Finaxion Research · AMCR

Which strategy works on AMCR?

On AMCR, 2 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On AMCR, 2 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): +3.3 points a year over buying and holding AMCR. The worst is Heikin Ashi: follow the coloured candles: -12.2 points a year against buy-and-hold.

On AMCR, 2 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): +3.3 points a year over buying and holding AMCR.
The worst is Heikin Ashi: follow the coloured candles: -12.2 points a year against buy-and-hold.

The 20 strategies, one by one

Strategy	Return	Buy and hold	Excess (pts/yr)	Vs. S&P 500 (pts/yr)	Out of sample	Trades
RSI 14: buy oversold (30/70)	212.3%	100.6%	+3.3%	-6.7%	—	44
2-day RSI (the Connors rule)	127.2%	100.6%	+0.9%	-9.1%	—	293
Stochastic: oversold cross (14, 3)	70.7%	100.6%	-1.2%	-11.2%	—	144
“Sell in May and go away”	59.0%	100.6%	-1.7%	-11.7%	—	28
Supertrend: the line that changes colour	3.5%	100.6%	-4.8%	-14.8%	—	76
Bounce off the lower Bollinger band	3.1%	100.6%	-4.8%	-14.8%	—	120
ICT / Smart Money: the order block	-0.4%	100.6%	-5.0%	-15.0%	—	2
Wyckoff: buying the accumulation	-0.6%	100.6%	-5.0%	-15.0%	—	52
The MACD cross (12/26/9)	-10.7%	100.6%	-5.8%	-15.8%	—	266
Smart Money: the liquidity sweep	-14.0%	100.6%	-6.0%	-16.1%	—	30
ICT / Smart Money: the fair value gap	-14.1%	100.6%	-6.1%	-16.1%	—	202
Ichimoku: buy above the cloud	-22.9%	100.6%	-6.8%	-16.8%	—	163
Upper Bollinger band breakout	-23.4%	100.6%	-6.8%	-16.9%	—	206
The Turtles: 55-day breakout	-34.8%	100.6%	-8.0%	-18.0%	—	55
Parabolic SAR: follow the dots	-36.9%	100.6%	-8.2%	-18.2%	—	227
Only invest above the 200-day average	-42.7%	100.6%	-8.8%	-18.8%	—	119
ADX: trade only in strong trends	-50.5%	100.6%	-9.8%	-19.8%	—	378
Kaufman’s adaptive moving average (KAMA)	-52.9%	100.6%	-10.1%	-20.2%	—	383
The golden cross (50/200)	-56.4%	100.6%	-10.7%	-20.7%	—	27
Heikin Ashi: follow the coloured candles	-65.6%	100.6%	-12.2%	-22.2%	—	692

Finaxion is an analysis tool, not an investment adviser. This page is not a recommendation. Past performance does not guarantee future results. Prices and series: market data. Computations: Finaxion engine.