FINAXIONResearch
Finaxion Research · EQR

Which strategy works on EQR?

On EQR, 2 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On EQR, 2 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": +2.7 points a year over buying and holding EQR. The worst is Heikin Ashi: follow the coloured candles: -12.5 points a year against buy-and-hold.

  1. On EQR, 2 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”: +2.7 points a year over buying and holding EQR.
  3. The worst is Heikin Ashi: follow the coloured candles: -12.5 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”86.7%44.2%+2.7%-8.8%—20
Supertrend: the line that changes colour50.5%44.2%+0.5%-11.0%—10
The MACD cross (12/26/9)38.1%44.2%-0.4%-11.9%—186
Stochastic: oversold cross (14, 3)37.7%44.2%-0.5%-11.9%—135
Bounce off the lower Bollinger band35.2%44.2%-0.7%-12.1%—87
Only invest above the 200-day average34.7%44.2%-0.7%-12.2%—65
Wyckoff: buying the accumulation31.8%44.2%-0.9%-12.4%—46
The golden cross (50/200)25.4%44.2%-1.4%-12.9%—11
2-day RSI (the Connors rule)19.2%44.2%-2.0%-13.4%—234
RSI 14: buy oversold (30/70)14.8%44.2%-2.3%-13.8%—18
Parabolic SAR: follow the dots4.5%44.2%-3.3%-14.8%—236
Ichimoku: buy above the cloud2.8%44.2%-3.4%-14.9%—122
ADX: trade only in strong trends1.9%44.2%-3.5%-15.0%—342
ICT / Smart Money: the fair value gap-0.6%44.2%-3.8%-15.3%—62
ICT / Smart Money: the order block-1.7%44.2%-3.9%-15.4%—6
Smart Money: the liquidity sweep-17.7%44.2%-5.7%-17.1%—18
The Turtles: 55-day breakout-19.7%44.2%-5.9%-17.4%—44
Upper Bollinger band breakout-27.3%44.2%-6.9%-18.3%—162
Kaufman’s adaptive moving average (KAMA)-36.9%44.2%-8.2%-19.7%—362
Heikin Ashi: follow the coloured candles-60.1%44.2%-12.5%-24.0%—694

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.