The best indicator for iShares Bitcoin (IBIT)
We backtested 20 indicators across daily, weekly and hourly charts on real iShares Bitcoin (IBIT) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
MACD
On the daily chart, this is the strongest risk-adjusted edge we found for iShares Bitcoin (IBIT) over ~2.4 years — beating buy-and-hold by 8.1% 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 | Rate of Change | Daily | 29.9% | 0.96 | -35.3% | 44.7% | 38 | 19.0% |
| 2 | Heikin-Ashi Trend | Weekly | 22.0% | 0.75 | -29.4% | 30.4% | 23 | 8.2% |
| 3 | MACD ✓ | Daily | 19.0% | 0.73 | -20.1% | 47.1% | 17 | 8.1% |
| 4 | Bollinger Breakout | Daily | 16.4% | 0.7 | -26.7% | 33.3% | 12 | 5.4% |
| 5 | RSI Trend (>50) | Daily | 7.3% | 0.38 | -28.9% | 45.5% | 33 | -3.6% |
| 6 | ADX / DMI | Daily | 8.3% | 0.49 | -20.1% | 45.5% | 11 | -2.7% |
| 7 | CCI ✓ | Daily | 7.5% | 0.39 | -26.5% | 75.0% | 12 | -3.5% |
| 8 | EMA-10 Trend | Daily | 4.8% | 0.3 | -40.8% | 45.3% | 64 | -6.2% |
| 9 | WaveTrend (8/6/4) | Daily | 7.2% | 0.38 | -27.5% | 66.7% | 9 | -3.7% |
| 10 | Donchian Midline | Daily | 1.4% | 0.21 | -45.1% | 45.7% | 35 | -9.6% |
| 11 | RSI Trend (>50) | Weekly | 4.0% | 0.28 | -22.0% | 25.0% | 8 | -9.7% |
| 12 | EMA-10 Trend | Weekly | -1.6% | 0.08 | -31.3% | 27.3% | 11 | -15.4% |
| 13 | Rate of Change | Weekly | -1.5% | 0.08 | -33.1% | 50.0% | 8 | -15.3% |
| 14 | Bollinger Mean-Reversion | Daily | -3.0% | 0.04 | -36.1% | 50.0% | 10 | -13.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For iShares Bitcoin (IBIT), MACD 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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