The best indicator for 30Y T-Bond (ZB)
We backtested 20 indicators across daily, weekly and hourly charts on real 30Y T-Bond (ZB) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Stochastic
On the weekly chart, this is the strongest risk-adjusted edge we found for 30Y T-Bond (ZB) over ~25.8 years — beating buy-and-hold by 0.2% 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 | Williams %R | Weekly | 1.5% | 0.26 | -19.2% | 65.9% | 41 | 1.0% |
| 2 | Stochastic ✓ | Weekly | 0.7% | 0.15 | -24.7% | 67.6% | 34 | 0.2% |
| 3 | ADX / DMI ✓ | Weekly | 0.7% | 0.13 | -17.0% | 54.5% | 33 | 0.2% |
| 4 | EMA 50/200 Cross ✓ | Daily | 0.5% | 0.1 | -25.2% | 29.4% | 17 | 0.0% |
| 5 | CCI | Weekly | 0.4% | 0.09 | -37.7% | 65.4% | 26 | -0.1% |
| 6 | EMA 20/50 Cross ✓ | Weekly | 0.3% | 0.07 | -24.0% | 35.7% | 14 | -0.2% |
| 7 | SMA 50/200 Cross | Daily | 0.2% | 0.06 | -29.1% | 33.3% | 21 | -0.3% |
| 8 | Money Flow Index | Daily | 0.2% | 0.06 | -39.7% | 50.7% | 73 | -0.3% |
| 9 | MACD ✓ | Weekly | 0.1% | 0.05 | -19.3% | 36.0% | 50 | -0.4% |
| 10 | Bollinger Mean-Reversion | Weekly | 0.1% | 0.05 | -31.3% | 60.9% | 23 | -0.4% |
| 11 | Donchian Breakout | Weekly | 0.1% | 0.04 | -22.1% | 50.0% | 18 | -0.4% |
| 12 | WaveTrend (8/6/4) | Weekly | 0.0% | 0.04 | -39.4% | 59.1% | 22 | -0.5% |
| 13 | WaveTrend (8/6/4) | Daily | -0.3% | -0.0 | -39.5% | 67.0% | 100 | -0.8% |
| 14 | Holy Grail Confluence | Daily | -0.2% | -0.0 | -31.6% | 58.5% | 41 | -0.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For 30Y T-Bond (ZB), Stochastic on the weekly 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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