On MPWR, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On MPWR, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is RSI 14: buy oversold (30/70): -8.5 points a year over buying and holding MPWR. The worst is Heikin Ashi: follow the coloured candles: -30.5 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 |
|---|---|---|---|---|---|---|
| RSI 14: buy oversold (30/70) | ×33 | ×151 | -8.5% | +6.4% | partly | 46 |
| Only invest above the 200-day average | ×30 | ×151 | -8.9% | +6.0% | overfit | 145 |
| “Sell in May and go away” | ×30 | ×151 | -9.0% | +5.9% | overfit | 43 |
| Wyckoff: buying the accumulation | ×13 | ×151 | -13.2% | +1.7% | overfit | 155 |
| The golden cross (50/200) | ×13 | ×151 | -13.3% | +1.6% | overfit | 27 |
| The MACD cross (12/26/9) | ×12 | ×151 | -13.7% | +1.2% | overfit | 428 |
| Ichimoku: buy above the cloud | ×12 | ×151 | -13.7% | +1.2% | partly | 252 |
| Kaufman’s adaptive moving average (KAMA) | 526.0% | ×151 | -17.1% | -2.2% | overfit | 732 |
| Stochastic: oversold cross (14, 3) | 324.0% | ×151 | -19.0% | -4.1% | overfit | 293 |
| ADX: trade only in strong trends | 299.3% | ×151 | -19.3% | -4.4% | overfit | 732 |
| The Turtles: 55-day breakout | 295.6% | ×151 | -19.4% | -4.5% | overfit | 94 |
| Supertrend: the line that changes colour | 241.8% | ×151 | -20.1% | -5.2% | partly | 29 |
| 2-day RSI (the Connors rule) | 232.5% | ×151 | -20.2% | -5.3% | overfit | 456 |
| Parabolic SAR: follow the dots | 227.4% | ×151 | -20.3% | -5.4% | overfit | 522 |
| Smart Money: the liquidity sweep | 39.3% | ×151 | -24.4% | -9.5% | overfit | 70 |
| Bounce off the lower Bollinger band | 19.4% | ×151 | -25.1% | -10.2% | overfit | 164 |
| ICT / Smart Money: the order block | 2.9% | ×151 | -25.8% | -10.9% | — | 6 |
| ICT / Smart Money: the fair value gap | -3.9% | ×151 | -26.1% | -11.2% | overfit | 162 |
| Upper Bollinger band breakout | -52.6% | ×151 | -29.3% | -14.4% | overfit | 396 |
| Heikin Ashi: follow the coloured candles | -63.7% | ×151 | -30.5% | -15.6% | overfit | 1474 |
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