The best indicator for State Street Corporation (STT)
We backtested 20 indicators across daily, weekly and hourly charts on real State Street Corporation (STT) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
SMA 50/200 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for State Street Corporation (STT) over ~46.2 years — trailing buy-and-hold by 5.4% 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 | SMA 50/200 Cross ✓ | Daily | 12.0% | 0.6 | -50.4% | 55.6% | 27 | -5.4% |
| 2 | EMA-10 Trend ✓ | Daily | 11.9% | 0.6 | -86.3% | 42.3% | 982 | -5.5% |
| 3 | Donchian Midline ✓ | Weekly | 11.3% | 0.58 | -49.4% | 50.0% | 116 | -6.1% |
| 4 | ADX / DMI | Daily | 9.3% | 0.57 | -50.5% | 43.4% | 295 | -8.2% |
| 5 | EMA 50/200 Cross ✓ | Daily | 11.1% | 0.56 | -62.3% | 51.6% | 31 | -6.3% |
| 6 | WaveTrend (8/6/4) ✓ | Daily | 11.7% | 0.56 | -58.7% | 72.2% | 180 | -5.7% |
| 7 | Heikin-Ashi Trend ✓ | Daily | 11.2% | 0.56 | -94.7% | 45.6% | 2159 | -6.2% |
| 8 | Stochastic ✓ | Daily | 10.0% | 0.54 | -48.5% | 76.4% | 237 | -7.5% |
| 9 | EMA 20/50 Cross ✓ | Daily | 9.9% | 0.53 | -47.2% | 43.1% | 109 | -7.5% |
| 10 | RSI Trend (>50) ✓ | Weekly | 9.8% | 0.53 | -57.6% | 50.8% | 122 | -7.6% |
| 11 | RSI Trend (>50) ✓ | Daily | 9.6% | 0.51 | -85.3% | 40.3% | 595 | -7.9% |
| 12 | Rate of Change ✓ | Daily | 9.2% | 0.5 | -77.2% | 43.7% | 698 | -8.2% |
| 13 | ADX / DMI ✓ | Weekly | 7.7% | 0.5 | -46.7% | 53.5% | 71 | -9.7% |
| 14 | Rate of Change ✓ | Weekly | 8.9% | 0.49 | -50.0% | 44.4% | 142 | -8.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For State Street Corporation (STT), SMA 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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