The best indicator for Lattice
We backtested 382 indicators across daily, weekly and hourly charts on real Lattice history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Lattice 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.
Connors RSI-2
On the daily chart, this is the strongest risk-adjusted edge we found for Lattice over ~36.9 years — beating buy-and-hold by 0.6% CAGR.
Lattice on the daily 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 | Connors RSI-2 ✓ | Daily | 14.8% | 0.6 | -70.1% | 65.8% | 439 | 0.6% |
| 2 | Connors RSI ✓ | Daily | 15.3% | 0.6 | -67.7% | 66.4% | 441 | 1.2% |
| 3 | Bollinger Mean-Reversion ✓ | Daily | 13.4% | 0.58 | -69.1% | 71.1% | 159 | -0.7% |
| 4 | Fibonacci Bands ✓ | Daily | 13.4% | 0.58 | -69.1% | 71.1% | 159 | -0.7% |
| 5 | MA Envelope ✓ | Daily | 15.5% | 0.57 | -70.4% | 63.0% | 397 | 1.3% |
| 6 | Projection Bands ✓ | Daily | 14.0% | 0.55 | -85.3% | 65.4% | 344 | -0.2% |
| 7 | Ehlers Roofing Filter ✓ | Weekly | 14.8% | 0.55 | -77.2% | 61.3% | 31 | 0.7% |
| 8 | Aroon ✓ | Weekly | 14.5% | 0.54 | -83.8% | 53.0% | 66 | 0.4% |
| 9 | McGinley Dynamic ✓ | Weekly | 15.5% | 0.54 | -89.0% | 48.9% | 47 | 1.4% |
| 10 | KAMA 10/30 Cross ✓ | Weekly | 14.7% | 0.54 | -65.3% | 55.6% | 18 | 0.6% |
| 11 | Aroon Oscillator ✓ | Weekly | 14.5% | 0.54 | -83.8% | 53.0% | 66 | 0.4% |
| 12 | T3 10/40 Cross ✓ | Weekly | 13.1% | 0.53 | -64.3% | 55.6% | 18 | -1.0% |
| 13 | McGinley 100 Trend ✓ | Daily | 14.5% | 0.52 | -93.0% | 31.8% | 22 | 0.3% |
| 14 | SMA 15/60 Cross ✓ | Weekly | 13.5% | 0.52 | -61.9% | 62.5% | 16 | -0.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Lattice
1 of 691 tested setups beat buy-and-hold on Lattice outright. Another 114 could get there with leverage they would survive — but 532 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Chande-Kroll Stop (fast) | 1 | none needed | 1.72× |
| HalfTrend | — | 1.25× | 1.81× |
| Half Trend | — | 1.25× | 1.81× |
| SMA 200 Trend | — | 1.45× | 2.05× |
| EMA 200 Trend | — | 1.57× | 1.79× |
| ROC (60) | — | 1.66× | 1.86× |
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 Lattice, Connors RSI-2 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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