The best indicator for Citigroup (C)
We backtested 366 indicators across daily, weekly and hourly charts on real Citigroup (C) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Positive Volume Index
On the daily chart, this is the strongest risk-adjusted edge we found for Citigroup (C) over ~49.4 years — beating buy-and-hold by 3.0% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Citigroup (C) — trailing buy-and-hold by 2.4% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Positive Volume Index ✓ | Daily | 9.2% | 0.53 | -47.6% | 28.4% | 102 | 3.0% |
| 2 | T3 200 Trend ✓ | Daily | 8.9% | 0.53 | -44.2% | 35.3% | 68 | 2.6% |
| 3 | Price Volume Trend ✓ | Daily | 10.6% | 0.51 | -48.3% | 42.3% | 556 | 4.4% |
| 4 | SMA 200 Trend ✓ | Weekly | 8.3% | 0.47 | -50.5% | 50.0% | 26 | 2.1% |
| 5 | Supertrend (7,3) ✓ | Weekly | 8.4% | 0.47 | -61.5% | 51.6% | 31 | 2.1% |
| 6 | Supertrend (20,3) ✓ | Weekly | 8.2% | 0.47 | -65.8% | 53.1% | 32 | 1.9% |
| 7 | SMA 200 Trend ✓ | Daily | 7.7% | 0.46 | -48.6% | 40.2% | 174 | 1.4% |
| 8 | Ichimoku Cloud ✓ | Weekly | 7.7% | 0.46 | -49.0% | 37.9% | 58 | 1.5% |
| 9 | WMA 200 Trend ✓ | Weekly | 8.3% | 0.46 | -47.1% | 46.9% | 32 | 2.1% |
| 10 | KAMA 200 Trend ✓ | Weekly | 7.9% | 0.46 | -52.9% | 30.2% | 53 | 1.7% |
| 11 | FRAMA 100 Trend ✓ | Weekly | 8.4% | 0.46 | -65.6% | 45.2% | 230 | 2.1% |
| 12 | T3 10/40 Cross ✓ | Weekly | 8.3% | 0.46 | -61.8% | 52.0% | 25 | 2.1% |
| 13 | Supertrend (10,3) ✓ | Weekly | 8.0% | 0.45 | -68.2% | 50.0% | 32 | 1.7% |
| 14 | Aroon ✓ | Weekly | 8.1% | 0.45 | -61.0% | 46.4% | 84 | 1.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Citigroup (C), Positive Volume Index on the daily timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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