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The best indicator for USX (USX)

We backtested 20 indicators across daily, weekly and hourly charts on real USX (USX) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Volatility · Daily

Bollinger Mean-Reversion

On the daily chart, this is the strongest risk-adjusted edge we found for USX (USX) over ~1.4 years — beating buy-and-hold by 24.7% CAGR.

25.6%
CAGR
1.57
Sharpe
-9.3%
Max DD
75.0%
Win rate
3.76
Profit factor
+24.7%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
Bollinger Mean-Reversion
+24.7% · Sharpe 1.57
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Bollinger Mean-Reversion Daily25.6%1.57-9.3%75.0%824.7%
2CCI Daily-0.1%0.1-17.6%38.5%13-1.0%
3RSI Trend (>50)Daily-29.3%-0.36-64.5%42.9%56-30.2%
4Rate of ChangeDaily-36.0%-0.54-68.5%43.8%73-36.9%
5EMA 20/50 CrossDaily-26.1%-1.39-38.8%75.0%8-27.0%
6EMA-10 TrendDaily-47.0%-0.84-75.8%45.1%82-47.9%
7Heikin-Ashi TrendDaily-77.1%-1.25-87.4%46.4%84-78.0%
8Donchian MidlineDaily-22.7%-2.11-32.9%36.8%19-23.7%
9MACDDaily-40.9%-2.94-52.3%18.5%27-41.8%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For USX (USX), Bollinger Mean-Reversion 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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