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Finaxion Research · MRVL

Which strategy works on MRVL?

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

Findings

On MRVL, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Only invest above the 200-day average: +0.2 points a year over buying and holding MRVL. The worst is Heikin Ashi: follow the coloured candles: -20.4 points a year against buy-and-hold.

  1. On MRVL, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Only invest above the 200-day average: +0.2 points a year over buying and holding MRVL.
  3. The worst is Heikin Ashi: follow the coloured candles: -20.4 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
Only invest above the 200-day average×18×17+0.2%+3.3%overfit179
“Sell in May and go away”×14×17-0.9%+2.2%—52
Supertrend: the line that changes colour×11×17-1.9%+1.2%overfit37
The golden cross (50/200)×11×17-1.9%+1.2%overfit29
Ichimoku: buy above the cloud819.1%×17-2.7%+0.4%overfit326
2-day RSI (the Connors rule)788.3%×17-2.8%+0.2%overfit641
RSI 14: buy oversold (30/70)419.1%×17-5.0%-2.0%overfit40
ADX: trade only in strong trends386.1%×17-5.3%-2.2%overfit870
Parabolic SAR: follow the dots292.7%×17-6.2%-3.1%overfit582
The Turtles: 55-day breakout268.8%×17-6.4%-3.3%overfit98
Kaufman’s adaptive moving average (KAMA)124.0%×17-8.4%-5.3%overfit958
Stochastic: oversold cross (14, 3)13.8%×17-11.0%-8.0%overfit346
Upper Bollinger band breakout7.2%×17-11.3%-8.2%overfit392
ICT / Smart Money: the order block-0.3%×17-11.6%-8.5%—4
Smart Money: the liquidity sweep-2.3%×17-11.6%-8.6%overfit84
ICT / Smart Money: the fair value gap-12.0%×17-12.0%-9.0%overfit224
Bounce off the lower Bollinger band-15.1%×17-12.2%-9.1%overfit220
Wyckoff: buying the accumulation-28.6%×17-12.8%-9.8%overfit202
The MACD cross (12/26/9)-38.3%×17-13.4%-10.3%overfit529
Heikin Ashi: follow the coloured candles-91.2%×17-20.4%-17.4%overfit1774

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