On BRK-B, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On BRK-B, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is "Sell in May and go away" at -2.9 points a year over buying and holding BRK-B, while the worst is Parabolic SAR: follow the dots at -13.6 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” | 880.8% | ×22 | -2.9% | -2.6% | overfit | 60 |
| The golden cross (50/200) | 865.9% | ×22 | -2.9% | -2.6% | partly | 37 |
| RSI 14: buy oversold (30/70) | 614.0% | ×22 | -4.0% | -3.7% | — | 52 |
| Stochastic: oversold cross (14, 3) | 462.2% | ×22 | -4.8% | -4.5% | overfit | 423 |
| Only invest above the 200-day average | 269.8% | ×22 | -6.3% | -6.0% | overfit | 245 |
| Bounce off the lower Bollinger band | 223.4% | ×22 | -6.7% | -6.4% | overfit | 252 |
| Supertrend: the line that changes colour | 213.5% | ×22 | -6.8% | -6.5% | overfit | 55 |
| Wyckoff: buying the accumulation | 206.5% | ×22 | -6.9% | -6.6% | overfit | 139 |
| The Turtles: 55-day breakout | 135.6% | ×22 | -7.8% | -7.5% | overfit | 121 |
| 2-day RSI (the Connors rule) | 131.0% | ×22 | -7.9% | -7.6% | overfit | 702 |
| The MACD cross (12/26/9) | 84.7% | ×22 | -8.6% | -8.3% | overfit | 626 |
| ADX: trade only in strong trends | 42.5% | ×22 | -9.5% | -9.2% | overfit | 978 |
| Ichimoku: buy above the cloud | 40.3% | ×22 | -9.6% | -9.2% | overfit | 497 |
| Smart Money: the liquidity sweep | 9.8% | ×22 | -10.4% | -10.1% | overfit | 104 |
| Upper Bollinger band breakout | -2.9% | ×22 | -10.8% | -10.5% | overfit | 422 |
| ICT / Smart Money: the order block | -8.6% | ×22 | -11.0% | -10.7% | overfit | 34 |
| ICT / Smart Money: the fair value gap | -34.3% | ×22 | -12.1% | -11.8% | overfit | 248 |
| Kaufman’s adaptive moving average (KAMA) | -39.3% | ×22 | -12.3% | -12.0% | overfit | 1108 |
| Heikin Ashi: follow the coloured candles | -50.5% | ×22 | -13.0% | -12.7% | overfit | 1961 |
| Parabolic SAR: follow the dots | -59.6% | ×22 | -13.6% | -13.3% | overfit | 674 |
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