On IWM, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On IWM, 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: -2.3 points a year over buying and holding IWM. The worst is Heikin Ashi: follow the coloured candles: -15.3 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 |
|---|---|---|---|---|---|---|
| Supertrend: the line that changes colour | 417.1% | 801.9% | -2.3% | -2.2% | overfit | 21 |
| “Sell in May and go away” | 338.2% | 801.9% | -2.9% | -2.9% | overfit | 52 |
| 2-day RSI (the Connors rule) | 194.3% | 801.9% | -4.5% | -4.5% | overfit | 614 |
| Stochastic: oversold cross (14, 3) | 180.6% | 801.9% | -4.7% | -4.6% | overfit | 365 |
| Only invest above the 200-day average | 151.6% | 801.9% | -5.2% | -5.1% | overfit | 233 |
| RSI 14: buy oversold (30/70) | 146.3% | 801.9% | -5.2% | -5.2% | overfit | 40 |
| The MACD cross (12/26/9) | 117.5% | 801.9% | -5.7% | -5.7% | overfit | 540 |
| Ichimoku: buy above the cloud | 92.5% | 801.9% | -6.2% | -6.1% | overfit | 349 |
| The golden cross (50/200) | 74.0% | 801.9% | -6.6% | -6.5% | overfit | 37 |
| Parabolic SAR: follow the dots | 65.5% | 801.9% | -6.8% | -6.7% | overfit | 652 |
| The Turtles: 55-day breakout | 21.7% | 801.9% | -8.0% | -7.9% | overfit | 129 |
| Smart Money: the liquidity sweep | -2.5% | 801.9% | -8.8% | -8.8% | overfit | 110 |
| ICT / Smart Money: the order block | -3.7% | 801.9% | -8.9% | -8.8% | overfit | 18 |
| Bounce off the lower Bollinger band | -3.9% | 801.9% | -8.9% | -8.8% | overfit | 218 |
| ICT / Smart Money: the fair value gap | -11.6% | 801.9% | -9.2% | -9.1% | overfit | 214 |
| Upper Bollinger band breakout | -23.8% | 801.9% | -9.8% | -9.7% | overfit | 352 |
| ADX: trade only in strong trends | -29.8% | 801.9% | -10.1% | -10.0% | overfit | 954 |
| Wyckoff: buying the accumulation | -42.1% | 801.9% | -10.8% | -10.7% | overfit | 145 |
| Kaufman’s adaptive moving average (KAMA) | -76.7% | 801.9% | -14.1% | -14.1% | overfit | 1054 |
| Heikin Ashi: follow the coloured candles | -83.0% | 801.9% | -15.3% | -15.2% | overfit | 1790 |
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.