On AEE, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On AEE, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is RSI 14: buy oversold (30/70): -1.0 points a year over buying and holding AEE. The worst is Heikin Ashi: follow the coloured candles: -11.4 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 |
|---|---|---|---|---|---|---|
| RSI 14: buy oversold (30/70) | 598.2% | 813.9% | -1.0% | -2.3% | overfit | 48 |
| Wyckoff: buying the accumulation | 517.6% | 813.9% | -1.5% | -2.8% | overfit | 139 |
| Supertrend: the line that changes colour | 262.2% | 813.9% | -3.4% | -4.7% | overfit | 33 |
| The MACD cross (12/26/9) | 175.9% | 813.9% | -4.4% | -5.7% | overfit | 562 |
| The golden cross (50/200) | 167.8% | 813.9% | -4.5% | -5.8% | overfit | 41 |
| Stochastic: oversold cross (14, 3) | 167.1% | 813.9% | -4.5% | -5.8% | overfit | 379 |
| “Sell in May and go away” | 161.5% | 813.9% | -4.6% | -5.9% | overfit | 57 |
| Only invest above the 200-day average | 122.1% | 813.9% | -5.2% | -6.5% | overfit | 270 |
| Bounce off the lower Bollinger band | 65.1% | 813.9% | -6.3% | -7.5% | overfit | 233 |
| 2-day RSI (the Connors rule) | 41.4% | 813.9% | -6.8% | -8.1% | overfit | 660 |
| Kaufman’s adaptive moving average (KAMA) | 7.9% | 813.9% | -7.8% | -9.0% | overfit | 1032 |
| ICT / Smart Money: the fair value gap | 1.5% | 813.9% | -8.0% | -9.3% | overfit | 188 |
| ICT / Smart Money: the order block | -1.3% | 813.9% | -8.1% | -9.4% | overfit | 16 |
| Smart Money: the liquidity sweep | -2.1% | 813.9% | -8.1% | -9.4% | overfit | 100 |
| Ichimoku: buy above the cloud | -8.9% | 813.9% | -8.4% | -9.7% | overfit | 438 |
| Parabolic SAR: follow the dots | -19.5% | 813.9% | -8.8% | -10.1% | overfit | 684 |
| ADX: trade only in strong trends | -30.9% | 813.9% | -9.3% | -10.6% | overfit | 956 |
| Upper Bollinger band breakout | -47.3% | 813.9% | -10.2% | -11.5% | overfit | 452 |
| The Turtles: 55-day breakout | -47.3% | 813.9% | -10.2% | -11.5% | overfit | 140 |
| Heikin Ashi: follow the coloured candles | -62.4% | 813.9% | -11.4% | -12.7% | overfit | 1818 |
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