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Finaxion Research · IQV

Which strategy works on IQV?

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

Findings

On IQV, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is Wyckoff: buying the accumulation, at -5.2 points a year over buying and holding IQV. The worst is Kaufman's adaptive moving average (KAMA), at -18.1 points a year against buy-and-hold.

  1. On IQV, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Wyckoff: buying the accumulation: -5.2 points a year over buying and holding IQV.
  3. The worst is Kaufman’s adaptive moving average (KAMA): -18.1 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
Wyckoff: buying the accumulation234.1%520.3%-5.2%-4.8%—69
Stochastic: oversold cross (14, 3)212.6%520.3%-5.7%-5.3%—180
Parabolic SAR: follow the dots205.1%520.3%-5.9%-5.5%—287
Supertrend: the line that changes colour142.1%520.3%-7.8%-7.4%—21
Ichimoku: buy above the cloud121.7%520.3%-8.5%-8.1%—159
Only invest above the 200-day average109.1%520.3%-9.0%-8.6%—99
RSI 14: buy oversold (30/70)99.5%520.3%-9.4%-8.9%—26
The Turtles: 55-day breakout82.9%520.3%-10.0%-9.6%—47
Heikin Ashi: follow the coloured candles78.8%520.3%-10.2%-9.8%—883
The MACD cross (12/26/9)74.1%520.3%-10.4%-10.0%—253
ADX: trade only in strong trends50.6%520.3%-11.6%-11.1%—435
Bounce off the lower Bollinger band44.2%520.3%-11.9%-11.5%—104
“Sell in May and go away”25.0%520.3%-13.0%-12.6%overfit26
The golden cross (50/200)24.6%520.3%-13.0%-12.6%—23
ICT / Smart Money: the fair value gap10.2%520.3%-14.0%-13.5%—122
Smart Money: the liquidity sweep-1.8%520.3%-14.8%-14.4%—40
Upper Bollinger band breakout-3.0%520.3%-14.9%-14.5%—196
ICT / Smart Money: the order block-7.0%520.3%-15.2%-14.8%—8
2-day RSI (the Connors rule)-19.3%520.3%-16.3%-15.9%—298
Kaufman’s adaptive moving average (KAMA)-36.6%520.3%-18.1%-17.6%—497

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