The best indicator for Tractor Supply (TSCO)
We backtested 382 indicators across daily, weekly and hourly charts on real Tractor Supply (TSCO) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
ADXR
On the weekly chart, this is the strongest risk-adjusted edge we found for Tractor Supply (TSCO) over ~32.4 years — trailing buy-and-hold by 2.9% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Tractor Supply (TSCO) — trailing buy-and-hold by 5.9% 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 | ADXR ✓ | Weekly | 13.3% | 0.64 | -41.0% | 45.6% | 57 | -2.9% |
| 2 | EMA 200 Trend ✓ | Weekly | 15.1% | 0.63 | -52.8% | 35.3% | 17 | -1.1% |
| 3 | DMI Direction ✓ | Weekly | 13.1% | 0.6 | -58.8% | 50.0% | 72 | -3.1% |
| 4 | WMA 200 Trend ✓ | Weekly | 13.8% | 0.6 | -55.0% | 44.4% | 18 | -2.3% |
| 5 | CCI (100) ✓ | Weekly | 14.2% | 0.6 | -58.0% | 45.0% | 20 | -2.0% |
| 6 | TRIX (15) ✓ | Weekly | 13.9% | 0.6 | -53.4% | 46.7% | 15 | -2.3% |
| 7 | CCI Trend ✓ | Weekly | 12.9% | 0.59 | -49.8% | 44.6% | 65 | -3.2% |
| 8 | McGinley Dynamic ✓ | Weekly | 15.5% | 0.59 | -69.2% | 33.3% | 24 | -0.7% |
| 9 | Chande Kroll Stop ✓ | Weekly | 14.9% | 0.59 | -69.3% | 47.8% | 90 | -1.3% |
| 10 | T3 10/40 Cross ✓ | Weekly | 13.1% | 0.59 | -59.6% | 66.7% | 15 | -3.1% |
| 11 | ADX / DMI ✓ | Weekly | 11.2% | 0.58 | -45.0% | 46.7% | 60 | -5.0% |
| 12 | CCI (50) ✓ | Weekly | 12.7% | 0.58 | -57.8% | 46.3% | 41 | -3.5% |
| 13 | Heikin-Ashi + EMA ✓ | Weekly | 12.5% | 0.58 | -65.9% | 48.6% | 72 | -3.7% |
| 14 | McGinley 30 Trend ✓ | Weekly | 15.1% | 0.58 | -63.9% | 36.4% | 22 | -1.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Tractor Supply (TSCO), ADXR 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.
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