The best indicator for TD Bank
We backtested 382 indicators across daily, weekly and hourly charts on real TD Bank history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Supertrend Fast (10,2)
On the weekly chart, this is the strongest risk-adjusted edge we found for TD Bank over ~29.9 years — trailing buy-and-hold by 1.7% 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 | Supertrend Fast (10,2) ✓ | Weekly | 14.0% | 0.86 | -33.6% | 51.5% | 33 | -1.7% |
| 2 | Supertrend (10,2) ✓ | Weekly | 14.0% | 0.86 | -33.6% | 51.5% | 33 | -1.7% |
| 3 | Supertrend (7,2) ✓ | Weekly | 13.8% | 0.85 | -34.5% | 52.9% | 34 | -2.0% |
| 4 | KAMA 100 Trend ✓ | Daily | 13.5% | 0.83 | -41.4% | 36.5% | 200 | -2.3% |
| 5 | Ease of Movement ✓ | Weekly | 13.5% | 0.83 | -30.5% | 55.2% | 67 | -2.3% |
| 6 | Adaptive Supertrend ✓ | Weekly | 12.7% | 0.8 | -43.1% | 36.2% | 47 | -3.0% |
| 7 | KAMA 30 Trend ✓ | Weekly | 13.5% | 0.8 | -31.6% | 40.7% | 54 | -2.2% |
| 8 | Volatility Stop (ATR) ✓ | Weekly | 13.2% | 0.8 | -35.8% | 60.0% | 40 | -2.6% |
| 9 | Supertrend (10,3) ✓ | Weekly | 12.5% | 0.79 | -32.7% | 71.4% | 21 | -3.2% |
| 10 | VIDYA ✓ | Weekly | 13.5% | 0.78 | -32.8% | 50.0% | 52 | -2.2% |
| 11 | KAMA 200 Trend ✓ | Daily | 12.5% | 0.77 | -40.7% | 33.9% | 168 | -3.3% |
| 12 | ALMA 100 Trend ✓ | Daily | 11.5% | 0.77 | -35.5% | 37.8% | 217 | -4.3% |
| 13 | Random Walk Index ✓ | Weekly | 12.5% | 0.77 | -35.8% | 63.2% | 68 | -3.2% |
| 14 | Supertrend (20,3) ✓ | Weekly | 12.2% | 0.77 | -32.1% | 73.9% | 23 | -3.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For TD Bank, Supertrend Fast (10,2) 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.
More stock
Get the weekly edge report
The best-performing indicator per asset, what changed this week, and the honest caveats — straight to your inbox.