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Finaxion Research · APTV

Which strategy works on APTV?

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

Findings

On APTV, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is Only invest above the 200-day average, at -0.6 points a year over buying and holding APTV, while the worst is Stochastic: oversold cross (14, 3), at -10.1 points a year against buy-and-hold.

  1. On APTV, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Only invest above the 200-day average: -0.6 points a year over buying and holding APTV.
  3. The worst is Stochastic: oversold cross (14, 3): -10.1 points a year against buy-and-hold.

The 20 strategies, one by one

StrategyReturnBuy and holdExcess (pts/yr)Vs. S&P 500 (pts/yr)Out of sampleTrades
Only invest above the 200-day average152.6%174.0%-0.6%-8.7%—112
The golden cross (50/200)116.6%174.0%-1.7%-9.8%—22
“Sell in May and go away”83.4%174.0%-2.9%-11.0%overfit29
RSI 14: buy oversold (30/70)76.5%174.0%-3.1%-11.3%—29
Wyckoff: buying the accumulation62.3%174.0%-3.7%-11.9%—66
The MACD cross (12/26/9)52.9%174.0%-4.1%-12.3%—310
Ichimoku: buy above the cloud46.7%174.0%-4.4%-12.6%—174
Heikin Ashi: follow the coloured candles30.0%174.0%-5.3%-13.4%—976
Upper Bollinger band breakout28.2%174.0%-5.4%-13.5%—236
2-day RSI (the Connors rule)13.7%174.0%-6.2%-14.4%—337
Smart Money: the liquidity sweep4.5%174.0%-6.8%-14.9%—50
ADX: trade only in strong trends-0.7%174.0%-7.1%-15.3%—500
Bounce off the lower Bollinger band-1.5%174.0%-7.2%-15.3%—131
ICT / Smart Money: the order block-2.5%174.0%-7.2%-15.4%—6
Parabolic SAR: follow the dots-14.5%174.0%-8.1%-16.3%—344
ICT / Smart Money: the fair value gap-19.1%174.0%-8.5%-16.7%—134
Kaufman’s adaptive moving average (KAMA)-19.0%174.0%-8.5%-16.7%—518
Supertrend: the line that changes colour-19.3%174.0%-8.5%-16.7%—24
The Turtles: 55-day breakout-20.3%174.0%-8.6%-16.8%—68
Stochastic: oversold cross (14, 3)-36.9%174.0%-10.1%-18.3%—203

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.