Weekly Backtest Roundup (Jul 25, 2026)
Backtest results for 17 trading indicators across 4 asset classes. 100 total tests. Top performer: MACD Crossover (+34.9% CAGR).
We run weekly backtests on 18+ trading indicators across stocks, crypto, forex, and futures — 5 years of historical data, real execution, no curve-fitting. Here’s what this week’s numbers say.
The Numbers
| Metric | Value |
|---|---|
| Indicators tested | 17 |
| Total backtests | 100 |
| Profitable tests | 65 / 100 (65%) |
| Average CAGR | +2.1% |
| Average Sharpe | -0.09 |
Top Performers (by Sharpe Ratio)
| # | Strategy | Asset | CAGR | Sharpe | Win Rate | Profit Factor | Trades |
|---|---|---|---|---|---|---|---|
| 1 | MACD Crossover | TSLA | +34.9% | 0.67 | 34.8% | 1.91 | 46 |
| 2 | EMA Ribbon | QQQ | +12.2% | 0.64 | 43.8% | 3.58 | 16 |
| 3 | RSI Oversold/Overbought | AAPL | +13.5% | 0.58 | 33.3% | 1.85 | 12 |
| 4 | Liquidity Sweep Pro | AAPL | +10.9% | 0.56 | 39.1% | 1.54 | 92 |
| 5 | Volume Spike Breakout | ETH | +8.3% | 0.54 | 55.2% | 2.13 | 29 |
| 6 | Whale Liquidity / Absorption Profil | ETH | +8.3% | 0.54 | 55.2% | 2.13 | 29 |
| 7 | Bollinger Band Squeeze | AAPL | +11.4% | 0.48 | 44.0% | 1.63 | 50 |
| 8 | CVD Divergence Alerts | AAPL | +11.4% | 0.48 | 44.0% | 1.63 | 50 |
Top Performers (by CAGR)
| # | Strategy | Asset | CAGR | Sharpe | Win Rate | Profit Factor | Trades |
|---|---|---|---|---|---|---|---|
| 1 | MACD Crossover | TSLA | +34.9% | 0.67 | 34.8% | 1.91 | 46 |
| 2 | Bollinger Band Squeeze | TSLA | +15.3% | 0.45 | 28.8% | 1.31 | 66 |
| 3 | TTM Squeeze Pro | TSLA | +15.3% | 0.45 | 28.8% | 1.31 | 66 |
| 4 | EMA Ribbon | BTC | +15.0% | 0.43 | 33.3% | 1.73 | 33 |
| 5 | RSI Oversold/Overbought | AAPL | +13.5% | 0.58 | 33.3% | 1.85 | 12 |
| 6 | EMA Ribbon | QQQ | +12.2% | 0.64 | 43.8% | 3.58 | 16 |
| 7 | Volume Profile Pro | ETH | +11.9% | 0.41 | 21.0% | 1.21 | 100 |
| 8 | Bollinger Band Squeeze | AAPL | +11.4% | 0.48 | 44.0% | 1.63 | 50 |
By Asset Class
- Stocks (US equities (SPY, QQQ, AAPL, TSLA)): 57 tests, avg CAGR +4.3%, avg Sharpe -0.00
- Crypto (crypto (BTC/USD, ETH/USD)): 34 tests, avg CAGR -0.3%, avg Sharpe 0.05
- Forex (forex (EUR/USD, GBP/USD)): 7 tests, avg CAGR -4.5%, avg Sharpe -1.57
Best in Each Asset Class
Stocks: MACD Crossover on TSLA — +34.9% CAGR, Sharpe 0.67 Crypto: Volume Spike Breakout on ETH — +8.3% CAGR, Sharpe 0.54 Forex: Ichimoku Cloud on EURUSD — -0.4% CAGR, Sharpe -0.45
Underperformers
Not every strategy works everywhere. These combinations struggled this testing period:
| # | Strategy | Asset | CAGR | Sharpe | Win Rate | Profit Factor | Trades |
|---|---|---|---|---|---|---|---|
| 1 | SuperTrend + ATR Trailing Stop | ETH | -17.4% | -0.78 | 36.3% | 0.90 | 466 |
| 2 | Parabolic SAR | ETH | -17.8% | -0.37 | 33.3% | 0.73 | 72 |
| 3 | Fisher Transform MTF Divergence | ETH | -21.6% | -0.88 | 34.2% | 0.85 | 339 |
This Week’s Takeaway
The gap between the top and bottom performers is widening. Strategies with a clear edge (strong trend following, disciplined exits) continue to compound. Ones without a filter (trading every signal regardless of market regime) are bleeding in choppy conditions.
Backtest period: 5-year historical data. Past performance does not guarantee future results. All tests use long-only entry with standard stop-loss parameters. See individual backtest pages for methodology and full trade logs.
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