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Trend indicator

Donchian 20 Break: what it's actually best at

Variant — 20-bar Donchian breakout; long on a new 20-bar high, out on a new 20-bar low.

1

assets where it was the #1 edge

0.35

average Sharpe across all tests

Trend

indicator family

Best fits

Assets where Donchian 20 Break won

Cincinnati Financial (CINF) +-2.3%

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