Transparency

How we find the edge

The whole point of IndicatorEdge is that the method is honest. Here's exactly how every number on this site is produced — including the parts that protect you from being fooled by a pretty backtest.

Real price history

We pull real OHLCV market data (multiple years to multiple decades per asset, depending on availability) for every asset and timeframe.

Standard settings — no curve-fitting

Every indicator is tested with its standard, textbook parameters. We deliberately do NOT tune settings per asset, because that's how backtests get faked. This is a fair fight.

One canonical rule per indicator

Each indicator gets one sensible, conventional long/flat strategy (e.g. trend indicators stay long while bullish; oscillators buy oversold and exit overbought).

Realistic costs

Every trade pays ~0.08% per side for commission and slippage, so the numbers aren't a frictionless fantasy.

Out-of-sample validation

We split the history and re-test on data the strategy never 'saw.' An indicator only counts as a real edge for an asset if it held up out-of-sample — that's our guard against overfitting.

Risk-adjusted ranking

We rank by risk-adjusted return (Sharpe), and always show drawdown, win rate and profit factor — never win rate alone. We surface the top performers, not a single magic answer.

Honest about 'no edge'

For some assets — especially major indices — no indicator robustly beat simply buying and holding. When that's true, we say so plainly.

The limits (read this)

A backtest is not a promise. Standard rules can be improved (and broken) by real-world execution, regime change, and luck. We test standard settings precisely so the results aren't curve-fit to the past — which also means a tuned version might do better or worse live. Treat this as research to start from, not a system to blindly run. Educational information only — not investment advice. Hypothetical backtested results; past performance does not guarantee future results. Trading involves risk of loss.