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Finaxion Research · NFLX

Which strategy works on NFLX?

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

Findings

On NFLX, 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: +2.9 points a year over buying and holding NFLX. The worst is Upper Bollinger band breakout: -33.4 points a year against buy-and-hold.

  1. On NFLX, 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: +2.9 points a year over buying and holding NFLX.
  3. The worst is Upper Bollinger band breakout: -33.4 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×1 150×677+2.9%+23.4%—106
Supertrend: the line that changes colour×550×677-1.1%+19.4%partly50
The golden cross (50/200)×382×677-3.0%+17.5%—26
The Turtles: 55-day breakout×140×677-8.2%+12.3%—96
ADX: trade only in strong trends×91×677-10.4%+10.1%partly641
“Sell in May and go away”×79×677-11.1%+9.4%overfit48
Ichimoku: buy above the cloud×72×677-11.5%+9.0%partly269
Wyckoff: buying the accumulation×56×677-12.7%+7.8%overfit190
Parabolic SAR: follow the dots×26×677-16.5%+4.0%partly509
Kaufman’s adaptive moving average (KAMA)×16×677-18.8%+1.7%—815
Stochastic: oversold cross (14, 3)755.7%×677-21.5%-1.1%partly318
Heikin Ashi: follow the coloured candles538.9%×677-22.9%-2.4%overfit1541
The MACD cross (12/26/9)500.0%×677-23.1%-2.6%overfit481
2-day RSI (the Connors rule)220.6%×677-25.9%-5.4%overfit578
ICT / Smart Money: the fair value gap60.6%×677-28.8%-8.3%overfit176
RSI 14: buy oversold (30/70)26.3%×677-29.8%-9.3%overfit43
Bounce off the lower Bollinger band8.0%×677-30.5%-10.0%overfit172
ICT / Smart Money: the order block0.6%×677-30.8%-10.3%—4
Smart Money: the liquidity sweep-8.8%×677-31.2%-10.7%overfit66
Upper Bollinger band breakout-47.1%×677-33.4%-12.9%overfit440

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