The best indicator for State Street Corporation (STT)
We backtested 382 indicators across daily, weekly and hourly charts on real State Street Corporation (STT) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where State Street Corporation (STT) 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.
Parabolic SAR (fast)
On the daily chart, this is the strongest risk-adjusted edge we found for State Street Corporation (STT) over ~46.5 years — trailing buy-and-hold by 2.8% CAGR.
State Street Corporation (STT) 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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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for State Street Corporation (STT) — trailing buy-and-hold by 8.5% 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 | Parabolic SAR (fast) ✓ | Daily | 14.7% | 0.69 | -88.2% | 46.6% | 775 | -2.8% |
| 2 | Ehlers Roofing Filter ✓ | Weekly | 13.4% | 0.68 | -44.8% | 70.5% | 44 | -4.0% |
| 3 | McGinley Dynamic ✓ | Daily | 15.2% | 0.67 | -64.6% | 38.4% | 555 | -2.3% |
| 4 | ADXR ✓ | Daily | 11.5% | 0.67 | -46.7% | 43.2% | 340 | -6.0% |
| 5 | McGinley 30 Trend ✓ | Daily | 17.0% | 0.67 | -68.3% | 36.4% | 198 | -0.5% |
| 6 | Supertrend (7,2) ✓ | Weekly | 13.0% | 0.67 | -59.0% | 58.9% | 56 | -4.4% |
| 7 | KAMA 200 Trend ✓ | Daily | 12.8% | 0.66 | -61.6% | 37.6% | 242 | -4.7% |
| 8 | Coppock Curve ✓ | Weekly | 13.4% | 0.66 | -54.6% | 56.2% | 48 | -4.0% |
| 9 | Ease of Movement ✓ | Weekly | 13.6% | 0.66 | -39.4% | 56.5% | 108 | -3.9% |
| 10 | Random Walk Index ✓ | Weekly | 12.9% | 0.66 | -37.8% | 51.4% | 111 | -4.5% |
| 11 | Coral Trend ✓ | Weekly | 13.5% | 0.66 | -49.4% | 57.4% | 54 | -3.9% |
| 12 | Random Walk Index ✓ | Weekly | 12.9% | 0.66 | -37.8% | 51.4% | 111 | -4.5% |
| 13 | KAMA 100 Trend ✓ | Daily | 12.6% | 0.65 | -63.9% | 39.6% | 316 | -4.9% |
| 14 | FRAMA 30 Trend ✓ | Daily | 12.5% | 0.65 | -84.8% | 43.6% | 1104 | -5.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on State Street Corporation (STT)
2 of 698 tested setups beat buy-and-hold on State Street Corporation (STT) outright. Another 214 could get there with leverage they would survive — but 353 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| LSMA 10/30 Cross | 1 | none needed | 2.8× |
| Markov Regime | 1 | none needed | 1.68× |
| QQE | — | 1.14× | 1.77× |
| SMA 100 Trend | — | 1.7× | 2.83× |
| Guppy Multiple MA | — | 1.72× | 2.02× |
| WMA 200 Trend | — | 1.77× | 1.99× |
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 State Street Corporation (STT), Parabolic SAR (fast) on the daily 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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