On ACN, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On ACN, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Wyckoff: buying the accumulation: -3.9 points a year over buying and holding ACN. The worst is Heikin Ashi: follow the coloured candles: -16.0 points a year against buy-and-hold.
| Strategy | Return | Buy and hold | Excess (pts/yr) | Vs. S&P 500 (pts/yr) | Out of sample | Trades |
|---|---|---|---|---|---|---|
| Wyckoff: buying the accumulation | 644.4% | ×18 | -3.9% | -1.2% | overfit | 110 |
| The golden cross (50/200) | 412.3% | ×18 | -5.5% | -2.8% | overfit | 36 |
| Ichimoku: buy above the cloud | 398.4% | ×18 | -5.6% | -2.9% | overfit | 285 |
| Supertrend: the line that changes colour | 393.5% | ×18 | -5.7% | -3.0% | overfit | 37 |
| ADX: trade only in strong trends | 239.1% | ×18 | -7.3% | -4.5% | overfit | 793 |
| Only invest above the 200-day average | 220.1% | ×18 | -7.5% | -4.8% | overfit | 214 |
| “Sell in May and go away” | 200.2% | ×18 | -7.8% | -5.1% | overfit | 50 |
| Stochastic: oversold cross (14, 3) | 136.0% | ×18 | -8.8% | -6.0% | overfit | 346 |
| RSI 14: buy oversold (30/70) | 136.0% | ×18 | -8.8% | -6.0% | overfit | 40 |
| The MACD cross (12/26/9) | 106.0% | ×18 | -9.3% | -6.6% | overfit | 509 |
| Kaufman’s adaptive moving average (KAMA) | 105.8% | ×18 | -9.3% | -6.6% | overfit | 861 |
| 2-day RSI (the Connors rule) | 100.6% | ×18 | -9.4% | -6.7% | overfit | 574 |
| Parabolic SAR: follow the dots | 87.4% | ×18 | -9.7% | -7.0% | overfit | 559 |
| The Turtles: 55-day breakout | 57.5% | ×18 | -10.4% | -7.7% | overfit | 112 |
| Bounce off the lower Bollinger band | 14.8% | ×18 | -11.7% | -9.0% | overfit | 196 |
| ICT / Smart Money: the fair value gap | 4.3% | ×18 | -12.1% | -9.4% | overfit | 180 |
| ICT / Smart Money: the order block | 0.5% | ×18 | -12.2% | -9.5% | — | 12 |
| Smart Money: the liquidity sweep | -6.0% | ×18 | -12.5% | -9.8% | overfit | 70 |
| Upper Bollinger band breakout | -49.1% | ×18 | -14.9% | -12.2% | overfit | 426 |
| Heikin Ashi: follow the coloured candles | -61.4% | ×18 | -16.0% | -13.3% | overfit | 1751 |
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