The best indicator for USD/CHF
We backtested 20 indicators across daily, weekly and hourly charts on real USD/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 USD/CHF over ~23.4 years — beating buy-and-hold by 3.7% 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 | 1.4% | 0.29 | -23.3% | 35.0% | 143 | 3.7% |
| 2 | Bollinger Mean-Reversion | Daily | 0.5% | 0.12 | -21.9% | 59.6% | 114 | 2.8% |
| 3 | WaveTrend (8/6/4) | Daily | 0.1% | 0.05 | -36.8% | 50.5% | 95 | 2.4% |
| 4 | Bollinger Mean-Reversion ✓ | Weekly | 0.1% | 0.05 | -29.7% | 68.4% | 19 | 2.4% |
| 5 | RSI Mean-Reversion | Daily | 0.1% | 0.04 | -23.6% | 62.2% | 37 | 2.4% |
| 6 | RSI Mean-Reversion | Weekly | -0.2% | -0.02 | -26.2% | 55.6% | 9 | 2.1% |
| 7 | CCI | Daily | -0.3% | -0.02 | -26.3% | 61.3% | 124 | 2.0% |
| 8 | Williams %R | Weekly | -0.6% | -0.05 | -34.5% | 64.5% | 31 | 1.8% |
| 9 | WaveTrend (8/6/4) | Weekly | -0.5% | -0.05 | -36.6% | 50.0% | 16 | 1.8% |
| 10 | Stochastic | Daily | -0.5% | -0.06 | -31.1% | 62.6% | 131 | 1.8% |
| 11 | Stochastic | Weekly | -0.8% | -0.09 | -40.5% | 69.2% | 26 | 1.5% |
| 12 | CCI | Weekly | -0.8% | -0.09 | -36.5% | 57.1% | 21 | 1.5% |
| 13 | SMA 50/200 Cross | Daily | -1.2% | -0.12 | -33.6% | 22.2% | 18 | 1.2% |
| 14 | EMA 50/200 Cross | Daily | -1.6% | -0.19 | -36.8% | 15.8% | 19 | 0.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For USD/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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