On LYV, 1 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On LYV, 1 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: +1.7 points a year over buying and holding LYV. The worst is Upper Bollinger band breakout: -19.2 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 |
|---|---|---|---|---|---|---|
| Wyckoff: buying the accumulation | ×22 | ×17 | +1.7% | +5.1% | partly | 144 |
| ADX: trade only in strong trends | 441.0% | ×17 | -6.0% | -2.6% | overfit | 608 |
| Parabolic SAR: follow the dots | 282.8% | ×17 | -7.8% | -4.4% | overfit | 464 |
| The golden cross (50/200) | 267.0% | ×17 | -8.0% | -4.6% | overfit | 23 |
| Kaufman’s adaptive moving average (KAMA) | 229.0% | ×17 | -8.6% | -5.2% | overfit | 732 |
| The MACD cross (12/26/9) | 210.1% | ×17 | -8.9% | -5.5% | overfit | 382 |
| Only invest above the 200-day average | 182.2% | ×17 | -9.4% | -6.0% | overfit | 159 |
| Supertrend: the line that changes colour | 151.0% | ×17 | -10.0% | -6.6% | overfit | 36 |
| Stochastic: oversold cross (14, 3) | 149.7% | ×17 | -10.0% | -6.6% | overfit | 284 |
| Heikin Ashi: follow the coloured candles | 102.1% | ×17 | -11.1% | -7.6% | overfit | 1334 |
| Ichimoku: buy above the cloud | 101.0% | ×17 | -11.1% | -7.7% | overfit | 289 |
| Bounce off the lower Bollinger band | 98.9% | ×17 | -11.1% | -7.7% | overfit | 168 |
| RSI 14: buy oversold (30/70) | 96.8% | ×17 | -11.2% | -7.8% | overfit | 38 |
| “Sell in May and go away” | 84.1% | ×17 | -11.5% | -8.1% | overfit | 41 |
| The Turtles: 55-day breakout | 72.8% | ×17 | -11.9% | -8.4% | overfit | 89 |
| Smart Money: the liquidity sweep | 5.8% | ×17 | -14.3% | -10.8% | overfit | 72 |
| ICT / Smart Money: the fair value gap | 1.4% | ×17 | -14.5% | -11.1% | overfit | 130 |
| 2-day RSI (the Connors rule) | -52.0% | ×17 | -18.0% | -14.6% | overfit | 472 |
| Upper Bollinger band breakout | -62.3% | ×17 | -19.2% | -15.7% | overfit | 326 |
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