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, out-of-sample, with costs.
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.
Advance Trend Pressure
On the weekly chart, this is the strongest risk-adjusted edge we found for Trade Desk (The) (TTD) over ~9.8 years — beating buy-and-hold by 11.3% CAGR.
Trade Desk (The) (TTD) 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 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 | 33.8% | 0.84 | -47.1% | 56.7% | 30 | 11.3% |
| 2 | Zero-Lag LSMA ✓ | Daily | 31.3% | 0.83 | -39.3% | 49.0% | 143 | 9.7% |
| 3 | Pivot Points (Standard) ✓ | Weekly | 31.6% | 0.8 | -47.4% | 68.4% | 76 | 9.1% |
| 4 | CCI (50) ✓ | Daily | 31.6% | 0.79 | -54.7% | 44.8% | 58 | 10.0% |
| 5 | Fibonacci Pivots | Weekly | 30.5% | 0.77 | -55.0% | 67.5% | 80 | 8.0% |
| 6 | SMC: Change of Character | Daily | 28.4% | 0.74 | -48.9% | 62.5% | 24 | 6.8% |
| 7 | McGinley 30 Trend | Daily | 30.3% | 0.73 | -64.3% | 32.1% | 28 | 8.7% |
| 8 | Chande-Kroll Stop (fast) | Daily | 29.0% | 0.72 | -77.0% | 43.4% | 166 | 7.5% |
| 9 | On-Balance Volume ✓ | Daily | 26.5% | 0.7 | -61.5% | 39.9% | 168 | 4.9% |
| 10 | Chande Forecast Osc. ✓ | Daily | 25.0% | 0.7 | -62.4% | 45.5% | 266 | 3.4% |
| 11 | Ehlers SuperSmoother ✓ | Daily | 24.8% | 0.69 | -51.1% | 46.7% | 323 | 3.3% |
| 12 | Relative Volatility Index | Daily | 24.7% | 0.68 | -62.7% | 47.9% | 140 | 3.1% |
| 13 | WMA 100 Trend | Daily | 22.3% | 0.66 | -60.0% | 38.8% | 49 | 0.7% |
| 14 | ALMA 100 Trend | Daily | 21.9% | 0.66 | -46.4% | 45.5% | 55 | 0.4% |
✓ = 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), Advance Trend Pressure 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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