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, out-of-sample, with costs.
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
On the daily chart, this is the strongest risk-adjusted edge we found for Lattice over ~36.6 years — beating buy-and-hold by 0.2% 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.
Chart by TradingView. Loading it contacts tradingview.com, which may set its own cookies — see our privacy policy.
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 ✓ | Daily | 14.9% | 0.59 | -67.7% | 66.4% | 438 | 0.2% |
| 2 | Connors RSI-2 ✓ | Daily | 14.1% | 0.58 | -70.1% | 65.4% | 434 | -0.6% |
| 3 | MA Envelope ✓ | Daily | 15.0% | 0.56 | -70.4% | 63.0% | 392 | 0.4% |
| 4 | Ehlers Roofing Filter ✓ | Weekly | 15.6% | 0.56 | -77.2% | 61.3% | 31 | 0.9% |
| 5 | KAMA 10/30 Cross ✓ | Weekly | 15.7% | 0.56 | -65.3% | 55.6% | 18 | 1.0% |
| 6 | Bollinger Mean-Reversion ✓ | Daily | 12.6% | 0.55 | -69.1% | 70.7% | 157 | -2.1% |
| 7 | Fibonacci Bands ✓ | Daily | 12.6% | 0.55 | -69.1% | 70.7% | 157 | -2.1% |
| 8 | Aroon ✓ | Weekly | 14.9% | 0.55 | -83.8% | 53.0% | 66 | 0.2% |
| 9 | McGinley Dynamic ✓ | Weekly | 16.1% | 0.55 | -89.0% | 48.9% | 47 | 1.5% |
| 10 | Aroon Oscillator ✓ | Weekly | 14.9% | 0.55 | -83.8% | 53.0% | 66 | 0.2% |
| 11 | SMA 15/60 Cross ✓ | Weekly | 14.1% | 0.54 | -61.9% | 62.5% | 16 | -0.6% |
| 12 | T3 10/40 Cross ✓ | Weekly | 13.7% | 0.54 | -64.3% | 55.6% | 18 | -1.0% |
| 13 | Projection Bands ✓ | Daily | 13.4% | 0.53 | -85.3% | 65.3% | 340 | -1.2% |
| 14 | McGinley 100 Trend ✓ | Daily | 15.0% | 0.53 | -93.0% | 31.8% | 22 | 0.3% |
✓ = 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 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.
More stock
Get alerted when Lattice’s signal flips
We track Lattice daily. Its backtested best indicator, Connors RSI (Daily), is flat right now — we'll email you the moment that changes. Free, no spam, unsubscribe any time.