Tickfloor

Supertrend: does it work?

None of these versions passed. Sample: Supertrend, daily, crypto: 434 completed trades over 2017-08-18 to 2025-03-14 (7.6 years); Supertrend plus ADX filter, daily, crypto: 467 completed trades over 2017-08-18 to 2025-03-14 (7.6 years); Supertrend(10,3) flip, hourly, 8 crypto pairs: 9,965 completed trades over 2017-08-17 to 2025-03-14 (7.6 years); Supertrend(10,3) flip, daily, 40 US stocks: 1,320 completed trades over 2016-09-15 to 2025-03-14 (8.5 years).

Supertrend flips between long and short as price crosses an ATR-based band. It is widely used on its own and with an ADX trend-strength filter.

The rule we tested. Four versions: a daily Supertrend on crypto, the same with an ADX filter, an hourly Supertrend(10,3) flip on 8 crypto pairs, and the daily Supertrend(10,3) flip on 40 US stocks. Each is coded as the indicator is published.

See a full worked example of one of these reads (free, no account)

Receipt: parameters, data, window and result file

Supertrend, daily, crypto

Run id
h3-cd-supertrend, run 2026-10-06
Frozen parameters
timeframe 1d; atrPeriod=10, multiplier=3, warmupBars=30
Data source
vendor not recorded in the result file; data fingerprint sha256 e7098c5c15a8401c...
Instruments and coverage
18 assets: BTCUSDT, BNBUSDT, XRPUSDT, ADAUSDT, DOGEUSDT, LTCUSDT, LINKUSDT, TRXUSDT, BCHUSDT, ATOMUSDT, ETCUSDT, DASHUSDT and 6 more (full list in the result file)
Date window
2017-08-18 to 2025-03-14 (discovery cutoff 2025-03-15)
Sample
434 completed trades over 2017-08-18 to 2025-03-14 (7.6 years)
Cost rule
0.10% to 0.17% per side; charged on every change in position/weight; benchmark pays none; no funding/borrow on shorts
Fill rule
not recorded
Benchmark
equal-weight long of the same assets, rebalanced daily across assets trading that day (no costs)
Rule source (public)
not published yet
Run record (public)
research/hunt2/ledger.jsonl, line with id h3-cd-supertrend
Full result file
not published yet

Supertrend plus ADX filter, daily, crypto

Run id
h3-cd-supertrend-adx, run 2026-10-06
Frozen parameters
timeframe 1d; atrPeriod=10, multiplier=3, adxPeriod=14, adxMin=25, warmupBars=60
Data source
vendor not recorded in the result file; data fingerprint sha256 e7098c5c15a8401c...
Instruments and coverage
18 assets: BTCUSDT, BNBUSDT, XRPUSDT, ADAUSDT, DOGEUSDT, LTCUSDT, LINKUSDT, TRXUSDT, BCHUSDT, ATOMUSDT, ETCUSDT, DASHUSDT and 6 more (full list in the result file)
Date window
2017-08-18 to 2025-03-14 (discovery cutoff 2025-03-15)
Sample
467 completed trades over 2017-08-18 to 2025-03-14 (7.6 years)
Cost rule
0.10% to 0.17% per side; charged on every change in position/weight; benchmark pays none; no funding/borrow on shorts
Fill rule
not recorded
Benchmark
equal-weight long of the same assets, rebalanced daily across assets trading that day (no costs)
Rule source (public)
not published yet
Run record (public)
research/hunt2/ledger.jsonl, line with id h3-cd-supertrend-adx
Full result file
not published yet

Supertrend(10,3) flip, hourly, 8 crypto pairs

Run id
t100-supertrend-h, run 2026-10-06
Frozen parameters
timeframe 1h; n=10, m=3, shorts=true
Data source
vendor not recorded in the result file; data fingerprint sha256 d482077d31ca2631...
Instruments and coverage
8 assets: BTCUSDT, BNBUSDT, XRPUSDT, ADAUSDT, DOGEUSDT, LTCUSDT, LINKUSDT, TRXUSDT
Date window
2017-08-17 to 2025-03-14 (discovery cutoff 2025-03-15)
Sample
9,965 completed trades over 2017-08-17 to 2025-03-14 (7.6 years)
Cost rule
0.10% to 0.12% per side; charged on every change in position/weight; benchmark pays none; no funding/borrow on shorts
Fill rule
not recorded
Benchmark
equal-weight long of the same assets, rebalanced daily across assets trading that day (no costs)
Rule source (public)
not published yet
Run record (public)
research/hunt2/ledger.jsonl, line with id t100-supertrend-h
Full result file
not published yet

Supertrend(10,3) flip, daily, 40 US stocks

Run id
t100-supertrend-s, run 2026-10-06
Frozen parameters
timeframe 1d; n=10, m=3, shorts=false
Data source
vendor not recorded in the result file; data fingerprint sha256 7b5251fa65d8de0e...
Instruments and coverage
40 assets: AAPL, NVDA, AMZN, GOOGL, META, TSLA, JPM, V, UNH, XOM, JNJ, COST and 28 more (full list in the result file). 9 corrupt vendor bar-day(s) across 9 assets were dropped, never repaired
Date window
2016-09-15 to 2025-03-14 (discovery cutoff 2025-03-15)
Sample
1,320 completed trades over 2016-09-15 to 2025-03-14 (8.5 years)
Cost rule
0.05% per side; charged on every change in position/weight; benchmark pays none; no funding/borrow on shorts
Fill rule
not recorded
Benchmark
equal-weight long of the same assets, rebalanced daily across assets trading that day (no costs)
Rule source (public)
not published yet
Run record (public)
research/hunt2/ledger.jsonl, line with id t100-supertrend-s
Full result file
not published yet

None of these versions passed. crypto pairs +6.0 pts/yr vs the benchmark (unadjusted p=0.419, BH-adjusted q=1.000); crypto pairs −27.8 pts/yr vs the benchmark (unadjusted p=1.000, BH-adjusted q=1.000); crypto pairs −107.8 pts/yr vs the benchmark (unadjusted p=1.000, BH-adjusted q=1.000); US stocks −9.4 pts/yr vs the benchmark (unadjusted p=1.000, BH-adjusted q=1.000). None cleared our Benjamini-Hochberg q<0.10 bar once counted alongside every other rule we tested. That covers the versions, costs and benchmark described here, not every version of the rule. These are historical diagnostics, not validation under Testing Standard v2: the backtest harness predates that standard and has not been re-run to meet it.

Failed: only the tested versions above. Not tested: Other ATR lengths and multipliers; other filters; futures and forex. A result for the tested version says nothing about these.

This is one line in a bigger check. The research desk has run 694 strategies, most against an equal-weight benchmark of the same assets rebalanced daily that pays no costs (the strategies pay theirs). After correcting for how many we tried (Benjamini-Hochberg, 777 tests), 0 passed. That does not prove no strategy works, and it says nothing about versions we did not test. These are historical diagnostics, not validation under Testing Standard v2: the backtest harness predates that standard and has not been re-run to meet it.

General information only. It doesn't consider your objectives, finances or needs. Tickfloor holds no financial services licence and never places trades.

Short answers: the verdict and the rule, as questions

Does the Supertrend indicator work?

None of these versions passed. crypto pairs +6.0 pts/yr vs the benchmark (unadjusted p=0.419, BH-adjusted q=1.000); crypto pairs −27.8 pts/yr vs the benchmark (unadjusted p=1.000, BH-adjusted q=1.000); crypto pairs −107.8 pts/yr vs the benchmark (unadjusted p=1.000, BH-adjusted q=1.000); US stocks −9.4 pts/yr vs the benchmark (unadjusted p=1.000, BH-adjusted q=1.000). None cleared our Benjamini-Hochberg q<0.10 bar once counted alongside every other rule we tested. That covers the versions, costs and benchmark described here, not every version of the rule. These are historical diagnostics, not validation under Testing Standard v2: the backtest harness predates that standard and has not been re-run to meet it.

What exact rule did Tickfloor test?

Four versions: a daily Supertrend on crypto, the same with an ADX filter, an hourly Supertrend(10,3) flip on 8 crypto pairs, and the daily Supertrend(10,3) flip on 40 US stocks. Each is coded as the indicator is published.

Is this financial advice?

No. This measures a publicly claimed strategy rule, not a recommendation. General information only, not personal advice.

See the full numbers on the Social media chart patterns, Top 100 retail strategies family pages, or the full method and every result.

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Other rules we've tested

All the rules we tested