The best indicator for Gartner (IT)
We backtested 382 indicators across daily, weekly and hourly charts on real Gartner (IT) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
KAMA 200 Trend
On the weekly chart, this is the strongest risk-adjusted edge we found for Gartner (IT) over ~32.8 years — beating buy-and-hold by 2.4% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Gartner (IT) — trailing buy-and-hold by 1.0% 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 200 Trend ✓ | Weekly | 15.4% | 0.66 | -59.5% | 45.0% | 20 | 2.4% |
| 2 | G-Channel ✓ | Weekly | 14.2% | 0.63 | -68.0% | 54.8% | 31 | 1.2% |
| 3 | KAMA 10/30 Cross ✓ | Weekly | 13.3% | 0.62 | -53.4% | 52.6% | 19 | 0.3% |
| 4 | Supertrend (7,3) ✓ | Weekly | 14.5% | 0.62 | -75.5% | 50.0% | 18 | 1.5% |
| 5 | Pivot Points (Standard) | Daily | 12.7% | 0.61 | -72.0% | 50.6% | 1187 | -0.3% |
| 6 | Fibonacci Pivots | Daily | 12.9% | 0.61 | -72.3% | 49.8% | 1302 | -0.1% |
| 7 | McGinley Dynamic ✓ | Weekly | 16.5% | 0.61 | -82.1% | 48.5% | 33 | 3.5% |
| 8 | Supertrend (10,3) ✓ | Weekly | 14.6% | 0.6 | -69.7% | 52.6% | 19 | 1.6% |
| 9 | MAMA / FAMA ✓ | Weekly | 12.3% | 0.58 | -69.8% | 37.5% | 32 | -0.6% |
| 10 | ROC (20) ✓ | Weekly | 12.9% | 0.58 | -68.0% | 45.5% | 66 | -0.1% |
| 11 | Momentum (20) ✓ | Weekly | 12.9% | 0.58 | -68.0% | 45.5% | 66 | -0.1% |
| 12 | Trend Magic ✓ | Weekly | 13.1% | 0.57 | -71.8% | 44.0% | 91 | 0.2% |
| 13 | RSI (30) ✓ | Weekly | 12.0% | 0.57 | -73.8% | 45.5% | 44 | -0.9% |
| 14 | TRIX (15) ✓ | Weekly | 12.0% | 0.57 | -54.3% | 60.0% | 15 | -1.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Gartner (IT), KAMA 200 Trend on the weekly 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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