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Finaxion Research · CHTR

Which strategy works on CHTR?

On CHTR, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On CHTR, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is the golden cross (50/200): +2.8 points a year over buying and holding CHTR. The worst is Heikin Ashi: follow the coloured candles: -14.4 points a year against buy-and-hold.

  1. On CHTR, 1 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): +2.8 points a year over buying and holding CHTR.
  3. The worst is Heikin Ashi: follow the coloured candles: -14.4 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)565.2%335.5%+2.8%-2.1%16
The Turtles: 55-day breakout328.1%335.5%-0.1%-5.0%56
Supertrend: the line that changes colour314.3%335.5%-0.3%-5.2%26
Only invest above the 200-day average258.2%335.5%-1.3%-6.2%116
Wyckoff: buying the accumulation195.8%335.5%-2.5%-7.4%101
Bounce off the lower Bollinger band194.2%335.5%-2.5%-7.4%146
“Sell in May and go away”126.6%335.5%-4.2%-9.1%overfit33
Ichimoku: buy above the cloud107.1%335.5%-4.8%-9.7%193
RSI 14: buy oversold (30/70)73.3%335.5%-5.9%-10.8%33
Kaufman’s adaptive moving average (KAMA)21.5%335.5%-8.1%-13.0%592
Smart Money: the liquidity sweep20.2%335.5%-8.1%-13.0%42
Stochastic: oversold cross (14, 3)17.1%335.5%-8.3%-13.2%215
ADX: trade only in strong trends13.8%335.5%-8.5%-13.4%516
Upper Bollinger band breakout7.0%335.5%-8.8%-13.7%276
ICT / Smart Money: the order block-0.2%335.5%-9.2%-14.1%8
2-day RSI (the Connors rule)-1.2%335.5%-9.3%-14.2%384
The MACD cross (12/26/9)-19.1%335.5%-10.5%-15.4%326
Parabolic SAR: follow the dots-21.9%335.5%-10.7%-15.6%364
ICT / Smart Money: the fair value gap-23.6%335.5%-10.8%-15.8%130
Heikin Ashi: follow the coloured candles-58.5%335.5%-14.4%-19.3%1134

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