On BLDR, 3 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On BLDR, 3 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": +8.7 points a year over buying and holding BLDR. The worst is Kaufman's adaptive moving average (KAMA): -14.8 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” | ×26 | 393.7% | +8.7% | +5.4% | — | 42 |
| Ichimoku: buy above the cloud | 776.1% | 393.7% | +3.0% | -0.3% | overfit | 220 |
| Supertrend: the line that changes colour | 420.6% | 393.7% | +0.3% | -3.0% | overfit | 24 |
| The golden cross (50/200) | 282.8% | 393.7% | -1.3% | -4.6% | overfit | 30 |
| Stochastic: oversold cross (14, 3) | 120.7% | 393.7% | -4.0% | -7.3% | overfit | 288 |
| The Turtles: 55-day breakout | 94.3% | 393.7% | -4.6% | -8.0% | overfit | 76 |
| Parabolic SAR: follow the dots | 91.3% | 393.7% | -4.7% | -8.0% | overfit | 460 |
| The MACD cross (12/26/9) | 85.6% | 393.7% | -4.9% | -8.2% | overfit | 430 |
| 2-day RSI (the Connors rule) | 83.7% | 393.7% | -4.9% | -8.2% | overfit | 523 |
| Wyckoff: buying the accumulation | 59.0% | 393.7% | -5.6% | -8.9% | overfit | 147 |
| Only invest above the 200-day average | 44.0% | 393.7% | -6.1% | -9.4% | overfit | 214 |
| Bounce off the lower Bollinger band | 27.3% | 393.7% | -6.7% | -10.0% | overfit | 166 |
| ICT / Smart Money: the fair value gap | 22.6% | 393.7% | -6.9% | -10.2% | overfit | 136 |
| ICT / Smart Money: the order block | -0.4% | 393.7% | -7.9% | -11.2% | — | 2 |
| ADX: trade only in strong trends | -6.0% | 393.7% | -8.1% | -11.4% | overfit | 670 |
| Upper Bollinger band breakout | -31.9% | 393.7% | -9.6% | -13.0% | overfit | 354 |
| RSI 14: buy oversold (30/70) | -38.0% | 393.7% | -10.1% | -13.4% | overfit | 31 |
| Smart Money: the liquidity sweep | -47.0% | 393.7% | -10.8% | -14.1% | overfit | 98 |
| Heikin Ashi: follow the coloured candles | -62.8% | 393.7% | -12.4% | -15.7% | overfit | 1382 |
| Kaufman’s adaptive moving average (KAMA) | -78.5% | 393.7% | -14.8% | -18.2% | overfit | 816 |
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.