The best indicator for T-Mobile US (TMUS)
We backtested 20 indicators across daily, weekly and hourly charts on real T-Mobile US (TMUS) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 20/50 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for T-Mobile US (TMUS) over ~19.1 years — trailing buy-and-hold by 0.2% 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 20/50 Cross ✓ | Daily | 7.4% | 0.41 | -61.8% | 46.2% | 39 | -0.2% |
| 2 | MACD ✓ | Weekly | 7.6% | 0.41 | -55.2% | 50.0% | 38 | 0.2% |
| 3 | Bollinger Breakout ✓ | Weekly | 4.9% | 0.36 | -41.9% | 50.0% | 16 | -2.5% |
| 4 | SMA 50/200 Cross ✓ | Daily | 9.7% | 0.49 | -52.3% | 54.5% | 11 | 2.0% |
| 5 | Donchian Midline ✓ | Weekly | 5.6% | 0.35 | -46.3% | 42.6% | 54 | -1.8% |
| 6 | CCI ✓ | Daily | 5.6% | 0.34 | -69.6% | 71.6% | 95 | -2.1% |
| 7 | Stochastic ✓ | Daily | 4.5% | 0.31 | -70.4% | 70.1% | 87 | -3.2% |
| 8 | EMA 50/200 Cross ✓ | Daily | 11.5% | 0.56 | -52.3% | 62.5% | 8 | 3.9% |
| 9 | Rate of Change ✓ | Weekly | 4.2% | 0.29 | -67.9% | 46.6% | 58 | -3.2% |
| 10 | Money Flow Index ✓ | Daily | 3.9% | 0.28 | -55.2% | 75.0% | 16 | -3.8% |
| 11 | Bollinger Mean-Reversion ✓ | Daily | 3.5% | 0.27 | -59.2% | 69.6% | 79 | -4.2% |
| 12 | Heikin-Ashi Trend ✓ | Weekly | 3.9% | 0.27 | -62.2% | 50.3% | 183 | -3.5% |
| 13 | ADX / DMI ✓ | Weekly | 2.7% | 0.24 | -59.8% | 48.1% | 27 | -4.7% |
| 14 | CCI ✓ | Weekly | 2.9% | 0.24 | -58.6% | 72.2% | 18 | -4.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For T-Mobile US (TMUS), EMA 20/50 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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