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

AssetReturnCAGRSharpeMax DDWin RatePFTrades
🟡 AAPL+52.5%8.8%0.3826.4%42.3%1.5652
🟡 QQQ+44.9%7.7%0.3620.1%31.3%1.5167
🟡 BTC+17.4%3.3%0.1953.8%23.2%1.0899
🟡 SPY+14.7%2.8%0.0921.8%38.5%1.2365
🟡 ETH+7.2%1.4%0.0444.0%20.7%1.0292

🟢 Sharpe > 0.5 · 🟡 0–0.5 · 🔴 Negative

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Last refreshed: July 04, 2026