The best indicator for TIPS (TIP)
We backtested 382 indicators across daily, weekly and hourly charts on real TIPS (TIP) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
KAMA 100 Trend
On the weekly chart, this is the strongest risk-adjusted edge we found for TIPS (TIP) over ~22.6 years — trailing buy-and-hold by 0.8% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for TIPS (TIP) — trailing buy-and-hold by 2.1% 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 | KAMA 100 Trend ✓ | Weekly | 2.7% | 0.59 | -11.0% | 47.8% | 23 | -0.8% |
| 2 | Ichimoku TK Cross ✓ | Weekly | 2.5% | 0.56 | -7.6% | 60.9% | 23 | -1.0% |
| 3 | TRIX (9) ✓ | Weekly | 2.5% | 0.55 | -7.9% | 52.4% | 21 | -1.0% |
| 4 | Volatility Regime (VIX-style) ✓ | Weekly | 1.6% | 0.54 | -4.7% | 56.1% | 41 | -1.9% |
| 5 | Ichimoku Cloud ✓ | Weekly | 2.3% | 0.52 | -15.4% | 39.3% | 28 | -1.2% |
| 6 | Linear Regression Slope ✓ | Weekly | 2.4% | 0.52 | -9.2% | 51.9% | 27 | -1.2% |
| 7 | Correlation Trend ✓ | Weekly | 2.4% | 0.52 | -9.2% | 51.9% | 27 | -1.2% |
| 8 | Hull MA 20/80 Cross ✓ | Weekly | 2.1% | 0.52 | -6.9% | 60.0% | 25 | -1.4% |
| 9 | RSI (25) ✓ | Weekly | 2.4% | 0.52 | -12.1% | 45.9% | 37 | -1.1% |
| 10 | Williams %R ✓ | Weekly | 1.5% | 0.51 | -5.3% | 90.0% | 30 | -2.0% |
| 11 | SMA 10/30 Cross ✓ | Weekly | 2.4% | 0.51 | -12.1% | 64.7% | 17 | -1.1% |
| 12 | Awesome Oscillator ✓ | Weekly | 2.2% | 0.51 | -9.1% | 45.5% | 22 | -1.3% |
| 13 | Chande Kroll Stop ✓ | Weekly | 2.7% | 0.51 | -16.9% | 46.2% | 52 | -0.8% |
| 14 | Ehlers Roofing Filter ✓ | Weekly | 1.9% | 0.51 | -5.9% | 60.0% | 20 | -1.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For TIPS (TIP), KAMA 100 Trend 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 etf
Get alerted when TIPS’s signal flips
We track TIPS daily. Its backtested best indicator, KAMA 100 Trend (Weekly), is long right now — we'll email you the moment that changes. Free, no spam, unsubscribe any time.