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Finaxion Research · DG

Which strategy works on DG?

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

Findings

On DG, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is "Sell in May and go away": -0.1 points a year over buying and holding DG. The worst is Heikin Ashi: follow the coloured candles: -21.6 points a year against buy-and-hold.

  1. On DG, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is “Sell in May and go away”: -0.1 points a year over buying and holding DG.
  3. The worst is Heikin Ashi: follow the coloured candles: -21.6 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
“Sell in May and go away”537.8%550.3%-0.1%-2.6%overfit33
The golden cross (50/200)237.5%550.3%-4.3%-6.8%—24
2-day RSI (the Connors rule)169.3%550.3%-5.7%-8.2%—378
Only invest above the 200-day average167.0%550.3%-5.7%-8.2%—121
Wyckoff: buying the accumulation146.2%550.3%-6.3%-8.8%—96
Stochastic: oversold cross (14, 3)83.9%550.3%-8.1%-10.6%—215
Bounce off the lower Bollinger band33.9%550.3%-10.0%-12.5%—148
Ichimoku: buy above the cloud31.7%550.3%-10.1%-12.6%—223
The Turtles: 55-day breakout30.6%550.3%-10.2%-12.7%—75
The MACD cross (12/26/9)28.7%550.3%-10.3%-12.8%—328
RSI 14: buy oversold (30/70)21.1%550.3%-10.6%-13.1%—27
ADX: trade only in strong trends13.7%550.3%-11.0%-13.5%—515
Parabolic SAR: follow the dots9.2%550.3%-11.3%-13.8%—377
Kaufman’s adaptive moving average (KAMA)5.6%550.3%-11.5%-14.0%—583
ICT / Smart Money: the order block-1.5%550.3%-11.9%-14.4%—8
Smart Money: the liquidity sweep-6.4%550.3%-12.2%-14.7%—62
Supertrend: the line that changes colour-9.1%550.3%-12.4%-14.9%—21
ICT / Smart Money: the fair value gap-19.5%550.3%-13.1%-15.6%—116
Upper Bollinger band breakout-57.5%550.3%-16.8%-19.3%—276
Heikin Ashi: follow the coloured candles-82.3%550.3%-21.6%-24.1%—1125

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.