On CTSH, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On CTSH, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is RSI 14: buy oversold (30/70), at -10.4 points a year over buying and holding CTSH. The worst is Upper Bollinger band breakout, at -23.2 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 |
|---|---|---|---|---|---|---|
| RSI 14: buy oversold (30/70) | ×29 | ×356 | -10.4% | +3.7% | — | 56 |
| Supertrend: the line that changes colour | ×16 | ×356 | -12.7% | +1.5% | overfit | 49 |
| Stochastic: oversold cross (14, 3) | ×15 | ×356 | -13.2% | +1.0% | overfit | 402 |
| Ichimoku: buy above the cloud | ×13 | ×356 | -13.5% | +0.6% | overfit | 359 |
| “Sell in May and go away” | ×11 | ×356 | -14.2% | -0.1% | — | 56 |
| The MACD cross (12/26/9) | 897.4% | ×356 | -14.6% | -0.5% | partly | 551 |
| The golden cross (50/200) | 724.0% | ×356 | -15.4% | -1.2% | partly | 48 |
| Only invest above the 200-day average | 497.9% | ×356 | -16.6% | -2.4% | overfit | 223 |
| Wyckoff: buying the accumulation | 488.5% | ×356 | -16.7% | -2.5% | partly | 146 |
| 2-day RSI (the Connors rule) | 433.1% | ×356 | -17.0% | -2.9% | overfit | 646 |
| The Turtles: 55-day breakout | 365.7% | ×356 | -17.5% | -3.4% | overfit | 115 |
| Parabolic SAR: follow the dots | 193.5% | ×356 | -19.3% | -5.1% | overfit | 629 |
| Bounce off the lower Bollinger band | 181.3% | ×356 | -19.4% | -5.2% | partly | 234 |
| ICT / Smart Money: the fair value gap | 103.2% | ×356 | -20.6% | -6.4% | overfit | 240 |
| Kaufman’s adaptive moving average (KAMA) | 93.6% | ×356 | -20.8% | -6.6% | overfit | 1047 |
| ADX: trade only in strong trends | 75.1% | ×356 | -21.2% | -7.0% | overfit | 937 |
| Heikin Ashi: follow the coloured candles | 26.1% | ×356 | -22.3% | -8.2% | overfit | 1903 |
| ICT / Smart Money: the order block | 5.6% | ×356 | -23.0% | -8.8% | overfit | 18 |
| Smart Money: the liquidity sweep | -1.3% | ×356 | -23.2% | -9.0% | overfit | 76 |
| Upper Bollinger band breakout | -1.9% | ×356 | -23.2% | -9.1% | overfit | 454 |
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