A/D Line Trend Strategy
Symbols: 20 Sharpe: 0.46 Return: 34.61% Max DD: -22.30% Win: 34.69% Trades: 49 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: Monday, Jun 8, 2026 · 1420 runs
| Strategy | Category | Symbols | Avg return % | Avg Sharpe | Avg max DD % | Win rate % | Trades | SL | TP |
|---|---|---|---|---|---|---|---|---|---|
| A/D Line Trend | Strategy | 20 | 34.61 | 0.46 | -22.30 | 34.69 | 49 | 5% | 0% |
| ADX Trend | Strategy | 20 | 4.65 | 0.11 | -14.05 | 40.74 | 27 | 3% | 0% |
| Aroon | Strategy | 20 | 23.70 | 0.67 | -8.68 | 57.14 | 14 | 0% | 5% |
| ATR Bands | Strategy | 20 | 29.65 | 0.59 | -8.82 | 72.22 | 18 | 0% | 0% |
| ATR Trailing Stop | Strategy | 20 | 80.03 | 0.72 | -23.78 | 100.00 | 1 | 0% | 0% |
| BB Width Squeeze | Strategy | 20 | 7.97 | 0.32 | -10.53 | 41.18 | 17 | 0% | 10% |
| Bollinger Bands | Strategy | 20 | 74.32 | 0.87 | -12.81 | 78.57 | 14 | 7% | 10% |
| Commodity Channel Index | Strategy | 20 | 33.45 | 0.42 | -20.13 | 75.00 | 8 | 0% | 10% |
| Chaikin Money Flow | Strategy | 20 | 33.55 | 0.46 | -21.27 | 29.03 | 31 | 3% | 0% |
| Chaikin Oscillator | Strategy | 20 | 67.07 | 1.00 | -7.16 | 52.78 | 36 | 3% | 5% |
| Chande Momentum | Strategy | 20 | 24.80 | 0.47 | -17.66 | 44.74 | 38 | 3% | 15% |
| Chandelier Exit | Strategy | 20 | 48.28 | 0.60 | -18.59 | 26.32 | 38 | 3% | 0% |
| Coppock Curve | Strategy | 20 | 26.42 | 0.52 | -21.49 | 50.00 | 16 | 5% | 10% |
| DEMA Crossover | Strategy | 20 | 39.78 | 0.59 | -19.99 | 42.31 | 26 | 5% | 10% |
| Disparity Index | Strategy | 20 | 46.81 | 0.74 | -15.48 | 44.23 | 52 | 3% | 5% |
| Donchian Breakout | Strategy | 20 | 39.34 | 0.72 | -11.95 | 60.00 | 10 | 5% | 0% |
| Detrended Price Oscillator | Strategy | 20 | 51.84 | 0.91 | -8.12 | 45.83 | 24 | 0% | 5% |
| Dual Moving Average | Strategy | 20 | 42.92 | 0.62 | -17.61 | 45.45 | 33 | 3% | 0% |
| Ease of Movement | Strategy | 20 | 16.95 | 0.34 | -17.72 | 47.06 | 34 | 3% | 15% |
| Elder Ray | Strategy | 20 | -7.45 | -0.10 | -22.21 | 48.00 | 175 | 0% | 5% |
| EMA Crossover | Strategy | 20 | 27.00 | 0.78 | -6.77 | 58.33 | 12 | 0% | 5% |
| EMA Ribbon | Strategy | 20 | -0.20 | -0.44 | -0.20 | 0.00 | 1 | 0% | 0% |
| Force Index | Strategy | 20 | 7.58 | 0.11 | -27.33 | 37.33 | 150 | 3% | 0% |
| Fractal Breakout | Strategy | 20 | 29.24 | 0.70 | -8.44 | 57.89 | 19 | 0% | 5% |
| Hull MA Crossover | Strategy | 20 | 25.86 | 0.38 | -21.53 | 54.72 | 53 | 7% | 5% |
| Intraday Intensity | Strategy | 20 | 32.60 | 0.45 | -21.32 | 36.36 | 33 | 3% | 0% |
| Keltner Squeeze | Strategy | 20 | 6.67 | 0.18 | -11.91 | 47.06 | 17 | 5% | 10% |
| Keltner Width Breakout | Strategy | 20 | 6.52 | 0.26 | -7.04 | 54.55 | 11 | 0% | 0% |
| Keltner Channel | Strategy | 20 | 69.24 | 0.77 | -14.70 | 88.89 | 9 | 0% | 10% |
| Klinger Volume | Strategy | 20 | 32.17 | 0.48 | -21.34 | 48.33 | 60 | 3% | 0% |
| Know Sure Thing | Strategy | 20 | 19.91 | 0.42 | -17.17 | 50.00 | 24 | 3% | 0% |
| Linear Regression Reversion | Strategy | 20 | 16.57 | 0.47 | -11.78 | 57.89 | 19 | 5% | 0% |
| Linear Regression Slope | Strategy | 20 | 25.86 | 0.51 | -19.65 | 41.18 | 17 | 5% | 10% |
| MACD | Strategy | 20 | 40.93 | 0.71 | -7.51 | 52.63 | 38 | 5% | 5% |
| Mass Index | Strategy | 20 | 0.00 | 0.00 | 0.00 | 0.00 | 0 | 0% | 0% |
| McGinley Dynamic | Strategy | 20 | 27.61 | 0.39 | -23.11 | 25.00 | 56 | 3% | 15% |
| Momentum ROC | Strategy | 20 | 60.63 | 0.79 | -15.45 | 44.90 | 49 | 3% | 10% |
| Money Flow Index | Strategy | 20 | 48.89 | 0.80 | -10.26 | 100.00 | 1 | 0% | 0% |
| OBV Trend | Strategy | 20 | 22.78 | 0.33 | -24.22 | 30.88 | 68 | 3% | 0% |
| Parabolic SAR | Strategy | 20 | 25.62 | 0.36 | -26.92 | 49.18 | 61 | 3% | 5% |
| Pivot Breakout | Strategy | 20 | 15.01 | 0.28 | -17.41 | 62.50 | 8 | 0% | 10% |
| Pretty Good Oscillator | Strategy | 20 | 45.15 | 0.62 | -17.75 | 37.50 | 40 | 3% | 15% |
| Price Above SMA | Strategy | 20 | 58.86 | 0.78 | -16.46 | 40.00 | 20 | 3% | 0% |
| Price Channel | Strategy | 20 | 39.34 | 0.72 | -11.95 | 60.00 | 10 | 5% | 0% |
| Price Oscillator | Strategy | 20 | 27.00 | 0.78 | -6.77 | 58.33 | 12 | 0% | 5% |
| Projection Oscillator | Strategy | 20 | 36.64 | 0.51 | -22.60 | 43.62 | 94 | 3% | 10% |
| QStick | Strategy | 20 | 32.19 | 0.85 | -8.84 | 50.00 | 42 | 3% | 5% |
| Raff Channel | Strategy | 20 | 30.08 | 0.42 | -17.77 | 28.30 | 53 | 3% | 10% |
| Random Walk Index | Strategy | 20 | 13.94 | 0.34 | -16.77 | 47.83 | 23 | 5% | 0% |
| ROC Crossover | Strategy | 20 | 18.13 | 0.27 | -19.85 | 57.14 | 35 | 0% | 10% |
| RSI Mean Reversion | Strategy | 20 | 65.32 | 0.78 | -11.85 | 64.29 | 14 | 5% | 10% |
| Schaff Trend Cycle | Strategy | 20 | 22.64 | 0.48 | -17.76 | 42.11 | 19 | 3% | 10% |
| SMA Crossover | Strategy | 20 | 23.33 | 0.43 | -19.43 | 44.44 | 18 | 5% | 0% |
| Std Dev Bands | Strategy | 20 | 29.97 | 0.53 | -9.27 | 93.75 | 16 | 0% | 0% |
| Stochastic RSI | Strategy | 20 | 73.48 | 0.88 | -9.26 | 70.00 | 40 | 5% | 10% |
| Stochastic Reversion | Strategy | 20 | 34.21 | 0.50 | -15.40 | 50.00 | 14 | 3% | 0% |
| Supertrend | Strategy | 20 | 47.10 | 0.67 | -16.09 | 47.06 | 17 | 5% | 0% |
| Swing Breakout | Strategy | 20 | 39.34 | 0.72 | -11.95 | 60.00 | 10 | 5% | 0% |
| TEMA Crossover | Strategy | 20 | 33.52 | 0.51 | -18.33 | 52.27 | 44 | 7% | 5% |
| Triple Moving Average | Strategy | 20 | 30.87 | 0.65 | -11.08 | 53.33 | 15 | 5% | 0% |
| TRIX | Strategy | 20 | 18.99 | 0.41 | -15.41 | 48.00 | 25 | 3% | 10% |
| True Strength Index | Strategy | 20 | 37.23 | 0.62 | -9.18 | 50.00 | 36 | 5% | 5% |
| Twiggs Money Flow | Strategy | 20 | 51.66 | 0.87 | -10.31 | 50.00 | 22 | 5% | 5% |
| Ultimate Oscillator | Strategy | 20 | 79.58 | 0.80 | -21.40 | 65.79 | 38 | 5% | 5% |
| Volatility Breakout | Strategy | 20 | 7.48 | 0.20 | -11.90 | 35.29 | 17 | 5% | 10% |
| Volume Price Trend | Strategy | 20 | 40.21 | 0.55 | -18.62 | 37.21 | 43 | 3% | 0% |
| Vortex Indicator | Strategy | 20 | 28.72 | 0.54 | -17.09 | 40.74 | 27 | 3% | 0% |
| VWMA Crossover | Strategy | 20 | 20.15 | 0.40 | -19.50 | 47.06 | 17 | 5% | 10% |
| Williams %R | Strategy | 20 | 17.25 | 0.28 | -21.63 | 63.64 | 22 | 0% | 0% |
| WMA Crossover | Strategy | 20 | 34.06 | 0.95 | -8.25 | 60.00 | 20 | 3% | 5% |
| Z-Score Mean Reversion | Strategy | 20 | 74.32 | 0.87 | -12.81 | 78.57 | 14 | 7% | 10% |
pip install -r engine/requirements.txtpython engine/run_local.py 5ynpm run slim:indicesnpm run build