FINAXIONResearch
Finaxion Research · HLT

Which strategy works on HLT?

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

Findings

On HLT, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is Only invest above the 200-day average, at -3.3 points a year over buying and holding HLT, while the worst is Upper Bollinger band breakout, at -19.3 points a year against buy-and-hold.

  1. On HLT, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Only invest above the 200-day average: -3.3 points a year over buying and holding HLT.
  3. The worst is Upper Bollinger band breakout: -19.3 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
Only invest above the 200-day average424.7%659.1%-3.3%-0.1%—45
The golden cross (50/200)318.9%659.1%-5.3%-2.1%—11
“Sell in May and go away”262.5%659.1%-6.6%-3.4%overfit25
Stochastic: oversold cross (14, 3)206.6%659.1%-8.0%-4.9%—174
Wyckoff: buying the accumulation153.3%659.1%-9.7%-6.5%—60
Supertrend: the line that changes colour139.6%659.1%-10.1%-7.0%—15
2-day RSI (the Connors rule)130.0%659.1%-10.5%-7.3%—306
Parabolic SAR: follow the dots100.0%659.1%-11.7%-8.5%—285
The MACD cross (12/26/9)93.2%659.1%-11.9%-8.8%—263
RSI 14: buy oversold (30/70)54.3%659.1%-13.8%-10.6%—16
Ichimoku: buy above the cloud35.8%659.1%-14.8%-11.7%—204
ADX: trade only in strong trends35.4%659.1%-14.9%-11.7%—453
Bounce off the lower Bollinger band32.0%659.1%-15.1%-11.9%—104
Kaufman’s adaptive moving average (KAMA)28.3%659.1%-15.3%-12.1%—468
ICT / Smart Money: the fair value gap4.5%659.1%-16.9%-13.7%—88
ICT / Smart Money: the order block0.3%659.1%-17.3%-14.1%—2
Heikin Ashi: follow the coloured candles-8.2%659.1%-17.9%-14.8%—866
The Turtles: 55-day breakout-13.0%659.1%-18.4%-15.2%—56
Smart Money: the liquidity sweep-16.1%659.1%-18.7%-15.5%—44
Upper Bollinger band breakout-23.2%659.1%-19.3%-16.2%—206

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.