SuperTrend strategy — on every asset
SuperTrend places a trailing line a multiple of Average True Range away from price; it flips bullish/bearish as price crosses it. Go long while it reads bullish, flat when bearish. A volatility-adaptive trend follower.
An illustration of where the rule triggers — not real prices, and not a signal to act. The dashed forks mean the outcome is undetermined; whether the rule made money is what a backtest measures.
Through a sustained one-way move — By construction it trails a volatility-scaled line behind price and re-enters only when price re-crosses it.
In a choppy, sideways range — In a choppy, sideways range price crosses the line repeatedly — it whipsaws in and out, and the trailing gap means it gives back part of a move before each exit.
Whether that behaviour produced excess return on your asset over your window is exactly what your backtest measures — we publish no profit claims.
How it works — step by step
- • Entry — Go long when price crosses above the trailing line (it flips to a bullish reading).
- • Exit — Go flat when price crosses below the line (it flips to a bearish reading).
- • Fills, scoring & data — Every backtest fills at the next real open and scores on the real price against a real buy-and-hold, never a smoothed or derived series.
None of these have enough completed trades or history over this window to judge honestly yet — you can still run any of them yourself over a period you choose. This one strategy was tested on 91 different assets. With that many attempts, some will beat buy & hold by chance alone — which is why these are listed neutrally, not ranked by which ones came out ahead. To see whether any single result survives scrutiny, run the out-of-sample, walk-forward and multiple-testing checks on its backtest.
Listed in a neutral catalog order — not ranked by performance. Combinations we can't judge yet — too little data — are grouped separately below.
Here, “beat” means only a higher total return than buy & hold over this one past window — not risk-adjusted, not luck-checked. The out-of-sample, walk-forward and luck checks live on each individual backtest.
Past performance is not a reliable indicator of future results. This is an educational, analytical tool — not investment advice, and not a recommendation to buy or sell anything. You make all decisions and execute on your own broker.
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER- OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.
SuperTrend on stocks
SuperTrend on etfs
SuperTrend on commodities
SuperTrend on crypto
Backtesting is one stage of preparing to trade, not the finish line. The full discipline runs five: Understand, Test, Stress-test, Forward-test, then Decide — eyes open. The rare idea that survives all five is the one worth taking into the market with your eyes open — and every stage before it is a place to stop, for free, as most ideas wash out in the first three. Finding that rare idea before you risk a cent is the whole point.