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Finaxion Research · PODD

Which strategy works on PODD?

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

Findings

On PODD, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is the golden cross (50/200): +1.8 points a year over buying and holding PODD. The worst is Bounce off the lower Bollinger band: -21.9 points a year against buy-and-hold.

  1. On PODD, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is the golden cross (50/200): +1.8 points a year over buying and holding PODD.
  3. The worst is Bounce off the lower Bollinger band: -21.9 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
The golden cross (50/200)×13831.5%+1.8%+3.2%—24
ADX: trade only in strong trends565.6%831.5%-1.9%-0.5%—582
Only invest above the 200-day average558.6%831.5%-2.0%-0.5%—112
The MACD cross (12/26/9)422.8%831.5%-3.3%-1.8%—360
Parabolic SAR: follow the dots290.4%831.5%-4.9%-3.5%—434
RSI 14: buy oversold (30/70)280.3%831.5%-5.1%-3.6%—37
Ichimoku: buy above the cloud209.1%831.5%-6.2%-4.8%—222
“Sell in May and go away”163.0%831.5%-7.1%-5.7%overfit38
Wyckoff: buying the accumulation144.9%831.5%-7.5%-6.1%—128
Stochastic: oversold cross (14, 3)123.4%831.5%-8.0%-6.6%—265
Supertrend: the line that changes colour89.8%831.5%-8.9%-7.4%—24
ICT / Smart Money: the fair value gap49.1%831.5%-10.2%-8.7%—128
The Turtles: 55-day breakout41.9%831.5%-10.4%-9.0%—90
Kaufman’s adaptive moving average (KAMA)18.9%831.5%-11.4%-9.9%—684
Smart Money: the liquidity sweep4.1%831.5%-12.0%-10.6%—74
ICT / Smart Money: the order block-3.5%831.5%-12.4%-11.0%—4
Upper Bollinger band breakout-13.8%831.5%-13.0%-11.6%—304
2-day RSI (the Connors rule)-38.5%831.5%-14.7%-13.3%—436
Heikin Ashi: follow the coloured candles-38.6%831.5%-14.8%-13.3%—1270
Bounce off the lower Bollinger band-85.9%831.5%-21.9%-20.5%—165

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