The best indicator for AT&T (T)
We backtested 366 indicators across daily, weekly and hourly charts on real AT&T (T) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Markov Regime
On the daily chart, this is the strongest risk-adjusted edge we found for AT&T (T) over ~42.5 years — beating buy-and-hold by 1.3% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for AT&T (T) — trailing buy-and-hold by 8.3% 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 | Markov Regime ✓ | Daily | 12.5% | 0.66 | -45.4% | 68.4% | 437 | 1.3% |
| 2 | SMA 20/50 Cross ✓ | Weekly | 9.4% | 0.58 | -47.7% | 60.0% | 20 | -1.7% |
| 3 | Donchian 20 Break ✓ | Weekly | 8.7% | 0.57 | -51.8% | 63.2% | 19 | -2.4% |
| 4 | Lorentzian Classification ✓ | Weekly | 9.5% | 0.56 | -58.6% | 57.2% | 383 | -1.6% |
| 5 | Donchian 55/20 ✓ | Weekly | 8.1% | 0.59 | -44.9% | 71.4% | 14 | -3.0% |
| 6 | Pivot Points (Standard) ✓ | Weekly | 7.4% | 0.55 | -44.0% | 57.0% | 321 | -3.7% |
| 7 | Camarilla Pivots ✓ | Weekly | 7.8% | 0.55 | -51.1% | 53.8% | 468 | -3.3% |
| 8 | EMA 20/50 Cross ✓ | Weekly | 8.5% | 0.53 | -51.1% | 62.5% | 16 | -2.6% |
| 9 | Fibonacci Pivots ✓ | Weekly | 7.3% | 0.53 | -44.0% | 55.8% | 351 | -3.8% |
| 10 | SMA 15/60 Cross ✓ | Weekly | 8.2% | 0.53 | -55.5% | 47.1% | 17 | -2.9% |
| 11 | SMA 20/80 Cross ✓ | Weekly | 8.4% | 0.53 | -61.7% | 46.7% | 15 | -2.7% |
| 12 | TRIX (21) ✓ | Weekly | 8.3% | 0.53 | -58.4% | 52.9% | 17 | -2.8% |
| 13 | SMC: Break of Structure ✓ | Weekly | 7.6% | 0.53 | -52.9% | 59.1% | 22 | -3.5% |
| 14 | Intraday Momentum Index ✓ | Daily | 7.3% | 0.52 | -42.4% | 77.8% | 117 | -3.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For AT&T (T), Markov Regime 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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