A/D Line Trend Strategy
Symbols: 20 Sharpe: 0.40 Return: 31.81% Max DD: -22.30% Win: 36.84% Trades: 57 SL: 5% TP: 0%
Results from the local backtesting engine across major US equity indices, commodities, and large caps.
Each strategy is backtested on daily OHLCV price data across a universe of major US equity indices and ETFs. Signals are generated from technical indicators with no lookahead bias — entry and exit prices use the open of the bar following the signal.
Metrics shown here are averages across all symbols a strategy was tested on. Transaction costs and slippage are not modeled, so results represent an upper bound on real-world performance.
Click any strategy name to view its full per-symbol breakdown, equity curves, parameter optimization, and regional results.
Last run: Wednesday, Oct 21, 2026 · 1420 runs
| Strategy | Category | Symbols | Avg return % | Avg Sharpe | Avg max DD % | Win rate % | Trades | SL | TP |
|---|---|---|---|---|---|---|---|---|---|
| A/D Line Trend | Strategy | 20 | 31.81 | 0.40 | -22.30 | 36.84 | 57 | 5% | 0% |
| ADX Trend | Strategy | 20 | 0.98 | 0.02 | -14.05 | 41.38 | 29 | 3% | 0% |
| Aroon | Strategy | 20 | 26.55 | 0.68 | -8.68 | 62.50 | 16 | 0% | 5% |
| ATR Bands | Strategy | 20 | 37.13 | 0.69 | -8.04 | 78.26 | 23 | 5% | 0% |
| ATR Trailing Stop | Strategy | 20 | 86.07 | 0.72 | -23.78 | 100.00 | 1 | 0% | 0% |
| BB Width Squeeze | Strategy | 20 | 2.59 | 0.10 | -10.53 | 35.00 | 20 | 0% | 10% |
| Bollinger Bands | Strategy | 20 | 91.15 | 0.96 | -12.81 | 81.25 | 16 | 7% | 10% |
| Commodity Channel Index | Strategy | 20 | 41.23 | 0.48 | -20.13 | 80.00 | 10 | 0% | 10% |
| Chaikin Money Flow | Strategy | 20 | 35.95 | 0.46 | -21.27 | 29.41 | 34 | 3% | 0% |
| Chaikin Oscillator | Strategy | 20 | 64.57 | 0.92 | -7.16 | 48.84 | 43 | 3% | 5% |
| Chande Momentum | Strategy | 20 | 16.91 | 0.32 | -17.66 | 44.44 | 45 | 3% | 10% |
| Chandelier Exit | Strategy | 20 | 44.59 | 0.53 | -18.59 | 27.27 | 44 | 3% | 0% |
| Coppock Curve | Strategy | 20 | 23.86 | 0.45 | -21.49 | 47.37 | 19 | 5% | 10% |
| DEMA Crossover | Strategy | 20 | 34.53 | 0.50 | -19.99 | 38.71 | 31 | 5% | 10% |
| Disparity Index | Strategy | 20 | 43.49 | 0.66 | -15.48 | 43.33 | 60 | 3% | 5% |
| Donchian Breakout | Strategy | 20 | 34.09 | 0.59 | -11.95 | 50.00 | 12 | 5% | 0% |
| Detrended Price Oscillator | Strategy | 20 | 50.79 | 0.83 | -8.12 | 45.16 | 31 | 0% | 5% |
| Dual Moving Average | Strategy | 20 | 32.23 | 0.46 | -17.61 | 39.53 | 43 | 3% | 0% |
| Ease of Movement | Strategy | 20 | 9.01 | 0.18 | -17.72 | 41.86 | 43 | 3% | 15% |
| Elder Ray | Strategy | 20 | -4.11 | -0.05 | -22.21 | 49.47 | 188 | 0% | 5% |
| EMA Crossover | Strategy | 20 | 27.01 | 0.73 | -6.77 | 57.14 | 14 | 0% | 5% |
| EMA Ribbon | Strategy | 20 | -1.44 | -0.92 | -1.44 | 0.00 | 3 | 0% | 0% |
| Force Index | Strategy | 20 | 2.06 | 0.03 | -27.33 | 36.90 | 168 | 3% | 0% |
| Fractal Breakout | Strategy | 20 | 29.03 | 0.67 | -8.44 | 57.14 | 21 | 0% | 5% |
| Hull MA Crossover | Strategy | 20 | 21.73 | 0.31 | -21.53 | 52.54 | 59 | 7% | 5% |
| Intraday Intensity | Strategy | 20 | 25.74 | 0.33 | -25.45 | 39.47 | 38 | 7% | 0% |
| Keltner Squeeze | Strategy | 20 | 2.11 | 0.05 | -11.91 | 42.11 | 19 | 5% | 0% |
| Keltner Width Breakout | Strategy | 20 | 4.08 | 0.15 | -7.04 | 54.55 | 11 | 0% | 0% |
| Keltner Channel | Strategy | 20 | 69.24 | 0.74 | -14.70 | 88.89 | 9 | 0% | 10% |
| Klinger Volume | Strategy | 20 | 29.17 | 0.42 | -21.34 | 47.83 | 69 | 3% | 0% |
| Know Sure Thing | Strategy | 20 | 16.57 | 0.34 | -17.17 | 44.44 | 27 | 3% | 0% |
| Linear Regression Reversion | Strategy | 20 | 19.01 | 0.50 | -11.78 | 60.00 | 20 | 5% | 0% |
| Linear Regression Slope | Strategy | 20 | 24.83 | 0.47 | -19.65 | 40.00 | 20 | 5% | 10% |
| MACD | Strategy | 20 | 37.71 | 0.63 | -7.51 | 52.38 | 42 | 5% | 5% |
| Mass Index | Strategy | 20 | 0.00 | 0.00 | 0.00 | 0.00 | 0 | 0% | 0% |
| McGinley Dynamic | Strategy | 20 | 23.31 | 0.32 | -23.11 | 27.27 | 66 | 3% | 15% |
| Momentum ROC | Strategy | 20 | 53.69 | 0.68 | -15.45 | 43.86 | 57 | 3% | 10% |
| Money Flow Index | Strategy | 20 | 48.89 | 0.77 | -10.26 | 100.00 | 1 | 0% | 0% |
| OBV Trend | Strategy | 20 | 21.01 | 0.29 | -24.22 | 28.77 | 73 | 3% | 0% |
| Parabolic SAR | Strategy | 20 | 21.13 | 0.28 | -26.78 | 43.40 | 53 | 3% | 0% |
| Pivot Breakout | Strategy | 20 | 10.74 | 0.24 | -16.91 | 61.54 | 13 | 0% | 5% |
| Pretty Good Oscillator | Strategy | 20 | 38.28 | 0.51 | -17.75 | 34.00 | 50 | 3% | 15% |
| Price Above SMA | Strategy | 20 | 55.57 | 0.69 | -16.46 | 44.00 | 25 | 3% | 0% |
| Price Channel | Strategy | 20 | 34.09 | 0.59 | -11.95 | 50.00 | 12 | 5% | 0% |
| Price Oscillator | Strategy | 20 | 27.01 | 0.73 | -6.77 | 57.14 | 14 | 0% | 5% |
| Projection Oscillator | Strategy | 20 | 38.33 | 0.50 | -22.60 | 43.69 | 103 | 3% | 10% |
| QStick | Strategy | 20 | 27.65 | 0.70 | -8.84 | 45.83 | 48 | 3% | 5% |
| Raff Channel | Strategy | 20 | 22.62 | 0.31 | -17.77 | 27.87 | 61 | 3% | 10% |
| Random Walk Index | Strategy | 20 | 9.76 | 0.23 | -16.77 | 44.00 | 25 | 5% | 0% |
| ROC Crossover | Strategy | 20 | 21.40 | 0.34 | -17.84 | 53.49 | 43 | 5% | 10% |
| RSI Mean Reversion | Strategy | 20 | 65.32 | 0.75 | -11.85 | 64.29 | 14 | 5% | 10% |
| Schaff Trend Cycle | Strategy | 20 | 21.79 | 0.45 | -17.76 | 38.10 | 21 | 3% | 10% |
| SMA Crossover | Strategy | 20 | 19.11 | 0.36 | -19.43 | 47.62 | 21 | 5% | 10% |
| Std Dev Bands | Strategy | 20 | 41.34 | 0.67 | -9.27 | 94.74 | 19 | 0% | 0% |
| Stochastic RSI | Strategy | 20 | 76.28 | 0.85 | -9.26 | 69.05 | 42 | 5% | 10% |
| Stochastic Reversion | Strategy | 20 | 43.84 | 0.59 | -15.40 | 56.25 | 16 | 3% | 0% |
| Supertrend | Strategy | 20 | 41.33 | 0.56 | -16.09 | 47.37 | 19 | 5% | 0% |
| Swing Breakout | Strategy | 20 | 34.09 | 0.59 | -11.95 | 50.00 | 12 | 5% | 0% |
| TEMA Crossover | Strategy | 20 | 33.37 | 0.49 | -18.33 | 52.00 | 50 | 7% | 5% |
| Triple Moving Average | Strategy | 20 | 27.25 | 0.54 | -11.08 | 55.56 | 18 | 5% | 0% |
| TRIX | Strategy | 20 | 17.58 | 0.37 | -15.41 | 46.43 | 28 | 3% | 10% |
| True Strength Index | Strategy | 20 | 36.44 | 0.58 | -9.18 | 52.50 | 40 | 5% | 5% |
| Twiggs Money Flow | Strategy | 20 | 51.23 | 0.83 | -10.31 | 48.00 | 25 | 5% | 5% |
| Ultimate Oscillator | Strategy | 20 | 84.62 | 0.79 | -21.40 | 64.10 | 39 | 5% | 5% |
| Volatility Breakout | Strategy | 20 | 3.03 | 0.08 | -11.90 | 33.33 | 18 | 5% | 0% |
| Volume Price Trend | Strategy | 20 | 30.55 | 0.40 | -18.62 | 34.62 | 52 | 3% | 0% |
| Vortex Indicator | Strategy | 20 | 20.64 | 0.37 | -17.09 | 37.14 | 35 | 3% | 0% |
| VWMA Crossover | Strategy | 20 | 20.62 | 0.39 | -19.50 | 50.00 | 20 | 5% | 10% |
| Williams %R | Strategy | 20 | 23.51 | 0.35 | -21.63 | 68.00 | 25 | 0% | 0% |
| WMA Crossover | Strategy | 20 | 31.29 | 0.82 | -8.25 | 56.52 | 23 | 3% | 5% |
| Z-Score Mean Reversion | Strategy | 20 | 91.15 | 0.96 | -12.81 | 81.25 | 16 | 7% | 10% |
pip install -r engine/requirements.txtpython engine/run_local.py 5ynpm run slim:indicesnpm run build