The best indicator for Northern Trust (NTRS)
We backtested 382 indicators across daily, weekly and hourly charts on real Northern Trust (NTRS) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
ADXR
On the weekly chart, this is the strongest risk-adjusted edge we found for Northern Trust (NTRS) over ~46.4 years — trailing buy-and-hold by 4.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Northern Trust (NTRS) — trailing buy-and-hold by 5.9% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
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 | ADXR ✓ | Weekly | 10.2% | 0.7 | -48.9% | 44.8% | 67 | -4.2% |
| 2 | SMC: Change of Character ✓ | Weekly | 13.4% | 0.69 | -36.6% | 50.0% | 16 | -1.0% |
| 3 | Supertrend (10,3) ✓ | Weekly | 11.2% | 0.65 | -45.9% | 62.5% | 32 | -3.1% |
| 4 | Supertrend (20,3) ✓ | Weekly | 10.8% | 0.64 | -53.9% | 63.6% | 33 | -3.5% |
| 5 | Momentum (50) ✓ | Weekly | 11.0% | 0.63 | -48.1% | 49.1% | 57 | -3.3% |
| 6 | SMA 20/50 Cross ✓ | Weekly | 11.3% | 0.62 | -63.5% | 65.0% | 20 | -3.1% |
| 7 | Chande Kroll Stop ✓ | Weekly | 12.6% | 0.62 | -51.4% | 46.4% | 110 | -1.7% |
| 8 | Supertrend (7,3) ✓ | Weekly | 10.5% | 0.62 | -45.4% | 56.2% | 32 | -3.9% |
| 9 | Trendlines with Breaks ✓ | Weekly | 11.1% | 0.62 | -50.9% | 62.5% | 16 | -3.2% |
| 10 | EMA 13/48 Cross ✓ | Weekly | 11.0% | 0.61 | -58.3% | 52.4% | 21 | -3.4% |
| 11 | MA Ribbon ✓ | Weekly | 9.3% | 0.6 | -43.2% | 46.0% | 50 | -5.1% |
| 12 | KAMA 100 Trend ✓ | Weekly | 10.3% | 0.6 | -41.3% | 41.2% | 68 | -4.1% |
| 13 | ALMA 100 Trend ✓ | Weekly | 9.9% | 0.6 | -60.5% | 46.3% | 54 | -4.4% |
| 14 | EMA 50/200 Cross ✓ | Daily | 11.0% | 0.59 | -55.5% | 52.0% | 25 | -3.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Northern Trust (NTRS), ADXR 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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