On MCHP, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On MCHP, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Stochastic: oversold cross (14, 3): -0.8 points a year over buying and holding MCHP. The worst is Heikin Ashi: follow the coloured candles: -31.1 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 |
|---|---|---|---|---|---|---|
| Stochastic: oversold cross (14, 3) | ×334 | ×421 | -0.8% | +8.2% | partly | 489 |
| RSI 14: buy oversold (30/70) | ×98 | ×421 | -5.1% | +3.9% | partly | 58 |
| Bounce off the lower Bollinger band | ×88 | ×421 | -5.4% | +3.5% | partly | 312 |
| 2-day RSI (the Connors rule) | ×64 | ×421 | -6.5% | +2.5% | partly | 806 |
| Wyckoff: buying the accumulation | ×24 | ×421 | -9.8% | -0.8% | overfit | 220 |
| “Sell in May and go away” | ×20 | ×421 | -10.5% | -1.5% | — | 67 |
| The golden cross (50/200) | 523.1% | ×421 | -14.2% | -5.2% | partly | 51 |
| Supertrend: the line that changes colour | 154.2% | ×421 | -17.0% | -8.0% | overfit | 43 |
| Parabolic SAR: follow the dots | 70.4% | ×421 | -18.2% | -9.2% | overfit | 768 |
| Ichimoku: buy above the cloud | 27.6% | ×421 | -19.1% | -10.1% | overfit | 526 |
| Only invest above the 200-day average | 1.8% | ×421 | -19.7% | -10.8% | overfit | 300 |
| ADX: trade only in strong trends | 0.2% | ×421 | -19.8% | -10.8% | overfit | 1072 |
| ICT / Smart Money: the order block | -1.8% | ×421 | -19.8% | -10.8% | — | 6 |
| Smart Money: the liquidity sweep | -4.2% | ×421 | -19.9% | -10.9% | overfit | 126 |
| ICT / Smart Money: the fair value gap | -7.8% | ×421 | -20.0% | -11.0% | overfit | 258 |
| The Turtles: 55-day breakout | -9.3% | ×421 | -20.1% | -11.1% | overfit | 146 |
| The MACD cross (12/26/9) | -33.4% | ×421 | -21.0% | -12.0% | overfit | 700 |
| Kaufman’s adaptive moving average (KAMA) | -77.2% | ×421 | -24.1% | -15.1% | overfit | 1226 |
| Upper Bollinger band breakout | -86.3% | ×421 | -25.6% | -16.6% | overfit | 528 |
| Heikin Ashi: follow the coloured candles | -98.2% | ×421 | -31.1% | -22.1% | overfit | 2342 |
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