Finaxion Research · ANET

Which strategy works on ANET?

On ANET, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On ANET, 0 of 19 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): -17.2 points a year over buying and holding ANET. The worst is Upper Bollinger band breakout: -45.5 points a year against buy-and-hold.

On ANET, 0 of 19 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): -17.2 points a year over buying and holding ANET.
The worst is Upper Bollinger band breakout: -45.5 points a year against buy-and-hold.

The 19 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)	×11	×57	-17.2%	+8.2%	—	26
The golden cross (50/200)	998.1%	×57	-17.4%	+8.0%	—	15
Only invest above the 200-day average	781.3%	×57	-19.6%	+5.8%	—	77
Stochastic: oversold cross (14, 3)	477.6%	×57	-23.7%	+1.7%	—	165
“Sell in May and go away”	467.3%	×57	-23.9%	+1.5%	overfit	24
Parabolic SAR: follow the dots	441.0%	×57	-24.3%	+1.1%	—	260
Bounce off the lower Bollinger band	414.0%	×57	-24.8%	+0.6%	—	96
2-day RSI (the Connors rule)	356.1%	×57	-25.9%	-0.5%	—	262
Ichimoku: buy above the cloud	308.5%	×57	-26.9%	-1.5%	—	163
Supertrend: the line that changes colour	285.6%	×57	-27.4%	-2.0%	—	27
ADX: trade only in strong trends	247.1%	×57	-28.4%	-3.0%	—	371
Wyckoff: buying the accumulation	226.7%	×57	-28.9%	-3.5%	—	87
The MACD cross (12/26/9)	77.1%	×57	-34.3%	-8.9%	—	254
Heikin Ashi: follow the coloured candles	59.3%	×57	-35.2%	-9.8%	—	799
The Turtles: 55-day breakout	43.7%	×57	-36.1%	-10.7%	—	61
Kaufman’s adaptive moving average (KAMA)	1.2%	×57	-39.0%	-13.6%	—	415
ICT / Smart Money: the fair value gap	-6.3%	×57	-39.7%	-14.3%	—	74
Smart Money: the liquidity sweep	-19.5%	×57	-40.9%	-15.5%	—	30
Upper Bollinger band breakout	-55.2%	×57	-45.5%	-20.1%	—	222

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