The best indicator for Cognizant (CTSH)
We backtested 382 indicators across daily, weekly and hourly charts on real Cognizant (CTSH) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
QQE
On the daily chart, this is the strongest risk-adjusted edge we found for Cognizant (CTSH) over ~27.9 years — trailing buy-and-hold by 1.8% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Cognizant (CTSH) — trailing buy-and-hold by 14.9% 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 | KAMA 10/30 Cross | Weekly | 18.0% | 0.66 | -54.5% | 52.4% | 21 | -4.4% |
| 2 | QQE ✓ | Daily | 20.7% | 0.65 | -70.6% | 45.6% | 423 | -1.8% |
| 3 | QQE ✓ | Weekly | 19.1% | 0.65 | -62.5% | 47.5% | 80 | -3.3% |
| 4 | ROC (60) ✓ | Weekly | 16.9% | 0.62 | -52.0% | 44.4% | 27 | -5.5% |
| 5 | DEMA 100 Trend ✓ | Weekly | 10.9% | 0.61 | -36.7% | 54.5% | 44 | -11.5% |
| 6 | On-Balance Volume | Weekly | 16.0% | 0.6 | -47.6% | 46.6% | 103 | -6.4% |
| 7 | Relative Volatility Index | Weekly | 16.1% | 0.6 | -60.1% | 52.6% | 95 | -6.3% |
| 8 | Bullish Engulfing ✓ | Weekly | 8.9% | 0.6 | -33.5% | 66.2% | 68 | -13.5% |
| 9 | Supertrend (7,3) | Weekly | 15.1% | 0.6 | -56.5% | 75.0% | 16 | -7.3% |
| 10 | Supertrend (20,3) | Weekly | 15.2% | 0.6 | -54.3% | 63.2% | 19 | -7.2% |
| 11 | McGinley 30 Trend ✓ | Daily | 16.8% | 0.58 | -71.4% | 38.5% | 174 | -5.7% |
| 12 | Morning Star ✓ | Weekly | 12.1% | 0.58 | -32.0% | 58.5% | 65 | -10.3% |
| 13 | Markov Regime (Confirmed) | Weekly | 12.8% | 0.58 | -46.2% | 54.5% | 121 | -9.6% |
| 14 | Volatility Regime (VIX-style) ✓ | Weekly | 10.5% | 0.58 | -36.7% | 58.7% | 46 | -11.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Cognizant (CTSH), QQE on the daily timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — 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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