On HUBB, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On HUBB, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is "Sell in May and go away": -4.5 points a year over buying and holding HUBB. The worst is Upper Bollinger band breakout: -14.6 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 |
|---|---|---|---|---|---|---|
| “Sell in May and go away” | 982.1% | ×40 | -4.5% | -3.3% | overfit | 64 |
| RSI 14: buy oversold (30/70) | 616.9% | ×40 | -5.9% | -4.7% | overfit | 58 |
| Only invest above the 200-day average | 560.0% | ×40 | -6.1% | -4.9% | overfit | 222 |
| The golden cross (50/200) | 419.5% | ×40 | -6.9% | -5.7% | overfit | 41 |
| Supertrend: the line that changes colour | 216.8% | ×40 | -8.6% | -7.4% | overfit | 51 |
| Bounce off the lower Bollinger band | 205.2% | ×40 | -8.7% | -7.5% | overfit | 278 |
| Wyckoff: buying the accumulation | 176.0% | ×40 | -9.0% | -7.8% | overfit | 168 |
| The MACD cross (12/26/9) | 157.1% | ×40 | -9.2% | -8.0% | overfit | 668 |
| Stochastic: oversold cross (14, 3) | 123.7% | ×40 | -9.7% | -8.5% | overfit | 421 |
| Ichimoku: buy above the cloud | 60.0% | ×40 | -10.8% | -9.6% | overfit | 490 |
| ADX: trade only in strong trends | 55.2% | ×40 | -10.9% | -9.7% | overfit | 1078 |
| Heikin Ashi: follow the coloured candles | 13.5% | ×40 | -11.8% | -10.7% | overfit | 2058 |
| Kaufman’s adaptive moving average (KAMA) | 10.4% | ×40 | -11.9% | -10.8% | overfit | 1158 |
| Parabolic SAR: follow the dots | 8.9% | ×40 | -12.0% | -10.8% | overfit | 758 |
| ICT / Smart Money: the fair value gap | 6.1% | ×40 | -12.1% | -10.9% | overfit | 260 |
| ICT / Smart Money: the order block | -0.3% | ×40 | -12.3% | -11.1% | overfit | 18 |
| The Turtles: 55-day breakout | -4.6% | ×40 | -12.4% | -11.2% | overfit | 148 |
| Smart Money: the liquidity sweep | -12.9% | ×40 | -12.7% | -11.5% | overfit | 128 |
| 2-day RSI (the Connors rule) | -41.0% | ×40 | -13.9% | -12.7% | overfit | 724 |
| Upper Bollinger band breakout | -53.5% | ×40 | -14.6% | -13.4% | overfit | 524 |
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