On BKNG, 4 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On BKNG, 4 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is "Sell in May and go away": +9.0 points a year over buying and holding BKNG. The worst is Bounce off the lower Bollinger band: -13.9 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 |
|---|---|---|---|---|---|---|
| “Sell in May and go away” | ×89 | 922.2% | +9.0% | +9.2% | — | 55 |
| Supertrend: the line that changes colour | ×44 | 922.2% | +6.0% | +6.2% | overfit | 46 |
| Ichimoku: buy above the cloud | ×32 | 922.2% | +4.6% | +4.8% | overfit | 331 |
| The Turtles: 55-day breakout | ×22 | 922.2% | +3.2% | +3.4% | overfit | 101 |
| Wyckoff: buying the accumulation | 913.0% | 922.2% | -0.0% | +0.2% | overfit | 154 |
| Only invest above the 200-day average | 797.1% | 922.2% | -0.5% | -0.2% | overfit | 197 |
| The golden cross (50/200) | 517.7% | 922.2% | -2.0% | -1.7% | overfit | 37 |
| ADX: trade only in strong trends | 151.1% | 922.2% | -5.4% | -5.2% | overfit | 822 |
| Parabolic SAR: follow the dots | 141.2% | 922.2% | -5.6% | -5.3% | overfit | 592 |
| ICT / Smart Money: the fair value gap | 89.7% | 922.2% | -6.5% | -6.2% | overfit | 261 |
| RSI 14: buy oversold (30/70) | 8.3% | 922.2% | -8.6% | -8.3% | overfit | 64 |
| ICT / Smart Money: the order block | 3.1% | 922.2% | -8.7% | -8.5% | overfit | 12 |
| The MACD cross (12/26/9) | -2.0% | 922.2% | -8.9% | -8.7% | overfit | 548 |
| Kaufman’s adaptive moving average (KAMA) | -20.0% | 922.2% | -9.7% | -9.4% | overfit | 994 |
| Upper Bollinger band breakout | -30.7% | 922.2% | -10.2% | -9.9% | overfit | 456 |
| Smart Money: the liquidity sweep | -42.3% | 922.2% | -10.8% | -10.6% | overfit | 118 |
| Heikin Ashi: follow the coloured candles | -46.9% | 922.2% | -11.1% | -10.9% | overfit | 1788 |
| 2-day RSI (the Connors rule) | -68.3% | 922.2% | -13.0% | -12.7% | overfit | 635 |
| Stochastic: oversold cross (14, 3) | -71.6% | 922.2% | -13.3% | -13.1% | overfit | 367 |
| Bounce off the lower Bollinger band | -75.7% | 922.2% | -13.9% | -13.6% | overfit | 200 |
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.