RSI vs MACD: Which One Actually Wins? (Backtested)
Two of the most popular indicators, head to head on the same assets, with the same honest rules.
The tale of the tape
We ran both on the same universe, out-of-sample, with costs. The scoreboard:
- RSI — beat buy-and-hold on 11% of assets, median Sharpe 0.3, best on 1 assets.
- MACD — beat buy-and-hold on 10% of assets, median Sharpe 0.29, best on 1 assets.
What it means
Neither is a winner you'd bet the farm on — both lose to buy-and-hold on most assets, which is the norm for single indicators. The 'better' one is a coin-flip that depends entirely on the asset and timeframe.
The useful takeaway isn't 'RSI beats MACD' or vice versa — it's that picking between two famous indicators is the wrong question. Pick the one that actually worked on your specific asset.
Settle it for your asset
Both show up, ranked against everything else, on each asset's page. Look up your asset and see which (if either) made the cut — and what beat them both.
Questions, answered
Is RSI or MACD better?
It depends on the asset. In our backtests they were close — RSI beat buy-and-hold on 11% of assets, MACD on 10% — and both lost on most.
Should I combine RSI and MACD?
Sometimes confluence helps — we test indicator combos separately; see the Combos page.
Every figure here comes from our own out-of-sample backtests, costs included — not a course or a guess. Educational information only — not investment advice. Hypothetical backtested results; past performance does not guarantee future results. Trading involves risk of loss.
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