Tested by BacktestingMax

Strategies we tested, with the results

We take the strategies traders ask about and backtest them on many markets and timeframes, with trading costs. Each page shows where the strategy made money, where it lost, and which common improvements helped. We publish the losing results too.

RSI

24 backtests RSI overbought/oversold strategy backtest Made money in 4 of 24 tests, 2 of them in both test periods. Best: DAX, 1-hour chart, +92%. Best improvement: a filter that skips strong trends (ADX 25 or higher). 24 backtests RSI divergence strategy backtest Made money in 5 of 24 tests, 2 of them in both test periods. Best: DAX, 1-hour chart, +49%. Best improvement: waiting for confirmation.

Bollinger Bands

36 backtests Bollinger Bands mean reversion strategy backtest Made money in 9 of 36 tests, 3 of them in both test periods. Best: S&P 500, 4-hour chart, +46%. Best improvement: the take-profit at the opposite band.

Fibonacci

24 backtests Fibonacci retracement 61.8% strategy backtest Made money in 2 of 24 tests, 1 of them in both test periods. Best: GBP/USD, 4-hour chart, +161%. Best improvement: stop-loss at the start of the move (100% level).

Ichimoku

20 backtests Ichimoku Tenkan/Kijun cross strategy backtest Made money in 13 of 20 tests, 8 of them in both test periods. Best: USD/JPY, 1-hour chart, +284%. Best improvement: the Chikou span confirmation.

MACD

21 backtests MACD crossover strategy backtest Made money in 6 of 21 tests, 4 of them in both test periods. Best: DAX, 1-hour chart, +294%. Best improvement: a 200 EMA trend filter.

Moving averages

40 backtests 9/21 EMA crossover backtest: from 5-minute to daily charts Made money in 10 of 40 tests, 5 of them in both test periods. Best: USD/JPY, 1-hour chart, +539%. Best improvement: a 200 EMA trend filter.

Supertrend

36 backtests Supertrend (10, 3) strategy backtest Made money in 10 of 36 tests, 4 of them in both test periods. Best: USD/JPY, 1-hour chart, +104%. Best improvement: a higher-timeframe Supertrend filter.

Support & resistance

30 backtests Support and resistance breakout strategy backtest Made money in 10 of 30 tests, 5 of them in both test periods. Best: GBP/JPY, 4-hour chart, +93%. Best improvement: only zones with 3 or more touches.

Trendline

30 backtests Trendline breakout strategy backtest Made money in 12 of 30 tests, 5 of them in both test periods. Best: Nasdaq 100, 1-hour chart, +71%. Best improvement: a 200 EMA trend filter.

VWAP

21 backtests VWAP cross strategy backtest Made money in 3 of 21 tests, 2 of them in both test periods. Best: DAX, 15-minute chart, +215%. Best improvement: only the first 2 hours after the open.

Browse strategies shared by traders

Backtests on historical data with trading costs. Past results do not guarantee future results, and nothing here is financial advice.