Finaxion Research · KHC

Which strategy works on KHC?

On KHC, 16 of 20 famous strategies beat buy-and-hold on daily bars; 1 of them hold out of sample.

Findings

On KHC, 16 of 20 famous strategies beat buy-and-hold on daily bars; 1 of them hold out of sample. The best is ICT / Smart Money: the order block: +4.9 points a year over buying and holding KHC. The worst is Heikin Ashi: follow the coloured candles: -4.6 points a year against buy-and-hold.

On KHC, 16 of 20 famous strategies beat buy-and-hold on daily bars; 1 of them hold out of sample.
The best is ICT / Smart Money: the order block: +4.9 points a year over buying and holding KHC.
The worst is Heikin Ashi: follow the coloured candles: -4.6 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
ICT / Smart Money: the order block	0.8%	-42.2%	+4.9%	-14.2%	—	4
ICT / Smart Money: the fair value gap	-6.9%	-42.2%	+4.2%	-15.0%	—	54
Smart Money: the liquidity sweep	-10.8%	-42.2%	+3.8%	-15.3%	—	32
“Sell in May and go away”	-15.1%	-42.2%	+3.3%	-15.8%	holds	22
Upper Bollinger band breakout	-19.0%	-42.2%	+2.9%	-16.2%	—	144
RSI 14: buy oversold (30/70)	-19.0%	-42.2%	+2.9%	-16.2%	—	20
The Turtles: 55-day breakout	-21.0%	-42.2%	+2.7%	-16.4%	—	41
Only invest above the 200-day average	-23.0%	-42.2%	+2.5%	-16.6%	—	79
Bounce off the lower Bollinger band	-31.2%	-42.2%	+1.5%	-17.6%	—	98
The golden cross (50/200)	-33.4%	-42.2%	+1.2%	-17.9%	—	17
2-day RSI (the Connors rule)	-35.3%	-42.2%	+1.0%	-18.2%	—	282
Wyckoff: buying the accumulation	-35.4%	-42.2%	+0.9%	-18.2%	—	75
Stochastic: oversold cross (14, 3)	-35.5%	-42.2%	+0.9%	-18.2%	—	138
Ichimoku: buy above the cloud	-36.0%	-42.2%	+0.9%	-18.3%	—	131
ADX: trade only in strong trends	-37.1%	-42.2%	+0.7%	-18.4%	—	314
Supertrend: the line that changes colour	-37.2%	-42.2%	+0.7%	-18.4%	—	17
Parabolic SAR: follow the dots	-48.9%	-42.2%	-1.1%	-20.2%	—	253
The MACD cross (12/26/9)	-55.0%	-42.2%	-2.1%	-21.2%	—	232
Kaufman’s adaptive moving average (KAMA)	-56.7%	-42.2%	-2.5%	-21.6%	—	365
Heikin Ashi: follow the coloured candles	-66.6%	-42.2%	-4.6%	-23.7%	—	719

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