On EXPE, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On EXPE, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is Bounce off the lower Bollinger band: -1.3 points a year over buying and holding EXPE. The worst is ICT / Smart Money: the fair value gap: -14.9 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 |
|---|---|---|---|---|---|---|
| Bounce off the lower Bollinger band | 695.2% | 916.1% | -1.3% | -0.7% | overfit | 182 |
| RSI 14: buy oversold (30/70) | 600.0% | 916.1% | -1.9% | -1.4% | overfit | 52 |
| Stochastic: oversold cross (14, 3) | 380.1% | 916.1% | -3.9% | -3.4% | overfit | 294 |
| Wyckoff: buying the accumulation | 251.5% | 916.1% | -5.5% | -4.9% | overfit | 132 |
| Supertrend: the line that changes colour | 247.7% | 916.1% | -5.5% | -5.0% | overfit | 41 |
| The Turtles: 55-day breakout | 245.0% | 916.1% | -5.6% | -5.0% | overfit | 81 |
| The MACD cross (12/26/9) | 211.4% | 916.1% | -6.1% | -5.5% | overfit | 404 |
| “Sell in May and go away” | 186.2% | 916.1% | -6.5% | -6.0% | overfit | 42 |
| 2-day RSI (the Connors rule) | 179.3% | 916.1% | -6.6% | -6.1% | overfit | 506 |
| Only invest above the 200-day average | 51.3% | 916.1% | -9.6% | -9.1% | overfit | 155 |
| Ichimoku: buy above the cloud | 50.5% | 916.1% | -9.6% | -9.1% | overfit | 263 |
| The golden cross (50/200) | 42.7% | 916.1% | -9.9% | -9.4% | overfit | 37 |
| Heikin Ashi: follow the coloured candles | 35.5% | 916.1% | -10.2% | -9.6% | overfit | 1388 |
| Parabolic SAR: follow the dots | 17.1% | 916.1% | -10.9% | -10.3% | overfit | 458 |
| Kaufman’s adaptive moving average (KAMA) | 4.3% | 916.1% | -11.4% | -10.9% | overfit | 749 |
| ICT / Smart Money: the order block | 0.5% | 916.1% | -11.6% | -11.1% | — | 4 |
| Smart Money: the liquidity sweep | -18.1% | 916.1% | -12.5% | -12.0% | overfit | 66 |
| ADX: trade only in strong trends | -30.5% | 916.1% | -13.3% | -12.8% | overfit | 680 |
| Upper Bollinger band breakout | -39.0% | 916.1% | -13.9% | -13.4% | overfit | 322 |
| ICT / Smart Money: the fair value gap | -50.3% | 916.1% | -14.9% | -14.3% | overfit | 166 |
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