CVD Backtest Results

All 5 asset backtests for the CVD indicator. Sorted by Sharpe ratio.

5 assets tested · 5-year historical data · Sorted by Sharpe ratio

Asset	Return	CAGR	Sharpe	Max DD	Win Rate	PF	Trades
🟡 AAPL	+45.6%	7.8%	0.33	26.4%	43.1%	1.50	51
🟡 BTC	+29.6%	5.3%	0.24	46.4%	24.0%	1.14	100
🟡 QQQ	+31.8%	5.7%	0.24	18.4%	30.0%	1.34	70
🟡 ETH	+9.8%	1.9%	0.07	44.0%	20.7%	1.04	92
🔴 SPY	+3.6%	0.7%	-0.07	21.0%	36.1%	1.05	72

🟢 Sharpe > 0.5 · 🟡 0–0.5 · 🔴 Negative

Last refreshed: October 31, 2026