Stratsemble

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.

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 47 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.

Stocks

SuperTrend on stocks

ETFs

SuperTrend on etfs

Commodities

SuperTrend on commodities

Crypto

SuperTrend on crypto

Where a backtest fits

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. Most ideas should die in the first three, and every stage is a place to stop, for free.

See the five stages →