Aroon Periods and Timeframes: 84 Settings Tested

Aroon looks at one thing: how many bars ago the recent high and the recent low were set. Not how far price moved, not how fast. Only when.

Does that plainness work? I swept 84 configurations (period, trigger, and threshold) across the whole of 2025 on USD/JPY, on three timeframes, then ran all of it again on 2024.

Aroon on its own was weak over these two years. On hourly bars in 2025, 43 of 84 configurations finished positive with a median of +6 pips. That is a coin flip.

One result changed sharply. On four-hour bars, period 40 with a threshold of 70 made +4,091.3 pips in 2024 and lost 1,664.5 pips in 2025. Across the same timeframe, profitable configurations fell from 61 in 2024 to 17 in 2025.

period 40, level 70chart default 25, crossone dot per configuration · rank correlation −0.71

What Aroon measures

Two lines:

• Aroon Up: how long ago the highest high of the last N bars occurred. A new high today reads 100; a high set N bars ago reads 0
• Aroon Down: the same for the lowest low

In an uptrend, highs keep being made, so Up pins near 100 and Down falls away. Both lines measure elapsed time and nothing else: no range, no volatility.

There are two ways to read them, and they are not the same trade:

So the trigger is swept here alongside the numbers.

Adding Aroon to a chart

How this was measured

Which timeframe can you use?

20252024box = middle 50%, line = min to max, white tick = median

Read the four-hour row twice. In 2024, 61 of 84 configurations made money at a median of +1,649 pips. In 2025, 17 did, at a median of −1,207 pips, and only 3 of the 84 came through both years. Best timeframe to worst, in one year.

Aroon had more settings profitable in both years on shorter timeframes: 48 configurations on 15-minute bars against 3 on four-hour. The 15-minute result also carries the highest trade count and therefore the largest spread cost, measured below.

Is the four-hour result trustworthy?

The best four-hour configuration of 2024 was period 40 with a threshold of 70.

A 63.0% win rate and a 4.3 profit factor became a 25.0% win rate, a 0.533 profit factor and a 1,664.5-pip loss the following year.

That was not one unlucky configuration:

The figure at the top plots one point per configuration, with 2024 net on the horizontal axis and 2025 net on the vertical axis. On four-hour bars, 61 configurations were profitable in 2024, 17 in 2025 and only 3 in both years.

One number in that table deserves more weight than the profit factor: 27 trades. At 27, a single win or loss moves the win rate by 3.7 points. Four-hour configurations traded between 15 and 188 times a year, most of them in that region. The count is not enough for 63.0% to be a property of the setting.

What period should you use?

In crossover mode the period is the only variable, so those twelve runs can be laid side by side:

20252024hourly, crossover mode — only period 25 clears zero by a margin in both years

Six of the twelve changed sign between the years. One lost in both (60). Five finished positive in both: 7, 9, 12, 25 and 50: the short end of the range, plus 25 and 50.

Period 7 made +637.8 pips in 2025 and +1,135.9 in 2024, the largest two-year pair among those five settings.

Period 25 (Aroon's conventional default) is positive in both years too, but its standing among the five swaps around: second behind period 7 in 2025, second from last in 2024.

A profit factor of about 1.06 both years, with a drawdown 4.0 times the profit in 2025 and 2.5 times in 2024. Positive in both years, yes, but thin enough that it is hard to call it an edge. Looking across all 84, there was not much better on offer.

Can win rate choose the setting?

The highest hourly win rate in 2025 came from period 30 with threshold 90, at 49.62%. The same setting recorded a 36.43% win rate and +335.4 pips in 2024. One year's win rate does not determine the following year's result.

Win rates spanned 32.50% to 49.62%.

Do filters help?

Added to period 25, crossover:

Every ADX threshold reduced net profit in both years, and ADX ≥ 25 turned both of them negative. Screening for trend strength simply did not work on this combination.

Tokyo hours increased annual net in 2025, while London and New York hours increased it in 2024. QQE showed the same year split.

Do stops and targets help?

Four of the five added exits beat the plain opposite-reading exit in both years: stop 100 / target 200 at +1,716.4 and +1,888.2, and the 24-bar time exit at +2,100.2 and +1,324.0.

Read the other way round, that says Aroon's own exit is the weak part. Waiting for the opposite reading gives back what the move produced. Stop 50 / target 50 also lifts the win rate to about 50% in both years (50.94% and 48.26%).

How much does the spread take?

The rule from the QQE test holds here: the more often a setting trades, the more the spread decides it.

Across the full range the hourly setting gives up 242 pips; the 15-minute one gives up 2,062 and turns negative at 1.5 pips.

Which matters because the 15-minute chart was Aroon's one consistent timeframe. That consistency sits on a high trade count, and it does not survive a wider spread. The same relationship holds for the other indicators tested this way (RVI, Supertrend).

On this evidence Aroon reads better as one input among several than as something to trade by itself. That four of five stop-and-target variants beat its own exit in both years points the same way. Building conditions without code is the quickest way to see what adding it to something else does on your own pair.

Notes

• One pair, two years
• Four-hour configurations trade 15 to 188 times a year. Win rates and profit factors at that count are wide numbers before anything else is said about them
• Aroon's calculation varies little between tools, but the trigger logic (how a cross is defined, whether a threshold comparison is inclusive) does. These figures come from Formiq's implementation
• Entries and exits both fill at bar closes
• The spread is modelled as a flat 0.3 pips throughout; real spreads move with the session and around releases
• Volatility varies by hour of the day, which the session-filter rows are exposed to