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 over the full backtest, with costs, and checked out-of-sample.
Where Itau stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Derivative Oscillator
On the weekly chart, this is the strongest risk-adjusted edge we found for Itau over ~24.7 years — trailing buy-and-hold by 0.3% CAGR.
Itau on the weekly chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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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 | 12.7% | 0.66 | -34.9% | 59.0% | 83 | -0.3% |
| 2 | WaveTrend (8/6/4) ✓ | Weekly | 16.5% | 0.64 | -58.5% | 95.8% | 24 | 3.5% |
| 3 | CCI (50) ✓ | Daily | 14.3% | 0.62 | -47.2% | 39.9% | 163 | 1.3% |
| 4 | Momentum ✓ | Weekly | 13.1% | 0.59 | -52.9% | 51.3% | 76 | 0.1% |
| 5 | ROC (10) ✓ | Weekly | 13.1% | 0.59 | -52.9% | 51.3% | 76 | 0.1% |
| 6 | Momentum (10) ✓ | Weekly | 13.1% | 0.59 | -52.9% | 51.3% | 76 | 0.1% |
| 7 | TEMA 20/50 Cross ✓ | Daily | 13.7% | 0.58 | -62.1% | 49.3% | 134 | 0.6% |
| 8 | Net Volume ✓ | Daily | 13.7% | 0.58 | -54.5% | 45.8% | 284 | 0.6% |
| 9 | ALMA 100 Trend ✓ | Daily | 12.4% | 0.58 | -44.6% | 45.9% | 157 | -0.6% |
| 10 | Liquidity Flow Oscillator ✓ | Daily | 13.7% | 0.58 | -54.5% | 45.8% | 284 | 0.6% |
| 11 | Zero-Lag MACD ✓ | Weekly | 13.4% | 0.58 | -52.0% | 57.7% | 104 | 0.4% |
| 12 | Zero-Lag EMA Cross ✓ | Weekly | 12.8% | 0.57 | -52.3% | 57.6% | 59 | -0.1% |
| 13 | ZLEMA 10/30 Cross ✓ | Weekly | 12.8% | 0.57 | -52.3% | 57.6% | 59 | -0.1% |
| 14 | Ulcer Index ✓ | Daily | 10.8% | 0.56 | -31.0% | 38.0% | 163 | -2.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Itau
130 of 665 tested setups beat buy-and-hold on Itau outright. Another 186 could get there with leverage they would survive — but 118 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Momentum | 2 | none needed | 2.61× |
| Zero-Lag LSMA | 2 | none needed | 2.63× |
| LSMA 10/30 Cross | 2 | none needed | 2.79× |
| Bandpass Oscillator | 2 | none needed | 2.87× |
| ROC (10) | 2 | none needed | 2.61× |
| Momentum (10) | 2 | none needed | 2.61× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
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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