On LDOS, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On LDOS, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is "Sell in May and go away": -5.9 points a year over buying and holding LDOS. The worst is Heikin Ashi: follow the coloured candles: -13.2 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 |
|---|---|---|---|---|---|---|
| “Sell in May and go away” | 111.2% | 530.2% | -5.9% | -7.3% | — | 40 |
| RSI 14: buy oversold (30/70) | 101.8% | 530.2% | -6.1% | -7.5% | overfit | 36 |
| Wyckoff: buying the accumulation | 93.1% | 530.2% | -6.3% | -7.7% | overfit | 127 |
| Bounce off the lower Bollinger band | 86.0% | 530.2% | -6.5% | -7.9% | overfit | 170 |
| Supertrend: the line that changes colour | 83.8% | 530.2% | -6.6% | -8.0% | overfit | 23 |
| Ichimoku: buy above the cloud | 74.6% | 530.2% | -6.9% | -8.2% | overfit | 241 |
| The MACD cross (12/26/9) | 73.6% | 530.2% | -6.9% | -8.3% | overfit | 374 |
| The golden cross (50/200) | 66.0% | 530.2% | -7.1% | -8.5% | overfit | 38 |
| Parabolic SAR: follow the dots | 59.8% | 530.2% | -7.3% | -8.7% | overfit | 434 |
| The Turtles: 55-day breakout | 56.7% | 530.2% | -7.4% | -8.8% | overfit | 83 |
| Kaufman’s adaptive moving average (KAMA) | 19.3% | 530.2% | -8.8% | -10.2% | overfit | 720 |
| Only invest above the 200-day average | 17.1% | 530.2% | -8.9% | -10.3% | overfit | 200 |
| ICT / Smart Money: the order block | 3.2% | 530.2% | -9.5% | -10.9% | overfit | 12 |
| Stochastic: oversold cross (14, 3) | 1.9% | 530.2% | -9.6% | -11.0% | overfit | 259 |
| Smart Money: the liquidity sweep | -2.7% | 530.2% | -9.8% | -11.2% | overfit | 90 |
| ICT / Smart Money: the fair value gap | -14.5% | 530.2% | -10.5% | -11.9% | overfit | 86 |
| ADX: trade only in strong trends | -15.2% | 530.2% | -10.5% | -11.9% | overfit | 637 |
| 2-day RSI (the Connors rule) | -26.6% | 530.2% | -11.3% | -12.6% | overfit | 422 |
| Upper Bollinger band breakout | -32.6% | 530.2% | -11.7% | -13.1% | overfit | 290 |
| Heikin Ashi: follow the coloured candles | -50.4% | 530.2% | -13.2% | -14.6% | overfit | 1301 |
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