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.
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.
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.
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.
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