On ORLY, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On ORLY, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is the golden cross (50/200): -4.5 points a year over buying and holding ORLY. The worst is Smart Money: the liquidity sweep: -21.3 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 |
|---|---|---|---|---|---|---|
| The golden cross (50/200) | ×157 | ×554 | -4.5% | +5.5% | — | 30 |
| Only invest above the 200-day average | ×35 | ×554 | -9.6% | +0.3% | partly | 254 |
| Stochastic: oversold cross (14, 3) | ×26 | ×554 | -10.6% | -0.7% | overfit | 464 |
| “Sell in May and go away” | ×19 | ×554 | -11.7% | -1.8% | overfit | 67 |
| RSI 14: buy oversold (30/70) | ×15 | ×554 | -12.5% | -2.6% | partly | 53 |
| Parabolic SAR: follow the dots | ×13 | ×554 | -12.9% | -3.0% | partly | 692 |
| Wyckoff: buying the accumulation | 718.3% | ×554 | -14.3% | -4.4% | partly | 210 |
| Supertrend: the line that changes colour | 706.0% | ×554 | -14.4% | -4.5% | overfit | 53 |
| ADX: trade only in strong trends | 638.8% | ×554 | -14.7% | -4.7% | overfit | 1032 |
| Heikin Ashi: follow the coloured candles | 527.7% | ×554 | -15.2% | -5.3% | overfit | 2200 |
| The MACD cross (12/26/9) | 516.2% | ×554 | -15.2% | -5.3% | partly | 706 |
| Kaufman’s adaptive moving average (KAMA) | 498.4% | ×554 | -15.3% | -5.4% | overfit | 1234 |
| Ichimoku: buy above the cloud | 418.8% | ×554 | -15.8% | -5.9% | overfit | 518 |
| Bounce off the lower Bollinger band | 405.2% | ×554 | -15.9% | -5.9% | overfit | 264 |
| The Turtles: 55-day breakout | 383.0% | ×554 | -16.0% | -6.1% | overfit | 138 |
| 2-day RSI (the Connors rule) | 137.9% | ×554 | -18.2% | -8.3% | overfit | 707 |
| ICT / Smart Money: the fair value gap | 24.2% | ×554 | -20.2% | -10.3% | overfit | 262 |
| ICT / Smart Money: the order block | 5.4% | ×554 | -20.7% | -10.8% | — | 14 |
| Upper Bollinger band breakout | 0.9% | ×554 | -20.8% | -10.9% | overfit | 544 |
| Smart Money: the liquidity sweep | -14.2% | ×554 | -21.3% | -11.4% | overfit | 116 |
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