The best indicator for T-Mobile US (TMUS)
We backtested 366 indicators across daily, weekly and hourly charts on real T-Mobile US (TMUS) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Ulcer Index
On the weekly chart, this is the strongest risk-adjusted edge we found for T-Mobile US (TMUS) over ~19.2 years — beating buy-and-hold by 2.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for T-Mobile US (TMUS) — beating buy-and-hold by 2.5% 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 | Ulcer Index ✓ | Weekly | 9.6% | 0.6 | -32.2% | 52.4% | 21 | 2.2% |
| 2 | TEMA 20/50 Cross ✓ | Weekly | 10.4% | 0.56 | -46.8% | 59.1% | 22 | 3.0% |
| 3 | T3 20/80 Cross ✓ | Daily | 10.8% | 0.55 | -49.8% | 55.6% | 27 | 3.1% |
| 4 | T3 100 Trend ✓ | Daily | 9.6% | 0.54 | -39.4% | 47.3% | 55 | 1.9% |
| 5 | Chaikin Volatility ✓ | Weekly | 8.1% | 0.53 | -35.7% | 60.7% | 56 | 0.7% |
| 6 | Trend Regularity Adaptive MA ✓ | Weekly | 8.5% | 0.53 | -33.8% | 54.5% | 22 | 1.1% |
| 7 | Trend Intensity Index ✓ | Daily | 10.5% | 0.52 | -61.6% | 44.8% | 29 | 2.8% |
| 8 | DEMA 20/50 Cross ✓ | Weekly | 12.2% | 0.6 | -49.2% | 76.9% | 13 | 4.8% |
| 9 | VWAP Bands ✓ | Daily | 8.5% | 0.51 | -33.7% | 68.4% | 79 | 0.9% |
| 10 | WMA 20/80 Cross ✓ | Daily | 10.1% | 0.5 | -54.2% | 37.2% | 43 | 2.5% |
| 11 | CCI (100) ✓ | Daily | 9.7% | 0.5 | -45.1% | 38.2% | 76 | 2.0% |
| 12 | Andean Oscillator ✓ | Weekly | 7.7% | 0.5 | -44.1% | 38.9% | 18 | 0.3% |
| 13 | KAMA 200 Trend ✓ | Weekly | 8.5% | 0.5 | -31.7% | 52.6% | 19 | 1.1% |
| 14 | EMA 13/48 Cross ✓ | Daily | 9.7% | 0.49 | -50.1% | 43.2% | 44 | 2.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For T-Mobile US (TMUS), Ulcer Index 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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