The best indicator for State Street Corporation (STT)
We backtested 366 indicators across daily, weekly and hourly charts on real State Street Corporation (STT) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Parabolic SAR (fast)
On the daily chart, this is the strongest risk-adjusted edge we found for State Street Corporation (STT) over ~46.2 years — trailing buy-and-hold by 2.1% CAGR.
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 | 15.4% | 0.72 | -86.4% | 46.5% | 770 | -2.1% |
| 2 | Ehlers Roofing Filter ✓ | Weekly | 13.4% | 0.68 | -45.4% | 70.5% | 44 | -4.0% |
| 3 | McGinley 30 Trend ✓ | Daily | 17.0% | 0.67 | -68.3% | 36.4% | 198 | -0.5% |
| 4 | Ease of Movement ✓ | Weekly | 13.7% | 0.67 | -39.4% | 57.0% | 107 | -3.7% |
| 5 | McGinley Dynamic ✓ | Daily | 14.9% | 0.66 | -64.6% | 38.4% | 555 | -2.5% |
| 6 | ADXR ✓ | Daily | 11.3% | 0.66 | -47.8% | 42.1% | 337 | -6.1% |
| 7 | FRAMA 30 Trend ✓ | Daily | 12.9% | 0.66 | -84.8% | 43.6% | 1096 | -4.5% |
| 8 | Supertrend (7,2) ✓ | Weekly | 12.9% | 0.66 | -59.1% | 58.9% | 56 | -4.5% |
| 9 | KAMA 200 Trend ✓ | Daily | 12.6% | 0.65 | -61.6% | 37.8% | 241 | -4.8% |
| 10 | Linear Regression Slope ✓ | Weekly | 12.7% | 0.65 | -52.3% | 59.6% | 52 | -4.7% |
| 11 | Coppock Curve ✓ | Weekly | 13.2% | 0.65 | -54.6% | 57.1% | 49 | -4.2% |
| 12 | Coral Trend ✓ | Weekly | 13.2% | 0.65 | -49.4% | 57.4% | 54 | -4.2% |
| 13 | MAMA / FAMA ✓ | Weekly | 13.0% | 0.65 | -49.1% | 51.2% | 41 | -4.3% |
| 14 | Correlation Trend ✓ | Weekly | 12.7% | 0.65 | -52.3% | 59.6% | 52 | -4.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
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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