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Finaxion Research · CDW

Which strategy works on CDW?

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

Findings

On CDW, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is the golden cross (50/200): -7.3 points a year over buying and holding CDW, while the worst is ICT / Smart Money: the fair value gap: -20.6 points a year against buy-and-hold.

  1. On CDW, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is the golden cross (50/200): -7.3 points a year over buying and holding CDW.
  3. The worst is ICT / Smart Money: the fair value gap: -20.6 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
The golden cross (50/200)311.5%858.2%-7.3%-3.1%—13
Wyckoff: buying the accumulation308.1%858.2%-7.4%-3.2%—79
Only invest above the 200-day average263.0%858.2%-8.4%-4.2%—67
RSI 14: buy oversold (30/70)231.9%858.2%-9.2%-4.9%—26
Parabolic SAR: follow the dots149.6%858.2%-11.5%-7.3%—295
Bounce off the lower Bollinger band122.0%858.2%-12.5%-8.2%—112
“Sell in May and go away”116.8%858.2%-12.7%-8.4%overfit26
Stochastic: oversold cross (14, 3)102.8%858.2%-13.2%-9.0%—184
The MACD cross (12/26/9)101.3%858.2%-13.2%-9.0%—251
Kaufman’s adaptive moving average (KAMA)76.3%858.2%-14.3%-10.1%—471
2-day RSI (the Connors rule)68.0%858.2%-14.7%-10.5%—294
ADX: trade only in strong trends64.5%858.2%-14.8%-10.6%—429
Ichimoku: buy above the cloud52.6%858.2%-15.4%-11.2%—175
The Turtles: 55-day breakout48.3%858.2%-15.7%-11.4%—57
Supertrend: the line that changes colour37.0%858.2%-16.3%-12.1%—29
Upper Bollinger band breakout23.1%858.2%-17.1%-12.9%—212
Heikin Ashi: follow the coloured candles19.4%858.2%-17.3%-13.1%—861
ICT / Smart Money: the order block0.2%858.2%-18.7%-14.5%—4
Smart Money: the liquidity sweep-21.4%858.2%-20.5%-16.3%—60
ICT / Smart Money: the fair value gap-22.7%858.2%-20.6%-16.4%—82

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