The best indicator for Textron (TXT)
We backtested 366 indicators across daily, weekly and hourly charts on real Textron (TXT) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Twiggs Money Flow
On the weekly chart, this is the strongest risk-adjusted edge we found for Textron (TXT) over ~53.5 years — beating buy-and-hold by 1.4% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Textron (TXT) — trailing buy-and-hold by 0.9% 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 | Twiggs Money Flow ✓ | Weekly | 9.3% | 0.51 | -47.0% | 46.5% | 170 | 1.4% |
| 2 | SMC: Order Block ✓ | Weekly | 8.8% | 0.51 | -51.9% | 43.3% | 60 | 0.9% |
| 3 | Accumulation/Distribution ✓ | Weekly | 8.9% | 0.5 | -53.0% | 45.1% | 182 | 1.1% |
| 4 | WMA 10/30 Cross ✓ | Weekly | 8.5% | 0.49 | -56.9% | 56.9% | 58 | 0.6% |
| 5 | McGinley 100 Trend ✓ | Daily | 10.3% | 0.48 | -70.1% | 31.1% | 103 | 2.4% |
| 6 | Cutler's RSI ✓ | Weekly | 8.1% | 0.48 | -49.7% | 51.0% | 151 | 0.3% |
| 7 | ROC (14) ✓ | Weekly | 8.1% | 0.48 | -49.7% | 51.0% | 151 | 0.3% |
| 8 | CMO (14) ✓ | Weekly | 8.1% | 0.48 | -49.7% | 51.0% | 151 | 0.3% |
| 9 | Donchian 10 Break ✓ | Weekly | 8.1% | 0.48 | -44.4% | 56.0% | 50 | 0.3% |
| 10 | SMC: Fair Value Gap ✓ | Weekly | 9.3% | 0.48 | -44.4% | 49.6% | 115 | 1.4% |
| 11 | Coppock Curve ✓ | Weekly | 8.1% | 0.47 | -58.0% | 56.9% | 58 | 0.3% |
| 12 | McGinley Dynamic ✓ | Weekly | 10.2% | 0.47 | -68.9% | 41.0% | 83 | 2.3% |
| 13 | DEMA 20/50 Cross ✓ | Weekly | 7.7% | 0.46 | -55.8% | 63.4% | 41 | -0.1% |
| 14 | Aroon ✓ | Weekly | 7.6% | 0.46 | -55.2% | 58.1% | 93 | -0.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Textron (TXT), Twiggs Money Flow 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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