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Finaxion Research · DELL

Which strategy works on DELL?

On DELL, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On DELL, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Ichimoku: buy above the cloud: -12.6 points a year over buying and holding DELL. The worst is ICT / Smart Money: the fair value gap: -45.7 points a year against buy-and-hold.

  1. On DELL, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Ichimoku: buy above the cloud: -12.6 points a year over buying and holding DELL.
  3. The worst is ICT / Smart Money: the fair value gap: -45.7 points a year against buy-and-hold.

The 19 strategies, one by one

StrategyReturnBuy and holdExcess (pts/yr)Vs. S&P 500 (pts/yr)Out of sampleTrades
Ichimoku: buy above the cloud×17×42-12.6%+17.2%—85
The golden cross (50/200)×12×42-16.8%+13.1%—15
Kaufman’s adaptive moving average (KAMA)970.2%×42-18.3%+11.6%—331
Supertrend: the line that changes colour820.7%×42-20.1%+9.7%—15
Only invest above the 200-day average796.0%×42-20.5%+9.3%—59
Parabolic SAR: follow the dots768.1%×42-20.9%+8.9%—218
The Turtles: 55-day breakout725.9%×42-21.5%+8.3%—39
Stochastic: oversold cross (14, 3)474.7%×42-25.9%+3.9%—121
Heikin Ashi: follow the coloured candles423.9%×42-27.0%+2.8%—657
Wyckoff: buying the accumulation384.1%×42-27.9%+1.9%—71
The MACD cross (12/26/9)336.5%×42-29.1%+0.7%—196
ADX: trade only in strong trends318.1%×42-29.6%+0.2%—331
“Sell in May and go away”269.0%×42-31.1%-1.3%overfit20
RSI 14: buy oversold (30/70)225.7%×42-32.4%-2.6%—20
Bounce off the lower Bollinger band100.7%×42-37.8%-8.0%—72
Upper Bollinger band breakout7.3%×42-44.3%-14.4%—174
2-day RSI (the Connors rule)6.8%×42-44.3%-14.5%—202
Smart Money: the liquidity sweep-4.4%×42-45.4%-15.6%—16
ICT / Smart Money: the fair value gap-7.3%×42-45.7%-15.9%—92

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.