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Finaxion Research · NCLH

Which strategy works on NCLH?

On NCLH, 7 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On NCLH, 7 of 20 famous strategies beat buy-and-hold on daily bars, but 0 of them hold out of sample. The best is Wyckoff: buying the accumulation, at +9.6 points a year over buying and holding NCLH. The worst is the golden cross (50/200), at -11.8 points a year against buy-and-hold.

  1. On NCLH, 7 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Wyckoff: buying the accumulation: +9.6 points a year over buying and holding NCLH.
  3. The worst is the golden cross (50/200): -11.8 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
Wyckoff: buying the accumulation133.8%-34.9%+9.6%-8.3%—74
RSI 14: buy oversold (30/70)105.6%-34.9%+8.6%-9.3%—31
The MACD cross (12/26/9)74.6%-34.9%+7.3%-10.6%—252
Heikin Ashi: follow the coloured candles33.2%-34.9%+5.2%-12.6%—948
ICT / Smart Money: the fair value gap0.4%-34.9%+3.1%-14.7%—96
ICT / Smart Money: the order block-1.0%-34.9%+3.0%-14.8%—2
Smart Money: the liquidity sweep-12.5%-34.9%+2.1%-15.7%—40
“Sell in May and go away”-46.3%-34.9%-1.4%-19.2%overfit27
Ichimoku: buy above the cloud-48.8%-34.9%-1.7%-19.6%—184
2-day RSI (the Connors rule)-55.0%-34.9%-2.6%-20.5%—329
Upper Bollinger band breakout-57.1%-34.9%-2.9%-20.8%—194
Stochastic: oversold cross (14, 3)-58.9%-34.9%-3.2%-21.1%—169
ADX: trade only in strong trends-59.5%-34.9%-3.3%-21.2%—476
Only invest above the 200-day average-62.0%-34.9%-3.8%-21.6%—114
Kaufman’s adaptive moving average (KAMA)-62.9%-34.9%-3.9%-21.8%—480
Supertrend: the line that changes colour-66.2%-34.9%-4.6%-22.4%—32
Parabolic SAR: follow the dots-69.0%-34.9%-5.1%-23.0%—286
Bounce off the lower Bollinger band-71.9%-34.9%-5.8%-23.7%—117
The Turtles: 55-day breakout-83.2%-34.9%-9.2%-27.1%—56
The golden cross (50/200)-88.9%-34.9%-11.8%-29.7%—28

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