The best indicator for EUR/AUD
We backtested 20 indicators across daily, weekly and hourly charts on real EUR/AUD history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
ADX / DMI
On the daily chart, this is the strongest risk-adjusted edge we found for EUR/AUD over ~23.2 years — beating buy-and-hold by 2.2% 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 | ADX / DMI ✓ | Daily | 2.1% | 0.33 | -19.7% | 28.6% | 147 | 2.2% |
| 2 | WaveTrend (8/6/4) ✓ | Daily | 1.5% | 0.26 | -21.8% | 61.7% | 94 | 1.6% |
| 3 | RSI Mean-Reversion | Daily | 0.3% | 0.09 | -17.7% | 73.5% | 34 | 0.3% |
| 4 | CCI ✓ | Daily | 0.4% | 0.09 | -20.1% | 63.4% | 123 | 0.4% |
| 5 | SMA 50/200 Cross | Daily | 0.1% | 0.05 | -20.9% | 33.3% | 18 | 0.1% |
| 6 | Williams %R | Daily | 0.1% | 0.04 | -30.5% | 63.2% | 155 | 0.1% |
| 7 | Bollinger Mean-Reversion ✓ | Weekly | 0.0% | 0.02 | -27.1% | 62.5% | 16 | 0.0% |
| 8 | EMA 50/200 Cross ✓ | Daily | -0.2% | 0.01 | -20.8% | 36.8% | 19 | -0.2% |
| 9 | Williams %R ✓ | Weekly | -0.2% | 0.01 | -33.3% | 60.7% | 28 | -0.1% |
| 10 | CCI | Weekly | -0.1% | 0.01 | -29.1% | 63.6% | 22 | -0.1% |
| 11 | EMA 20/50 Cross | Weekly | -0.2% | 0.01 | -20.5% | 35.7% | 14 | -0.2% |
| 12 | Stochastic | Weekly | -0.2% | -0.0 | -31.5% | 61.9% | 21 | -0.2% |
| 13 | Heikin-Ashi Trend | Daily | -0.8% | -0.07 | -47.9% | 32.6% | 1221 | -0.8% |
| 14 | WaveTrend (8/6/4) | Weekly | -0.9% | -0.08 | -32.2% | 47.1% | 17 | -0.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For EUR/AUD, ADX / DMI 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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