On NVDA, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On NVDA, 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: +1.3 points a year over buying and holding NVDA. The worst is Upper Bollinger band breakout: -38.6 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 |
|---|---|---|---|---|---|---|
| Only invest above the 200-day average | ×7 500 | ×5 878 | +1.3% | +29.5% | overfit | 123 |
| The golden cross (50/200) | ×3 153 | ×5 878 | -3.0% | +25.2% | overfit | 27 |
| The Turtles: 55-day breakout | ×823 | ×5 878 | -9.3% | +18.9% | — | 113 |
| Ichimoku: buy above the cloud | ×763 | ×5 878 | -9.7% | +18.5% | partly | 331 |
| Supertrend: the line that changes colour | ×581 | ×5 878 | -11.0% | +17.2% | overfit | 41 |
| ADX: trade only in strong trends | ×483 | ×5 878 | -11.8% | +16.4% | partly | 839 |
| “Sell in May and go away” | ×248 | ×5 878 | -14.8% | +13.4% | overfit | 55 |
| Kaufman’s adaptive moving average (KAMA) | ×60 | ×5 878 | -20.9% | +7.2% | overfit | 979 |
| Parabolic SAR: follow the dots | ×56 | ×5 878 | -21.2% | +7.0% | overfit | 589 |
| Wyckoff: buying the accumulation | ×42 | ×5 878 | -22.5% | +5.7% | overfit | 165 |
| The MACD cross (12/26/9) | ×36 | ×5 878 | -23.0% | +5.2% | partly | 546 |
| Heikin Ashi: follow the coloured candles | 881.2% | ×5 878 | -28.3% | -0.1% | overfit | 1755 |
| Bounce off the lower Bollinger band | 309.4% | ×5 878 | -31.7% | -3.5% | overfit | 202 |
| 2-day RSI (the Connors rule) | 302.7% | ×5 878 | -31.7% | -3.5% | overfit | 620 |
| RSI 14: buy oversold (30/70) | 153.5% | ×5 878 | -33.5% | -5.3% | overfit | 44 |
| Smart Money: the liquidity sweep | 56.4% | ×5 878 | -35.3% | -7.1% | overfit | 78 |
| Stochastic: oversold cross (14, 3) | 20.4% | ×5 878 | -36.3% | -8.1% | overfit | 354 |
| ICT / Smart Money: the fair value gap | 0.2% | ×5 878 | -36.9% | -8.7% | overfit | 212 |
| ICT / Smart Money: the order block | -1.1% | ×5 878 | -37.0% | -8.8% | — | 10 |
| Upper Bollinger band breakout | -36.4% | ×5 878 | -38.6% | -10.4% | overfit | 488 |
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