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

Asset	Return	CAGR	Sharpe	Max DD	Win Rate	PF	Trades
🟡 BTC	-0.9%	-0.2%	0.15	59.3%	36.6%	0.99	238
🔴 ETH	-37.1%	-8.8%	-0.23	63.6%	34.2%	0.93	225
🔴 SPY	-23.3%	-5.2%	-0.46	32.1%	41.9%	0.77	160
🔴 QQQ	-42.7%	-10.6%	-0.60	49.5%	42.9%	0.68	168
🔴 EURUSD	-31.4%	-7.3%	-2.86	31.8%	33.9%	0.46	168

🟢 Sharpe > 0.5 · 🟡 0–0.5 · 🔴 Negative

Last refreshed: July 04, 2026