Momentum indicator

ROC (10): what it's actually best at

VARIANT — 10-period Rate of Change; long while positive.

assets where it was the #1 edge

0.21

average Sharpe across all tests

Momentum

indicator family

Honest note

In our standard-settings test, ROC (10) wasn’t the single best indicator for any asset — it was outperformed by others on every one. That’s useful to know too: no indicator wins everywhere.

Explore other indicators

Fibonacci Pivots Fisher Transform Camarilla Pivots Intraday Momentum Index Projection Bands QQE DeMarker Detrended Price Osc.Stochastic Connors RSI-2 Connors RSI MA Envelope FRAMA 10/30 Cross Keltner Mean-Reversion Pivot Points (Standard)SMA 20/50 Cross WaveTrend (8/6/4)Demand Index Zero-Lag MACD Negative Volume Index VWAP Bands Historical Volatility Regime TEMA 20/50 Cross KAMA 10/30 Cross HMA 9/21 Cross Stochastic RSI McGinley 200 Trend Ultimate Oscillator SMA 200 Trend TRIMA 200 Trend McGinley 100 Trend McGinley 30 Trend Laguerre RSI Positive Volume Index Bollinger Mean-Reversion Williams Fractals Supertrend (14,4)Twiggs Money Flow DMI Direction Parabolic SAR (fast)CCI Williams %R Zero-Lag LSMA Money Flow Index DeMarker (14)Holy Grail Confluence DEMA 20/50 Cross FRAMA 30 Trend Stochastic Fast (5,3)Trend Intensity Index TRIMA 30 Trend KAMA 200 Trend Volume Flow Indicator Ichimoku TK Cross ADXR Ehlers Roofing Filter Know Sure Thing Volume Oscillator Center of Gravity Fisher Center-of-Gravity STARC Bands ADX Strong Trend Stoch RSI (fast)SMA 10/30 Cross Volume Zone Oscillator Ehlers Cyber Cycle Supertrend Fast (10,2)T3 10/40 Cross Chandelier Exit Chaikin Oscillator Gator Oscillator McGinley Dynamic Linear Regression Slope DeMarker (21)Ehlers Reflex CCI (100)Morning Star TRIX (21)Donchian 10 Break SMA 100 Trend Aroon Stochastic Momentum Index Chande-Kroll Stop (fast)Vegas Tunnel Bandpass Oscillator TRIX Hammer Relative Momentum Index Nadaraya-Watson Envelope Elder-Ray EMA 9/26 Cross WMA 20/50 Cross LSMA 30 Trend Ehlers Relative Vigor Parabolic SAR Choppiness Index Range Filter Woodie Pivots DEMA 100 Trend ZLEMA 30 Trend B-Xtrender KDJ VWMA vs Price Jurik MA (approx.)Vertical Horizontal Filter Williams Alligator Disparity (5)Fractal Adaptive MA TEMA 10/30 Cross Hull MA 100 Trend Instantaneous Trendline FRAMA 100 Trend Trend Regularity Adaptive MA Standard Error Bands EMA 8/21 Cross SSL Channel Supertrend (20,3)TEMA 200 Trend Andean Oscillator KAMA 100 Trend RSI (25)Ehlers SuperSmoother Force Index ROC (30)T3 200 Trend VIDYA 10/30 Cross Vortex CCI (50)EMA 100 Trend WMA 10/40 Cross Supertrend (7,3)CCI Trend T3 15/60 Cross Gann HiLo Activator Williams %R (50)Chande Forecast Osc.Momentum (50)Stochastic Slow (21,5)Donchian 100 Break TRIX (9)EMA 13/48 Cross McGinley 10/30 Cross WMA 100 Trend Coppock Curve Hull MA 20/80 Cross SMA 15/60 Cross Least Squares MA TRIX (15)ROC (5)Donchian Breakout Ichimoku (fast)Bollinger 10 (x1.5) Break QQE MOD MAMA / FAMA HalfTrend Adaptive Supertrend Elder Impulse ROC (60)Exponential Hull MA Murrey Math Lines Holt Double-Exp MA Balance of Power Hull MA Trend Heikin-Ashi Trend Keltner 10 (x1.5)Disparity (20)VIDYA Chande Momentum Osc.Acceleration Bands Hull Suite Trend Magic EMA 10/40 Cross Pascal's Weighted MA Keltner 50 (x2.0)SMA 30 Trend Bullish Engulfing Relative Volatility Index Bollinger 50 (x2.5) Break Coppock (fast)Chande Kroll Stop RSI Mean-Reversion Williams %R (7)Ehlers Decycler Keltner Breakout EMA 20/80 Cross T3 20/80 Cross Williams %R (28)Klinger Oscillator True Strength Index LSMA 10/30 Cross EMA 30 Trend Geometric MA Ease of Movement Cutler's RSI Momentum Swing Index Donchian 20 Break WMA 200 Trend T3 30 Trend TEMA 30 Trend SMA 50/200 Cross DEMA 10/30 Cross Even Better Sinewave RSI Trend (>50)Pring's Special K Price Volume Trend Supertrend (10,3)T3 100 Trend MACD On-Balance Volume LSMA 100 Trend SMA 20/80 Cross Ichimoku Cloud Hull MA 15/60 Cross VIDYA 30 Trend G-Channel Donchian 55/20 DEMA 30 Trend ADX / DMI Accelerator Oscillator CCI (200)Three White Soldiers UT Bot (ATR Trailing)Arnaud Legoux MA CCI (14)Waddah Attar Explosion EMA 20/50 Cross Ulcer Index Stochastic (20,5)Guppy Multiple MA Accumulation/Distribution LSMA 200 Trend EMA 50/200 Cross Bollinger Breakout Rate of Change EMA-10 Trend Donchian Midline MA Ribbon VWAP Trend Awesome Oscillator Percentage Price Osc.Relative Vigor Index Bollinger Squeeze Chaikin Money Flow Kaufman Adaptive MA T3 (Tillson)Zero-Lag EMA Cross Schaff Trend Cycle Random Walk Index Disparity Index Pretty Good Oscillator Smoothed Heikin-Ashi Triangular MA Sine-Weighted MA Q-Stick Bollinger %B Coral Trend Squeeze Momentum Gaussian Channel Ehlers TrendFlex Inverse Fisher RSI Derivative Oscillator Premier Stochastic Accumulation Swing Index Chaikin Volatility MACD-V Impulse MACD Deviation-Scaled MA Correlation Trend Ehlers Stochastic Median MA Triangular Hull MA Smoothed MA (Wilder)Regularized EMA Volume-Weighted EMA Elastic VW MA SMA 5/20 Cross WMA 10/30 Cross ZLEMA 10/30 Cross ALMA 10/30 Cross T3 8/21 Cross Aroon Oscillator PPO Cross ROC (20)Momentum (20)RSI (7)RSI (21)Ultimate Osc (4,8,16)CMO (21)TSI (13,7)DPO (10)Elder Bull Power Bullish Marubozu Trade Volume Index Net Volume A/D Oscillator Fibonacci Bands Std Error Channel Keltner 20 Break Vortex (7)Heikin-Ashi + EMA EMA 200 Trend WMA 30 Trend Hull MA 30 Trend Hull MA 200 Trend DEMA 200 Trend TEMA 100 Trend KAMA 30 Trend VIDYA 100 Trend VIDYA 200 Trend ALMA 30 Trend ALMA 100 Trend ALMA 200 Trend ZLEMA 100 Trend ZLEMA 200 Trend TRIMA 100 Trend FRAMA 200 Trend EMA 15/60 Cross SMA 10/40 Cross WMA 15/60 Cross WMA 20/80 Cross Hull MA 10/40 Cross RSI (9)RSI (30)RSI (50)Williams %R (21)ROC (14)CCI (30)CMO (14)CMO (30)Momentum (10)Momentum (30)Disparity (10)Disparity (50)Disparity (100)Stochastic (10,3)DeMarker (7)Supertrend (7,2)Supertrend (10,2)Bollinger 30 (x2.0) Break Mass Index PMax

ROC (10): what it's actually best at

Explore other indicators

Get the weekly edge report