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The best indicator for TransDigm Group (TDG)

We backtested 20 indicators across daily, weekly and hourly charts on real TransDigm Group (TDG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Trend · Weekly

ADX / DMI

On the weekly chart, this is the strongest risk-adjusted edge we found for TransDigm Group (TDG) over ~20.3 years — trailing buy-and-hold by 14.3% CAGR.

13.1%
CAGR
0.74
Sharpe
-27.3%
Max DD
88.0%
Win rate
28.64
Profit factor
-14.3%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
ADX / DMI
-14.3% · Sharpe 0.74
Daily
WaveTrend (8/6/4)
-13.2% · Sharpe 0.71
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1ADX / DMI Weekly13.1%0.74-27.3%88.0%25-14.3%
2WaveTrend (8/6/4) Daily14.6%0.71-57.4%75.9%79-13.2%
3EMA 20/50 Cross Daily14.6%0.69-39.2%48.8%43-13.2%
4Donchian Breakout Weekly13.3%0.69-36.7%73.3%15-14.1%
5Williams %R Daily13.4%0.68-62.5%75.6%131-14.4%
6Donchian Midline Weekly13.6%0.66-44.6%43.1%58-13.8%
7CCI Daily12.9%0.65-57.8%75.0%100-14.9%
8SMA 50/200 Cross Daily17.3%0.73-63.3%50.0%12-10.5%
9Holy Grail Confluence Daily9.6%0.57-57.4%92.6%27-18.2%
10RSI Trend (>50) Weekly11.5%0.57-56.0%50.9%53-15.9%
11Rate of Change Weekly11.3%0.57-52.6%44.8%67-16.1%
12Stochastic Daily10.2%0.56-62.5%76.8%95-17.6%
13Williams %R Weekly8.9%0.53-29.3%86.4%22-18.5%
14EMA 50/200 Cross Daily18.2%0.76-62.6%60.0%10-9.6%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For TransDigm Group (TDG), ADX / DMI on the weekly 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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