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Finaxion Research · FTV

Which strategy works on FTV?

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

Findings

On FTV, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is Stochastic: oversold cross (14, 3), at -2.0 points a year over buying and holding FTV, while the worst is ADX: trade only in strong trends, at -12.7 points a year against buy-and-hold.

  1. On FTV, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Stochastic: oversold cross (14, 3): -2.0 points a year over buying and holding FTV.
  3. The worst is ADX: trade only in strong trends: -12.7 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
Stochastic: oversold cross (14, 3)64.9%100.1%-2.0%-10.4%—147
“Sell in May and go away”49.9%100.1%-3.0%-11.4%overfit20
Wyckoff: buying the accumulation32.2%100.1%-4.3%-12.7%—49
RSI 14: buy oversold (30/70)20.1%100.1%-5.3%-13.7%—20
2-day RSI (the Connors rule)19.3%100.1%-5.3%-13.7%—246
Smart Money: the liquidity sweep6.8%100.1%-6.4%-14.8%—40
ICT / Smart Money: the fair value gap4.2%100.1%-6.7%-15.1%—68
Supertrend: the line that changes colour-4.7%100.1%-7.5%-16.0%—21
The Turtles: 55-day breakout-5.8%100.1%-7.7%-16.1%—37
ICT / Smart Money: the order block-7.4%100.1%-7.8%-16.3%—18
Only invest above the 200-day average-8.5%100.1%-8.0%-16.4%—95
Bounce off the lower Bollinger band-12.5%100.1%-8.4%-16.8%—76
Kaufman’s adaptive moving average (KAMA)-16.2%100.1%-8.8%-17.2%—372
Heikin Ashi: follow the coloured candles-22.7%100.1%-9.6%-18.0%—692
Ichimoku: buy above the cloud-23.4%100.1%-9.7%-18.1%—148
Upper Bollinger band breakout-23.7%100.1%-9.7%-18.1%—164
The MACD cross (12/26/9)-26.5%100.1%-10.1%-18.5%—212
Parabolic SAR: follow the dots-28.9%100.1%-10.4%-18.8%—223
The golden cross (50/200)-31.7%100.1%-10.8%-19.2%—15
ADX: trade only in strong trends-44.5%100.1%-12.7%-21.1%—358

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.