On EXR, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On EXR, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is the golden cross (50/200): -1.9 points a year over buying and holding EXR. The worst is Upper Bollinger band breakout: -19.3 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 golden cross (50/200) | ×19 | ×28 | -1.9% | +3.1% | partly | 23 |
| Only invest above the 200-day average | ×15 | ×28 | -3.1% | +1.9% | overfit | 135 |
| “Sell in May and go away” | 607.4% | ×28 | -7.0% | -2.0% | overfit | 44 |
| Stochastic: oversold cross (14, 3) | 598.1% | ×28 | -7.1% | -2.1% | partly | 301 |
| Wyckoff: buying the accumulation | 277.5% | ×28 | -10.1% | -5.1% | overfit | 110 |
| ADX: trade only in strong trends | 259.6% | ×28 | -10.3% | -5.3% | partly | 656 |
| RSI 14: buy oversold (30/70) | 257.6% | ×28 | -10.4% | -5.4% | — | 35 |
| Bounce off the lower Bollinger band | 213.6% | ×28 | -11.0% | -6.0% | overfit | 190 |
| Kaufman’s adaptive moving average (KAMA) | 176.6% | ×28 | -11.6% | -6.6% | overfit | 772 |
| Supertrend: the line that changes colour | 167.8% | ×28 | -11.7% | -6.7% | overfit | 36 |
| Ichimoku: buy above the cloud | 158.1% | ×28 | -11.9% | -6.9% | overfit | 308 |
| The MACD cross (12/26/9) | 132.2% | ×28 | -12.4% | -7.4% | overfit | 462 |
| Parabolic SAR: follow the dots | 78.0% | ×28 | -13.7% | -8.7% | overfit | 512 |
| 2-day RSI (the Connors rule) | 61.2% | ×28 | -14.1% | -9.1% | overfit | 483 |
| Heikin Ashi: follow the coloured candles | 53.3% | ×28 | -14.4% | -9.4% | overfit | 1422 |
| The Turtles: 55-day breakout | 40.0% | ×28 | -14.8% | -9.8% | overfit | 100 |
| Smart Money: the liquidity sweep | 2.9% | ×28 | -16.2% | -11.2% | overfit | 74 |
| ICT / Smart Money: the order block | 0.4% | ×28 | -16.3% | -11.3% | overfit | 12 |
| ICT / Smart Money: the fair value gap | -4.4% | ×28 | -16.5% | -11.5% | overfit | 150 |
| Upper Bollinger band breakout | -49.2% | ×28 | -19.3% | -14.3% | overfit | 380 |
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.