The best indicator for Trade Desk (The) (TTD)
We backtested 382 indicators across daily, weekly and hourly charts on real Trade Desk (The) (TTD) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Trade Desk (The) (TTD) 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.
CCI (50)
On the daily chart, this is the strongest risk-adjusted edge we found for Trade Desk (The) (TTD) over ~10.0 years — beating buy-and-hold by 15.4% CAGR.
Trade Desk (The) (TTD) on the daily 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 Trade Desk (The) (TTD) — beating buy-and-hold by 1.0% 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 | Advance Trend Pressure | Weekly | 31.2% | 0.8 | -47.1% | 54.8% | 31 | 15.2% |
| 2 | CCI (50) ✓ | Daily | 30.4% | 0.78 | -54.7% | 44.8% | 58 | 15.4% |
| 3 | Zero-Lag LSMA | Daily | 27.5% | 0.77 | -50.5% | 48.6% | 148 | 12.5% |
| 4 | Pivot Points (Standard) ✓ | Weekly | 29.8% | 0.77 | -47.4% | 67.5% | 80 | 13.8% |
| 5 | Fibonacci Pivots | Weekly | 27.9% | 0.73 | -56.0% | 66.7% | 84 | 11.9% |
| 6 | SMC: Change of Character | Daily | 26.0% | 0.71 | -54.6% | 60.0% | 25 | 11.0% |
| 7 | McGinley 30 Trend | Daily | 27.3% | 0.69 | -68.6% | 31.2% | 32 | 12.3% |
| 8 | Chande-Kroll Stop (fast) | Daily | 26.1% | 0.68 | -81.0% | 42.8% | 173 | 11.1% |
| 9 | On-Balance Volume | Daily | 24.3% | 0.67 | -65.2% | 39.0% | 172 | 9.3% |
| 10 | WMA 100 Trend ✓ | Daily | 21.5% | 0.65 | -60.0% | 38.8% | 49 | 6.5% |
| 11 | ALMA 100 Trend | Daily | 21.2% | 0.65 | -46.4% | 45.5% | 55 | 6.2% |
| 12 | Ehlers SuperSmoother | Daily | 21.6% | 0.64 | -61.1% | 46.4% | 332 | 6.6% |
| 13 | Chande Forecast Osc. | Daily | 21.4% | 0.64 | -70.1% | 45.5% | 275 | 6.4% |
| 14 | Ichimoku Cloud ✓ | Daily | 20.5% | 0.63 | -48.0% | 34.0% | 50 | 5.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Trade Desk (The) (TTD) lost money across the out-of-sample window in 416 of 416 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 Trade Desk (The) (TTD), CCI (50) on the daily 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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