The best indicator for U.S. Bancorp (USB)
We backtested 366 indicators across daily, weekly and hourly charts on real U.S. Bancorp (USB) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
QQE
On the weekly chart, this is the strongest risk-adjusted edge we found for U.S. Bancorp (USB) over ~53.3 years — beating buy-and-hold by 0.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for U.S. Bancorp (USB) — trailing buy-and-hold by 5.6% 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 | QQE ✓ | Weekly | 12.0% | 0.54 | -79.7% | 52.2% | 157 | 0.2% |
| 2 | Markov Regime ✓ | Daily | 11.9% | 0.54 | -76.1% | 44.1% | 59 | -0.0% |
| 3 | McGinley 30 Trend ✓ | Weekly | 11.4% | 0.52 | -76.1% | 30.0% | 20 | -0.5% |
| 4 | Fisher Transform ✓ | Daily | 8.6% | 0.51 | -74.1% | 43.9% | 1207 | -3.3% |
| 5 | Volume Flow Indicator ✓ | Daily | 8.1% | 0.51 | -69.1% | 46.7% | 122 | -3.8% |
| 6 | McGinley 200 Trend ✓ | Daily | 11.2% | 0.51 | -76.1% | 21.4% | 28 | -0.8% |
| 7 | McGinley 100 Trend ✓ | Daily | 10.6% | 0.5 | -76.1% | 30.2% | 63 | -1.4% |
| 8 | VIDYA 100 Trend ✓ | Weekly | 10.2% | 0.5 | -62.3% | 57.9% | 19 | -1.6% |
| 9 | SMC: Equal Highs / Lows ✓ | Daily | 9.2% | 0.48 | -76.1% | 64.7% | 34 | -2.8% |
| 10 | TEMA 20/50 Cross ✓ | Daily | 7.8% | 0.47 | -70.0% | 49.1% | 277 | -4.1% |
| 11 | Aroon ✓ | Daily | 7.7% | 0.47 | -62.1% | 43.5% | 446 | -4.3% |
| 12 | Vortex ✓ | Daily | 7.5% | 0.47 | -67.6% | 43.1% | 648 | -4.4% |
| 13 | Aroon Oscillator ✓ | Daily | 7.7% | 0.47 | -62.1% | 43.5% | 446 | -4.3% |
| 14 | DeMarker (7) ✓ | Daily | 7.7% | 0.47 | -75.2% | 42.3% | 928 | -4.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For U.S. Bancorp (USB), QQE 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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