Stochastic Backtest Results

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

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

AssetReturnCAGRSharpeMax DDWin RatePFTrades
🟡 BTC-3.3%-0.7%0.1554.0%37.6%0.99237
🔴 ETH-43.1%-10.7%-0.3063.6%32.0%0.91225
🔴 SPY-24.9%-5.6%-0.4832.1%42.8%0.78159
🔴 QQQ-45.4%-11.4%-0.6649.5%41.0%0.67166
🔴 EURUSD-31.4%-7.3%-2.3131.7%32.9%0.47170

🟢 Sharpe > 0.5 · 🟡 0–0.5 · 🔴 Negative

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Last refreshed: October 31, 2026