FINAXIONResearch
Finaxion Research · AWK

Which strategy works on AWK?

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

Findings

On AWK, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Stochastic: oversold cross (14, 3): -2.7 points a year over buying and holding AWK. The worst is Upper Bollinger band breakout: -17.5 points a year against buy-and-hold.

  1. On AWK, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Stochastic: oversold cross (14, 3): -2.7 points a year over buying and holding AWK.
  3. The worst is Upper Bollinger band breakout: -17.5 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
Stochastic: oversold cross (14, 3)575.6%950.9%-2.7%-0.8%—274
The golden cross (50/200)351.4%950.9%-5.1%-3.3%—27
“Sell in May and go away”262.4%950.9%-6.4%-4.6%overfit37
RSI 14: buy oversold (30/70)250.0%950.9%-6.6%-4.8%—30
Only invest above the 200-day average164.6%950.9%-8.2%-6.4%—139
Bounce off the lower Bollinger band148.0%950.9%-8.6%-6.8%—128
The Turtles: 55-day breakout146.6%950.9%-8.6%-6.8%—73
Wyckoff: buying the accumulation102.5%950.9%-9.7%-7.9%—78
Supertrend: the line that changes colour63.6%950.9%-11.0%-9.1%—18
2-day RSI (the Connors rule)47.0%950.9%-11.5%-9.7%—360
Ichimoku: buy above the cloud44.4%950.9%-11.7%-9.8%—249
The MACD cross (12/26/9)34.0%950.9%-12.1%-10.2%—400
ICT / Smart Money: the fair value gap29.2%950.9%-12.3%-10.4%—126
Parabolic SAR: follow the dots11.0%950.9%-13.1%-11.3%—433
ICT / Smart Money: the order block-1.6%950.9%-13.8%-11.9%—6
Smart Money: the liquidity sweep-10.6%950.9%-14.3%-12.4%—62
ADX: trade only in strong trends-29.3%950.9%-15.6%-13.7%—648
Kaufman’s adaptive moving average (KAMA)-30.8%950.9%-15.7%-13.8%—701
Heikin Ashi: follow the coloured candles-50.6%950.9%-17.4%-15.6%—1234
Upper Bollinger band breakout-50.9%950.9%-17.5%-15.6%—322

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.