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Finaxion Research · LULU

Which strategy works on LULU?

On LULU, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On LULU, 1 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: +4.5 points a year over buying and holding LULU. The worst is ICT / Smart Money: the fair value gap: -13.2 points a year against buy-and-hold.

  1. On LULU, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Supertrend: the line that changes colour: +4.5 points a year over buying and holding LULU.
  3. The worst is ICT / Smart Money: the fair value gap: -13.2 points a year against buy-and-hold.

The 20 strategies, one by one

StrategyReturnBuy and holdExcess (pts/yr)Vs. S&P 500 (pts/yr)Out of sampleTrades
Supertrend: the line that changes colour×18759.0%+4.5%+5.3%—34
Only invest above the 200-day average753.7%759.0%-0.0%+0.8%—142
Ichimoku: buy above the cloud635.1%759.0%-0.9%-0.1%—195
The Turtles: 55-day breakout592.6%759.0%-1.2%-0.4%—80
The golden cross (50/200)465.0%759.0%-2.4%-1.6%—28
ADX: trade only in strong trends373.7%759.0%-3.4%-2.6%—596
“Sell in May and go away”359.6%759.0%-3.6%-2.8%—38
Parabolic SAR: follow the dots273.4%759.0%-4.8%-4.0%—410
Heikin Ashi: follow the coloured candles222.6%759.0%-5.6%-4.8%—1221
The MACD cross (12/26/9)187.1%759.0%-6.2%-5.4%—360
Wyckoff: buying the accumulation111.4%759.0%-7.9%-7.1%—104
Stochastic: oversold cross (14, 3)110.5%759.0%-7.9%-7.1%—263
Kaufman’s adaptive moving average (KAMA)89.9%759.0%-8.5%-7.7%—710
Bounce off the lower Bollinger band85.4%759.0%-8.6%-7.8%—170
Smart Money: the liquidity sweep43.9%759.0%-10.0%-9.2%—72
2-day RSI (the Connors rule)25.6%759.0%-10.7%-9.9%—482
RSI 14: buy oversold (30/70)9.0%759.0%-11.5%-10.7%—39
Upper Bollinger band breakout2.3%759.0%-11.8%-11.0%—298
ICT / Smart Money: the order block1.1%759.0%-11.9%-11.1%—2
ICT / Smart Money: the fair value gap-21.2%759.0%-13.2%-12.4%—138

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