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Finaxion Research · LYB

Which strategy works on LYB?

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

Findings

On LYB, 1 of 20 famous strategies beat buy-and-hold on daily bars; 1 of them hold out of sample. The best is "Sell in May and go away": +1.2 points a year over buying and holding LYB. The worst is Heikin Ashi: follow the coloured candles: -17.8 points a year against buy-and-hold.

  1. On LYB, 1 of 20 famous strategies beat buy-and-hold on daily bars; 1 of them hold out of sample.
  2. The best is “Sell in May and go away”: +1.2 points a year over buying and holding LYB.
  3. The worst is Heikin Ashi: follow the coloured candles: -17.8 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
“Sell in May and go away”793.0%648.8%+1.2%+0.3%holds33
Ichimoku: buy above the cloud480.1%648.8%-1.7%-2.7%—185
Supertrend: the line that changes colour267.9%648.8%-4.8%-5.7%—25
2-day RSI (the Connors rule)266.0%648.8%-4.8%-5.8%—377
The Turtles: 55-day breakout252.3%648.8%-5.1%-6.0%—58
Wyckoff: buying the accumulation243.1%648.8%-5.3%-6.2%—80
Stochastic: oversold cross (14, 3)183.8%648.8%-6.5%-7.4%—220
The golden cross (50/200)122.1%648.8%-8.1%-9.0%—23
Only invest above the 200-day average121.5%648.8%-8.1%-9.0%—113
The MACD cross (12/26/9)56.6%648.8%-10.3%-11.3%—312
RSI 14: buy oversold (30/70)48.4%648.8%-10.7%-11.6%—23
Parabolic SAR: follow the dots34.0%648.8%-11.3%-12.2%—386
ICT / Smart Money: the order block0.0%648.8%-13.1%-14.1%—10
ICT / Smart Money: the fair value gap-1.7%648.8%-13.2%-14.1%—126
Kaufman’s adaptive moving average (KAMA)-1.7%648.8%-13.2%-14.2%—584
ADX: trade only in strong trends-4.5%648.8%-13.4%-14.3%—588
Bounce off the lower Bollinger band-17.3%648.8%-14.3%-15.2%—130
Smart Money: the liquidity sweep-20.3%648.8%-14.5%-15.4%—70
Upper Bollinger band breakout-52.2%648.8%-17.5%-18.5%—272
Heikin Ashi: follow the coloured candles-54.5%648.8%-17.8%-18.8%—1126

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