On INTU, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On INTU, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Stochastic: oversold cross (14, 3): -7.2 points a year over buying and holding INTU. The worst is Heikin Ashi: follow the coloured candles: -21.3 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 |
|---|---|---|---|---|---|---|
| Stochastic: oversold cross (14, 3) | ×18 | ×155 | -7.2% | -1.7% | overfit | 464 |
| The golden cross (50/200) | ×14 | ×155 | -8.1% | -2.7% | overfit | 44 |
| Wyckoff: buying the accumulation | ×12 | ×155 | -8.6% | -3.2% | partly | 182 |
| RSI 14: buy oversold (30/70) | 648.1% | ×155 | -10.1% | -4.6% | partly | 48 |
| Only invest above the 200-day average | 601.0% | ×155 | -10.3% | -4.8% | partly | 264 |
| Supertrend: the line that changes colour | 476.3% | ×155 | -10.9% | -5.4% | overfit | 50 |
| 2-day RSI (the Connors rule) | 366.6% | ×155 | -11.6% | -6.1% | overfit | 760 |
| The MACD cross (12/26/9) | 229.3% | ×155 | -12.6% | -7.2% | overfit | 700 |
| Parabolic SAR: follow the dots | 158.5% | ×155 | -13.4% | -7.9% | overfit | 760 |
| Ichimoku: buy above the cloud | 152.2% | ×155 | -13.5% | -8.0% | overfit | 451 |
| Bounce off the lower Bollinger band | 136.2% | ×155 | -13.7% | -8.2% | overfit | 268 |
| The Turtles: 55-day breakout | 66.0% | ×155 | -14.7% | -9.3% | overfit | 147 |
| ICT / Smart Money: the order block | 2.8% | ×155 | -16.2% | -10.7% | — | 12 |
| Kaufman’s adaptive moving average (KAMA) | -1.7% | ×155 | -16.3% | -10.8% | overfit | 1263 |
| Smart Money: the liquidity sweep | -3.0% | ×155 | -16.4% | -10.9% | overfit | 130 |
| Upper Bollinger band breakout | -6.0% | ×155 | -16.4% | -11.0% | overfit | 544 |
| “Sell in May and go away” | -10.7% | ×155 | -16.6% | -11.1% | overfit | 67 |
| ADX: trade only in strong trends | -15.0% | ×155 | -16.8% | -11.3% | partly | 1122 |
| ICT / Smart Money: the fair value gap | -18.8% | ×155 | -16.9% | -11.4% | overfit | 232 |
| Heikin Ashi: follow the coloured candles | -82.1% | ×155 | -21.3% | -15.8% | overfit | 2201 |
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