The best indicator for Itau
We backtested 382 indicators across daily, weekly and hourly charts on real Itau history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Derivative Oscillator
On the weekly chart, this is the strongest risk-adjusted edge we found for Itau over ~24.4 years — trailing buy-and-hold by 0.7% CAGR.
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 | Derivative Oscillator ✓ | Weekly | 12.2% | 0.64 | -34.9% | 58.0% | 81 | -0.7% |
| 2 | CCI (50) ✓ | Daily | 14.5% | 0.62 | -47.2% | 39.8% | 161 | 1.6% |
| 3 | Momentum ✓ | Weekly | 13.9% | 0.61 | -54.9% | 54.2% | 72 | 1.0% |
| 4 | ROC (10) ✓ | Weekly | 13.9% | 0.61 | -54.9% | 54.2% | 72 | 1.0% |
| 5 | Momentum (10) ✓ | Weekly | 13.9% | 0.61 | -54.9% | 54.2% | 72 | 1.0% |
| 6 | WaveTrend (8/6/4) ✓ | Weekly | 15.2% | 0.6 | -58.5% | 91.3% | 23 | 2.4% |
| 7 | Zero-Lag MACD ✓ | Weekly | 14.0% | 0.6 | -51.0% | 55.9% | 102 | 1.1% |
| 8 | TEMA 20/50 Cross ✓ | Daily | 13.5% | 0.58 | -62.1% | 48.9% | 133 | 0.6% |
| 9 | Net Volume ✓ | Daily | 13.6% | 0.58 | -54.5% | 45.7% | 282 | 0.6% |
| 10 | ALMA 100 Trend ✓ | Daily | 12.5% | 0.58 | -44.6% | 45.5% | 154 | -0.4% |
| 11 | Liquidity Flow Oscillator ✓ | Daily | 13.6% | 0.58 | -54.5% | 45.7% | 282 | 0.6% |
| 12 | Accelerator Oscillator ✓ | Weekly | 13.6% | 0.58 | -61.2% | 54.7% | 75 | 0.7% |
| 13 | Ulcer Index ✓ | Daily | 11.0% | 0.57 | -31.0% | 39.0% | 159 | -1.9% |
| 14 | Zero-Lag EMA Cross ✓ | Weekly | 13.0% | 0.57 | -53.3% | 58.6% | 58 | 0.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Itau, Derivative Oscillator on the weekly 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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