On FSLR, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On FSLR, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is Ichimoku: buy above the cloud, at -1.6 points a year over buying and holding FSLR. The worst is Parabolic SAR: follow the dots, at -17.2 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 |
|---|---|---|---|---|---|---|
| Ichimoku: buy above the cloud | 513.2% | 716.1% | -1.6% | -1.4% | overfit | 176 |
| Supertrend: the line that changes colour | 333.4% | 716.1% | -3.5% | -3.3% | overfit | 37 |
| Only invest above the 200-day average | 319.5% | 716.1% | -3.7% | -3.5% | overfit | 126 |
| The Turtles: 55-day breakout | 296.8% | 716.1% | -4.0% | -3.8% | overfit | 72 |
| “Sell in May and go away” | 203.4% | 716.1% | -5.4% | -5.2% | — | 39 |
| The golden cross (50/200) | 193.6% | 716.1% | -5.6% | -5.4% | overfit | 28 |
| Wyckoff: buying the accumulation | 79.3% | 716.1% | -8.2% | -8.0% | overfit | 160 |
| Stochastic: oversold cross (14, 3) | 28.3% | 716.1% | -9.9% | -9.7% | overfit | 273 |
| Heikin Ashi: follow the coloured candles | 24.3% | 716.1% | -10.1% | -9.9% | overfit | 1305 |
| ICT / Smart Money: the order block | 0.8% | 716.1% | -11.2% | -10.9% | — | 2 |
| ADX: trade only in strong trends | -4.6% | 716.1% | -11.4% | -11.2% | overfit | 656 |
| Smart Money: the liquidity sweep | -9.1% | 716.1% | -11.7% | -11.5% | overfit | 64 |
| ICT / Smart Money: the fair value gap | -23.4% | 716.1% | -12.5% | -12.3% | overfit | 136 |
| 2-day RSI (the Connors rule) | -37.2% | 716.1% | -13.5% | -13.3% | overfit | 464 |
| Bounce off the lower Bollinger band | -56.6% | 716.1% | -15.3% | -15.1% | overfit | 154 |
| Upper Bollinger band breakout | -58.9% | 716.1% | -15.6% | -15.4% | overfit | 310 |
| RSI 14: buy oversold (30/70) | -62.8% | 716.1% | -16.1% | -15.9% | overfit | 30 |
| Kaufman’s adaptive moving average (KAMA) | -64.0% | 716.1% | -16.2% | -16.0% | overfit | 746 |
| The MACD cross (12/26/9) | -68.5% | 716.1% | -16.9% | -16.7% | overfit | 404 |
| Parabolic SAR: follow the dots | -70.5% | 716.1% | -17.2% | -17.0% | overfit | 444 |
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