Ichimoku Backtest Results

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

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

AssetReturnCAGRSharpeMax DDWin RatePFTrades
๐ŸŸก QQQ+55.1%9.2%0.5018.0%40.0%2.1520
๐ŸŸก SPY+50.1%8.5%0.5019.0%52.6%2.8519
๐ŸŸก BTC+40.0%7.0%0.2744.0%26.3%1.2138
๐ŸŸก ETH+7.8%1.5%0.0853.0%34.2%1.0438
๐Ÿ”ด EURUSD+3.4%0.7%-0.3311.0%41.7%1.1924

๐ŸŸข Sharpe > 0.5 ยท ๐ŸŸก 0โ€“0.5 ยท ๐Ÿ”ด Negative

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Last refreshed: October 31, 2026