On IT, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On IT, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is Supertrend: the line that changes colour, at -0.2 points a year over buying and holding IT, while the worst is Bounce off the lower Bollinger band, at -16.9 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 |
|---|---|---|---|---|---|---|
| Supertrend: the line that changes colour | ×62 | ×65 | -0.2% | +2.5% | overfit | 55 |
| The golden cross (50/200) | ×35 | ×65 | -2.1% | +0.6% | partly | 40 |
| Ichimoku: buy above the cloud | ×12 | ×65 | -5.6% | -2.9% | overfit | 423 |
| Only invest above the 200-day average | ×12 | ×65 | -5.7% | -3.0% | partly | 273 |
| “Sell in May and go away” | 686.7% | ×65 | -7.1% | -4.4% | overfit | 66 |
| Parabolic SAR: follow the dots | 637.0% | ×65 | -7.3% | -4.6% | overfit | 722 |
| The MACD cross (12/26/9) | 363.5% | ×65 | -8.8% | -6.1% | overfit | 646 |
| RSI 14: buy oversold (30/70) | 306.4% | ×65 | -9.2% | -6.5% | partly | 64 |
| Kaufman’s adaptive moving average (KAMA) | 257.2% | ×65 | -9.6% | -6.9% | overfit | 1199 |
| The Turtles: 55-day breakout | 215.1% | ×65 | -10.0% | -7.3% | partly | 139 |
| Stochastic: oversold cross (14, 3) | 70.3% | ×65 | -11.9% | -9.2% | overfit | 416 |
| 2-day RSI (the Connors rule) | 22.4% | ×65 | -12.9% | -10.2% | overfit | 748 |
| Wyckoff: buying the accumulation | 6.8% | ×65 | -13.3% | -10.7% | overfit | 219 |
| ICT / Smart Money: the order block | -2.4% | ×65 | -13.6% | -10.9% | — | 16 |
| ADX: trade only in strong trends | -34.9% | ×65 | -14.8% | -12.2% | overfit | 1101 |
| ICT / Smart Money: the fair value gap | -37.2% | ×65 | -15.0% | -12.3% | overfit | 246 |
| Upper Bollinger band breakout | -48.4% | ×65 | -15.5% | -12.8% | overfit | 568 |
| Smart Money: the liquidity sweep | -57.5% | ×65 | -16.1% | -13.4% | overfit | 98 |
| Heikin Ashi: follow the coloured candles | -65.7% | ×65 | -16.7% | -14.1% | overfit | 2239 |
| Bounce off the lower Bollinger band | -68.0% | ×65 | -16.9% | -14.3% | overfit | 254 |
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.