The best indicator for Northern Trust (NTRS)
We backtested 20 indicators across daily, weekly and hourly charts on real Northern Trust (NTRS) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 50/200 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Northern Trust (NTRS) over ~46.2 years — trailing buy-and-hold by 3.4% CAGR.
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 | EMA 50/200 Cross ✓ | Daily | 11.0% | 0.59 | -55.5% | 52.0% | 25 | -3.4% |
| 2 | ADX / DMI ✓ | Weekly | 8.1% | 0.59 | -44.7% | 38.1% | 63 | -6.2% |
| 3 | SMA 50/200 Cross ✓ | Daily | 10.5% | 0.56 | -62.8% | 51.6% | 31 | -3.8% |
| 4 | EMA 20/50 Cross ✓ | Weekly | 9.7% | 0.55 | -55.8% | 52.9% | 17 | -4.7% |
| 5 | RSI Trend (>50) ✓ | Weekly | 7.8% | 0.48 | -71.9% | 45.8% | 120 | -6.6% |
| 6 | EMA 20/50 Cross ✓ | Daily | 7.8% | 0.47 | -63.1% | 40.6% | 106 | -6.5% |
| 7 | Stochastic ✓ | Daily | 6.8% | 0.44 | -66.8% | 65.6% | 218 | -7.5% |
| 8 | Stochastic ✓ | Weekly | 5.6% | 0.43 | -56.1% | 79.1% | 43 | -8.7% |
| 9 | Rate of Change ✓ | Weekly | 6.4% | 0.41 | -64.3% | 46.7% | 152 | -7.9% |
| 10 | Heikin-Ashi Trend ✓ | Weekly | 6.3% | 0.41 | -69.5% | 50.1% | 421 | -8.1% |
| 11 | Donchian Breakout ✓ | Weekly | 5.7% | 0.4 | -58.7% | 58.5% | 41 | -8.6% |
| 12 | EMA-10 Trend ✓ | Weekly | 5.9% | 0.4 | -82.0% | 49.0% | 208 | -8.4% |
| 13 | WaveTrend (8/6/4) ✓ | Daily | 6.1% | 0.39 | -58.6% | 69.8% | 172 | -8.2% |
| 14 | Williams %R ✓ | Daily | 5.8% | 0.38 | -67.6% | 68.4% | 285 | -8.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Northern Trust (NTRS), EMA 50/200 Cross on the daily 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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