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Home / Indicators / Donchian Breakout

Trend indicator

Donchian Breakout: what it's actually best at

Turtle-style 20-bar high breakout, exit on a 10-bar low.

2

assets where it was the #1 edge

0.28

average Sharpe across all tests

Trend

indicator family

Best fits

Assets where Donchian Breakout won

Gold (GC) +-3.8%Apple (AAPL) +0.3%

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