assets">asset pages</a> to see which indicators, if any, outperform for your specific ticker.

Are these real trading results? Is any of this financial advice?

No and no. All results are <strong>hypothetical backtests</strong> using out-of-sample data with realistic transaction costs applied. Hypothetical results have inherent limitations — they don't capture liquidity constraints, real-world slippage at size, or the difficulty of executing a strategy consistently. Past backtest performance does not guarantee future results. Nothing on this site is financial advice.

Why do pivot indicators win so consistently in stocks?

Fibonacci Pivots and Camarilla Pivots won on 20 and 17 stock assets respectively in our tests. Both recalculate from prior-session data, so they carry a built-in time reference rather than relying on a user-selected timeframe. We measure outcomes, not causes — but the consistency of pivot-based winners across stocks and crypto is strong enough that it's worth treating as a real signal rather than noise.

What about SMC strategies like BOS and CHoCH on the 5m or 15m?

No SMC-based indicator in our tests beat buy-and-hold. The SMC Liquidity Sweep variant had a 71.9% median win rate and beat buy-and-hold in just 6% of tested assets — the same win-rate trap pattern as RSI Mean-Reversion and CCI. This held regardless of how entries were framed. A compelling-looking win rate on a 5m chart is not the same as an edge.

Honest by default

Every figure here comes from our own out-of-sample backtests, costs included — not a course or a guess. 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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