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Finaxion Research · LTC/USD

Which strategy works on LTC/USD?

On LTC/USD, 7 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On LTC/USD, 7 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Wyckoff: buying the accumulation: +6.1 points a year over buying and holding LTC/USD. The worst is Bounce off the lower Bollinger band: -30.0 points a year against buy-and-hold.

  1. On LTC/USD, 7 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Wyckoff: buying the accumulation: +6.1 points a year over buying and holding LTC/USD.
  3. The worst is Bounce off the lower Bollinger band: -30.0 points a year against buy-and-hold.

The 19 strategies, one by one

StrategyReturnBuy and holdExcess (pts/yr)Vs. S&P 500 (pts/yr)Out of sampleTrades
Wyckoff: buying the accumulation×62859.3%+6.1%+13.1%—119
“Sell in May and go away”×14859.3%+3.9%+11.0%—24
The Turtles: 55-day breakout×37859.3%+2.4%+9.4%—51
Parabolic SAR: follow the dots×25859.3%-0.6%+6.5%—302
Ichimoku: buy above the cloud×19859.3%-2.1%+4.9%—183
The MACD cross (12/26/9)×14859.3%-4.4%+2.6%—316
Only invest above the 200-day average×14859.3%-4.6%+2.5%—148
Supertrend: the line that changes colour702.3%859.3%-8.1%-1.0%—37
The golden cross (50/200)361.1%859.3%-11.6%-4.5%—32
Kaufman’s adaptive moving average (KAMA)326.0%859.3%-12.1%-5.1%—634
Upper Bollinger band breakout200.4%859.3%-14.3%-7.2%—296
Heikin Ashi: follow the coloured candles158.0%859.3%-15.2%-8.2%—1082
ADX: trade only in strong trends119.2%859.3%-16.2%-9.1%—491
2-day RSI (the Connors rule)11.6%859.3%-20.2%-13.1%—413
Smart Money: the liquidity sweep9.6%859.3%-20.3%-13.2%—24
ICT / Smart Money: the fair value gap3.4%859.3%-20.6%-13.6%—78
RSI 14: buy oversold (30/70)-64.7%859.3%-26.7%-19.6%—30
Stochastic: oversold cross (14, 3)-73.7%859.3%-28.2%-21.2%—242
Bounce off the lower Bollinger band-81.3%859.3%-30.0%-23.0%—114

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.