The best indicator for Audiera (BEAT)
We backtested 20 indicators across daily, weekly and hourly charts on real Audiera (BEAT) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Bollinger Mean-Reversion
On the daily chart, this is the strongest risk-adjusted edge we found for Audiera (BEAT) over ~4.3 years — beating buy-and-hold by 177.2% CAGR.
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 | Bollinger Mean-Reversion ✓ | Daily | 95.3% | 0.98 | -76.7% | 60.0% | 20 | 177.2% |
| 2 | WaveTrend (8/6/4) ✓ | Daily | -35.2% | 0.46 | -98.6% | 50.0% | 12 | 46.7% |
| 3 | Stochastic ✓ | Daily | -55.6% | 0.25 | -99.7% | 41.7% | 12 | 26.3% |
| 4 | Williams %R ✓ | Daily | -62.3% | 0.23 | -99.8% | 53.8% | 13 | 19.5% |
| 5 | CCI | Daily | -55.4% | 0.08 | -99.5% | 52.4% | 21 | 26.4% |
| 6 | Money Flow Index | Daily | -46.2% | 0.1 | -97.5% | 44.4% | 9 | 35.7% |
| 7 | EMA 20/50 Cross | Daily | -50.1% | -0.15 | -95.3% | 0.0% | 8 | 31.8% |
| 8 | EMA-10 Trend | Weekly | -42.5% | -0.4 | -85.9% | 37.5% | 8 | 45.9% |
| 9 | Donchian Breakout | Daily | -44.0% | -0.21 | -96.6% | 27.3% | 11 | 37.8% |
| 10 | Donchian Midline | Daily | -46.0% | -0.18 | -94.4% | 29.3% | 41 | 35.9% |
| 11 | ADX / DMI | Daily | -81.8% | -0.32 | -100.0% | 14.3% | 21 | 0.1% |
| 12 | Bollinger Breakout | Daily | -56.4% | -0.41 | -97.9% | 21.1% | 19 | 25.4% |
| 13 | MACD | Daily | -83.3% | -0.46 | -100.0% | 21.3% | 47 | -1.5% |
| 14 | Rate of Change | Weekly | -66.1% | -1.0 | -96.1% | 20.0% | 10 | 22.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Audiera (BEAT), Bollinger Mean-Reversion on the daily 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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