On EBAY, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On EBAY, 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": -3.9 points a year over buying and holding EBAY. The worst is Smart Money: the liquidity sweep: -21.6 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 |
|---|---|---|---|---|---|---|
| “Sell in May and go away” | ×55 | ×141 | -3.9% | +6.2% | overfit | 56 |
| RSI 14: buy oversold (30/70) | ×29 | ×141 | -6.5% | +3.6% | — | 50 |
| Supertrend: the line that changes colour | ×16 | ×141 | -8.9% | +1.3% | overfit | 31 |
| Wyckoff: buying the accumulation | ×16 | ×141 | -8.9% | +1.2% | partly | 156 |
| The golden cross (50/200) | ×13 | ×141 | -9.7% | +0.4% | overfit | 41 |
| ADX: trade only in strong trends | ×12 | ×141 | -10.1% | +0.0% | overfit | 894 |
| The MACD cross (12/26/9) | 863.9% | ×141 | -10.9% | -0.8% | partly | 537 |
| Kaufman’s adaptive moving average (KAMA) | 740.5% | ×141 | -11.5% | -1.3% | partly | 992 |
| Parabolic SAR: follow the dots | 657.6% | ×141 | -11.9% | -1.7% | overfit | 615 |
| 2-day RSI (the Connors rule) | 344.5% | ×141 | -13.9% | -3.8% | — | 646 |
| Stochastic: oversold cross (14, 3) | 254.1% | ×141 | -14.8% | -4.6% | overfit | 403 |
| Bounce off the lower Bollinger band | 105.7% | ×141 | -16.8% | -6.7% | overfit | 237 |
| Only invest above the 200-day average | 84.7% | ×141 | -17.2% | -7.0% | overfit | 261 |
| The Turtles: 55-day breakout | 47.7% | ×141 | -18.0% | -7.9% | overfit | 116 |
| Ichimoku: buy above the cloud | 13.0% | ×141 | -19.0% | -8.8% | overfit | 422 |
| Upper Bollinger band breakout | 12.1% | ×141 | -19.0% | -8.9% | overfit | 428 |
| ICT / Smart Money: the order block | 0.1% | ×141 | -19.4% | -9.3% | — | 12 |
| ICT / Smart Money: the fair value gap | -0.4% | ×141 | -19.4% | -9.3% | overfit | 226 |
| Heikin Ashi: follow the coloured candles | -36.7% | ×141 | -21.0% | -10.9% | overfit | 1826 |
| Smart Money: the liquidity sweep | -45.9% | ×141 | -21.6% | -11.5% | overfit | 104 |
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