The best indicator for Total Bond (BND)
We backtested 20 indicators across daily, weekly and hourly charts on real Total Bond (BND) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 20/50 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Total Bond (BND) over ~19.1 years — trailing buy-and-hold by 0.6% 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 | EMA 20/50 Cross ✓ | Daily | 2.5% | 0.62 | -8.9% | 55.2% | 29 | -0.6% |
| 2 | Donchian Breakout ✓ | Weekly | 2.0% | 0.53 | -12.3% | 69.2% | 13 | -1.1% |
| 3 | RSI Trend (>50) | Weekly | 1.8% | 0.45 | -11.2% | 46.3% | 41 | -1.3% |
| 4 | Rate of Change | Weekly | 1.4% | 0.38 | -10.5% | 56.4% | 55 | -1.6% |
| 5 | Donchian Midline | Weekly | 1.3% | 0.38 | -16.2% | 52.8% | 53 | -1.7% |
| 6 | EMA 50/200 Cross ✓ | Daily | 2.3% | 0.54 | -10.3% | 40.0% | 10 | -0.7% |
| 7 | SMA 50/200 Cross | Daily | 1.5% | 0.36 | -11.9% | 50.0% | 14 | -1.5% |
| 8 | Bollinger Breakout | Weekly | 1.0% | 0.31 | -11.3% | 63.2% | 19 | -2.1% |
| 9 | ADX / DMI | Weekly | 0.9% | 0.29 | -10.1% | 46.4% | 28 | -2.1% |
| 10 | MACD ✓ | Weekly | 1.0% | 0.28 | -10.3% | 65.7% | 35 | -2.1% |
| 11 | EMA-10 Trend ✓ | Weekly | 1.0% | 0.28 | -12.4% | 50.6% | 87 | -2.0% |
| 12 | Donchian Midline | Daily | 0.8% | 0.25 | -11.1% | 31.9% | 235 | -2.2% |
| 13 | Donchian Breakout | Daily | 0.6% | 0.23 | -7.8% | 48.2% | 83 | -2.4% |
| 14 | Stochastic | Daily | 0.6% | 0.21 | -13.9% | 70.7% | 92 | -2.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Total Bond (BND), EMA 20/50 Cross on the daily timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — 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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