Finaxion Research · IBKR

Which strategy works on IBKR?

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

Findings

On IBKR, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Supertrend: the line that changes colour: -3.0 points a year over buying and holding IBKR. The worst is the MACD cross (12/26/9): -19.5 points a year against buy-and-hold.

On IBKR, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
The best is Supertrend: the line that changes colour: -3.0 points a year over buying and holding IBKR.
The worst is the MACD cross (12/26/9): -19.5 points a year against buy-and-hold.

The 20 strategies, one by one

Strategy	Return	Buy and hold	Excess (pts/yr)	Vs. S&P 500 (pts/yr)	Out of sample	Trades
Supertrend: the line that changes colour	873.1%	×16	-3.0%	+1.7%	—	23
The golden cross (50/200)	533.3%	×16	-5.5%	-0.7%	—	33
Only invest above the 200-day average	500.7%	×16	-5.8%	-1.0%	—	139
Ichimoku: buy above the cloud	487.8%	×16	-5.9%	-1.2%	—	219
Parabolic SAR: follow the dots	292.3%	×16	-8.2%	-3.4%	—	425
“Sell in May and go away”	290.7%	×16	-8.2%	-3.5%	overfit	38
Wyckoff: buying the accumulation	269.9%	×16	-8.5%	-3.8%	—	109
RSI 14: buy oversold (30/70)	250.1%	×16	-8.8%	-4.1%	—	40
Stochastic: oversold cross (14, 3)	235.2%	×16	-9.0%	-4.3%	—	262
2-day RSI (the Connors rule)	223.2%	×16	-9.2%	-4.5%	—	450
The Turtles: 55-day breakout	198.7%	×16	-9.7%	-4.9%	—	71
Bounce off the lower Bollinger band	130.8%	×16	-11.1%	-6.3%	—	154
ADX: trade only in strong trends	28.4%	×16	-14.2%	-9.5%	—	631
ICT / Smart Money: the order block	4.9%	×16	-15.3%	-10.5%	—	4
Upper Bollinger band breakout	4.1%	×16	-15.3%	-10.6%	—	334
Kaufman’s adaptive moving average (KAMA)	2.3%	×16	-15.4%	-10.7%	—	723
Smart Money: the liquidity sweep	-13.6%	×16	-16.3%	-11.5%	—	66
ICT / Smart Money: the fair value gap	-18.6%	×16	-16.6%	-11.8%	—	112
Heikin Ashi: follow the coloured candles	-43.9%	×16	-18.5%	-13.7%	—	1293
The MACD cross (12/26/9)	-54.6%	×16	-19.5%	-14.8%	—	417

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.