The best indicator for EUR/CHF
We backtested 20 indicators across daily, weekly and hourly charts on real EUR/CHF 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/CHF over ~24.1 years — beating buy-and-hold by 2.1% 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 | 0.2% | 0.07 | -19.6% | 25.5% | 141 | 2.1% |
| 2 | RSI Mean-Reversion | Daily | -0.1% | -0.0 | -16.5% | 52.6% | 38 | 1.9% |
| 3 | SMA 50/200 Cross | Daily | -0.1% | -0.02 | -11.8% | 21.4% | 14 | 1.8% |
| 4 | Bollinger Mean-Reversion | Weekly | -0.4% | -0.03 | -23.5% | 63.0% | 27 | 1.6% |
| 5 | RSI Mean-Reversion | Weekly | -0.4% | -0.06 | -27.4% | 62.5% | 8 | 1.6% |
| 6 | ADX / DMI | Weekly | -0.2% | -0.07 | -11.9% | 42.3% | 26 | 1.8% |
| 7 | EMA 20/50 Cross | Weekly | -0.4% | -0.16 | -12.3% | 25.0% | 8 | 1.6% |
| 8 | Stochastic | Daily | -0.5% | -0.09 | -28.6% | 54.4% | 125 | 1.5% |
| 9 | Stochastic | Weekly | -0.7% | -0.09 | -32.4% | 63.0% | 27 | 1.3% |
| 10 | Bollinger Mean-Reversion | Daily | -0.5% | -0.1 | -19.1% | 49.5% | 93 | 1.4% |
| 11 | Williams %R | Weekly | -1.2% | -0.16 | -33.9% | 59.4% | 32 | 0.8% |
| 12 | Donchian Breakout | Weekly | -0.6% | -0.23 | -15.2% | 33.3% | 12 | 1.4% |
| 13 | EMA 50/200 Cross | Daily | -0.5% | -0.19 | -14.3% | 20.0% | 15 | 1.4% |
| 14 | WaveTrend (8/6/4) | Daily | -1.5% | -0.23 | -37.0% | 54.8% | 93 | 0.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For EUR/CHF, 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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