On EG, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On EG, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Stochastic: oversold cross (14, 3): -2.4 points a year over buying and holding EG. The worst is Heikin Ashi: follow the coloured candles: -17.6 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 |
|---|---|---|---|---|---|---|
| Stochastic: oversold cross (14, 3) | ×16 | ×31 | -2.4% | -1.2% | overfit | 460 |
| RSI 14: buy oversold (30/70) | ×12 | ×31 | -3.3% | -2.2% | overfit | 54 |
| The golden cross (50/200) | 766.5% | ×31 | -4.5% | -3.3% | overfit | 41 |
| “Sell in May and go away” | 320.2% | ×31 | -7.0% | -5.8% | overfit | 62 |
| Supertrend: the line that changes colour | 305.6% | ×31 | -7.1% | -5.9% | overfit | 46 |
| Wyckoff: buying the accumulation | 302.4% | ×31 | -7.1% | -6.0% | overfit | 175 |
| 2-day RSI (the Connors rule) | 231.0% | ×31 | -7.8% | -6.6% | overfit | 730 |
| Bounce off the lower Bollinger band | 144.9% | ×31 | -8.8% | -7.6% | overfit | 260 |
| Only invest above the 200-day average | 103.3% | ×31 | -9.4% | -8.3% | overfit | 291 |
| Parabolic SAR: follow the dots | 7.6% | ×31 | -11.5% | -10.3% | overfit | 717 |
| ICT / Smart Money: the order block | -4.7% | ×31 | -11.9% | -10.7% | overfit | 20 |
| The MACD cross (12/26/9) | -4.7% | ×31 | -11.9% | -10.8% | overfit | 657 |
| Smart Money: the liquidity sweep | -13.5% | ×31 | -12.2% | -11.1% | overfit | 114 |
| Kaufman’s adaptive moving average (KAMA) | -18.0% | ×31 | -12.4% | -11.2% | overfit | 1125 |
| ICT / Smart Money: the fair value gap | -20.9% | ×31 | -12.5% | -11.3% | overfit | 274 |
| The Turtles: 55-day breakout | -48.8% | ×31 | -13.9% | -12.7% | overfit | 137 |
| ADX: trade only in strong trends | -53.0% | ×31 | -14.1% | -13.0% | overfit | 1039 |
| Upper Bollinger band breakout | -61.3% | ×31 | -14.8% | -13.6% | overfit | 512 |
| Ichimoku: buy above the cloud | -61.4% | ×31 | -14.8% | -13.6% | overfit | 503 |
| Heikin Ashi: follow the coloured candles | -84.8% | ×31 | -17.6% | -16.5% | overfit | 2013 |
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.