On EQIX, 6 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On EQIX, 6 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is the Turtles: 55-day breakout: +6.3 points a year over buying and holding EQIX. The worst is Supertrend: the line that changes colour: -11.9 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 |
|---|---|---|---|---|---|---|
| The Turtles: 55-day breakout | ×15 | 240.5% | +6.3% | +2.6% | overfit | 100 |
| Wyckoff: buying the accumulation | ×15 | 240.5% | +6.1% | +2.5% | overfit | 172 |
| Ichimoku: buy above the cloud | ×15 | 240.5% | +6.0% | +2.4% | overfit | 353 |
| Only invest above the 200-day average | ×11 | 240.5% | +5.0% | +1.3% | overfit | 193 |
| The golden cross (50/200) | 831.2% | 240.5% | +4.1% | +0.5% | overfit | 33 |
| Heikin Ashi: follow the coloured candles | 688.3% | 240.5% | +3.5% | -0.2% | overfit | 1695 |
| Kaufman’s adaptive moving average (KAMA) | 207.2% | 240.5% | -0.4% | -4.0% | overfit | 913 |
| Bounce off the lower Bollinger band | 193.8% | 240.5% | -0.6% | -4.2% | overfit | 212 |
| The MACD cross (12/26/9) | 110.0% | 240.5% | -1.9% | -5.5% | partly | 509 |
| Upper Bollinger band breakout | 78.1% | 240.5% | -2.6% | -6.2% | overfit | 414 |
| ADX: trade only in strong trends | 54.4% | 240.5% | -3.1% | -6.8% | overfit | 819 |
| “Sell in May and go away” | 38.1% | 240.5% | -3.6% | -7.2% | overfit | 52 |
| Stochastic: oversold cross (14, 3) | 1.2% | 240.5% | -4.8% | -8.4% | overfit | 346 |
| ICT / Smart Money: the order block | -3.2% | 240.5% | -4.9% | -8.6% | — | 6 |
| Smart Money: the liquidity sweep | -9.2% | 240.5% | -5.2% | -8.8% | overfit | 84 |
| Parabolic SAR: follow the dots | -11.1% | 240.5% | -5.3% | -8.9% | overfit | 585 |
| RSI 14: buy oversold (30/70) | -27.0% | 240.5% | -6.0% | -9.6% | overfit | 54 |
| ICT / Smart Money: the fair value gap | -37.8% | 240.5% | -6.6% | -10.2% | overfit | 221 |
| 2-day RSI (the Connors rule) | -83.5% | 240.5% | -11.5% | -15.1% | overfit | 612 |
| Supertrend: the line that changes colour | -85.3% | 240.5% | -11.9% | -15.6% | overfit | 31 |
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