The best indicator for 20Y Treasuries (TLT)
We backtested 382 indicators across daily, weekly and hourly charts on real 20Y Treasuries (TLT) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where 20Y Treasuries (TLT) 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.
TEMA 10/30 Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for 20Y Treasuries (TLT) over ~24.2 years — beating buy-and-hold by 1.0% CAGR.
20Y Treasuries (TLT) on the weekly 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 20Y Treasuries (TLT) — trailing buy-and-hold by 1.1% 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 | Standard Error Bands | 4-Hour | 2.1% | 0.65 | -3.3% | 62.5% | 16 | 4.2% |
| 2 | TEMA 10/30 Cross ✓ | Weekly | 4.3% | 0.49 | -22.0% | 53.5% | 43 | 1.0% |
| 3 | Bollinger Mean-Reversion ✓ | 4-Hour | 3.1% | 0.57 | -7.4% | 62.2% | 37 | 5.3% |
| 4 | Fibonacci Bands ✓ | 4-Hour | 3.1% | 0.57 | -7.4% | 62.2% | 37 | 5.3% |
| 5 | Vortex (7) ✓ | Weekly | 4.0% | 0.44 | -19.0% | 48.2% | 83 | 0.8% |
| 6 | SMC: Fair Value Gap ✓ | Weekly | 3.9% | 0.44 | -20.7% | 50.8% | 61 | 0.7% |
| 7 | MACD ✓ | Weekly | 3.8% | 0.43 | -20.2% | 50.0% | 42 | 0.5% |
| 8 | Hull MA Trend ✓ | Weekly | 3.9% | 0.43 | -21.3% | 60.3% | 58 | 0.6% |
| 9 | Percentage Price Osc. ✓ | Weekly | 3.8% | 0.43 | -20.2% | 47.7% | 44 | 0.6% |
| 10 | PPO Cross ✓ | Weekly | 3.8% | 0.43 | -20.2% | 47.7% | 44 | 0.6% |
| 11 | VuManChu Cipher B ✓ | Weekly | 3.4% | 0.43 | -12.6% | 50.0% | 76 | 0.1% |
| 12 | True Strength Index ✓ | Weekly | 3.6% | 0.42 | -18.0% | 52.3% | 44 | 0.4% |
| 13 | Ehlers Roofing Filter ✓ | Weekly | 3.6% | 0.42 | -24.3% | 47.6% | 21 | 0.4% |
| 14 | RSI Mean-Reversion | 1-Hour | 4.2% | 0.72 | -4.4% | 71.7% | 53 | 7.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on 20Y Treasuries (TLT) lost money across the out-of-sample window in 1317 of 1317 tests, so there is no positive benchmark to lever toward — clearing a negative bar is a much weaker claim than beating a real one, and we keep the two apart rather than counting it as a win. How we compute that
For 20Y Treasuries (TLT), TEMA 10/30 Cross on the weekly 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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