Finaxion Research

The map of where each of 20 famous strategies works

No rule works everywhere, and none fails everywhere. What matters is the ground it holds: on which timeframe, over which assets, and trading a single asset or buying several from a basket when they are in signal. Pick a strategy and read the whole backtest — no account needed.

Read the protocolData as of Sep 10, 2026

Where they work, taken together

Strategies with ground of their own · 20 of 20

Of every scored combination, how many beat buying and holding the same asset — cut by timeframe, by asset type and by way of trading.

By timeframe
Daily4.1%402 of 9736
4 hours4.0%86 of 2164
1 hour2.0%43 of 2145
15 minutes0.4%9 of 2145
5 minutes<0.1%2 of 2126
By asset type
Stocks2.3%409 of 17541
Forex16.4%96 of 584
Crypto9.0%12 of 134
Portfolios43.9%25 of 57
By way of trading
single asset2.8%517 of 18259
several assets in signal43.9%25 of 57
The global figures
Strategies tested
20
Combinations scored
18,316
Beat buy and hold
3.0%
Beat the S&P 500
4.3%
Median CAGR vs asset
-12.8 pts/yr
Median CAGR vs S&P 500
-14.2 pts/yr

The strategies

Pick a rule to see where it holds, market by market.

The MACD cross (12/26/9)
Trend following
Where it works
Crypto · 4 h
several assets in signal
MSTR4 h+17.8 pts/yr
Daily 11 of 489Intraday 8 of 456
ADX: trade only in strong trends
Trend following
Where it works
Crypto · 1 d
several assets in signal
MSTR1 d+14.4 pts/yr
Daily 14 of 489Intraday 2 of 456
The golden cross (50/200)
Trend following
Where it works
Forex · 4 h
several assets in signal
AKAM1 d+14.2 pts/yr
Daily 39 of 489Intraday 19 of 456
Only invest above the 200-day average
Trend following
Where it works
Crypto · 1 d
several assets in signal
AKAM1 d+13.9 pts/yr
Daily 40 of 489Intraday 4 of 456
Parabolic SAR: follow the dots
Trend following
Where it works
Forex · 4 h
single asset
MSTR1 d+12.0 pts/yr
Daily 8 of 489Intraday 2 of 456
“Sell in May and go away”
Seasonal
Where it works
Forex · 1 d
single asset
ON1 d+10.7 pts/yr
Daily 91 of 486
Bounce off the lower Bollinger band
Mean reversion
Where it works
Forex · 4 h
several assets in signal
AKAM1 d+10.5 pts/yr
Daily 10 of 489Intraday 7 of 456
Kaufman’s adaptive moving average (KAMA)
Trend following
Where it works
Forex · 1 d
single asset
BA4 h+10.4 pts/yr
Daily 11 of 489Intraday 2 of 456
Wyckoff: buying the accumulation
Smart Money / ICT / Wyckoff
Where it works
Crypto · 1 d
several assets in signal
PORTFOLIO_NDX1 d+10.4 pts/yr
Daily 19 of 481Intraday 8 of 428
Supertrend: the line that changes colour
Trend following
Where it works
Forex · 1 h
several assets in signal
PORTFOLIO_NDX1 d+10.1 pts/yr
Daily 35 of 489Intraday 20 of 456
Stochastic: oversold cross (14, 3)
Mean reversion
Where it works
Forex · 4 h
several assets in signal
PORTFOLIO_NDX1 d+9.1 pts/yr
Daily 16 of 489Intraday 7 of 456
The Turtles: 55-day breakout
Trend following
Where it works
Forex · 4 h
several assets in signal
PORTFOLIO_NDX1 d+9.0 pts/yr
Daily 17 of 489Intraday 7 of 456
RSI 14: buy oversold (30/70)
Mean reversion
Where it works
Forex · 4 h
several assets in signal
PORTFOLIO_SPX1 d+8.2 pts/yr
Daily 16 of 489Intraday 26 of 456
2-day RSI (the Connors rule)
Mean reversion
Where it works
Forex · 4 h
several assets in signal
PORTFOLIO_DOW1 d+7.9 pts/yr
Daily 19 of 489Intraday 5 of 456
Ichimoku: buy above the cloud
Trend following
Where it works
Crypto · 1 d
several assets in signal
PORTFOLIO_NDX1 d+7.5 pts/yr
Daily 25 of 489Intraday 5 of 456
Heikin Ashi: follow the coloured candles
Trend following
Where it works
Stocks · 1 d
single asset
MSTR1 d+6.2 pts/yr
Daily 8 of 489Intraday 0 of 456
ICT / Smart Money: the order block
Smart Money / ICT / Wyckoff
Where it works
Stocks · 1 h
single asset
KHC1 d+4.9 pts/yr
Daily 4 of 464Intraday 4 of 428
ICT / Smart Money: the fair value gap
Smart Money / ICT / Wyckoff
Where it works
Forex · 4 h
single asset
PSKY1 d+4.7 pts/yr
Daily 9 of 489Intraday 9 of 456
Smart Money: the liquidity sweep
Smart Money / ICT / Wyckoff
Where it works
Stocks · 4 h
single asset
KHC1 d+3.8 pts/yr
Daily 4 of 481Intraday 3 of 428
Upper Bollinger band breakout
Volatility
Where it works
Forex · 4 h
single asset
KHC1 d+2.9 pts/yr
Daily 6 of 489Intraday 2 of 456
Finaxion Research — Where each famous strategy actually works