Finaxion Research · SMCI

Which strategy works on SMCI?

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

Findings

On SMCI, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Stochastic: oversold cross (14, 3): +1.4 points a year over buying and holding SMCI. The worst is Upper Bollinger band breakout: -26.5 points a year against buy-and-hold.

On SMCI, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
The best is Stochastic: oversold cross (14, 3): +1.4 points a year over buying and holding SMCI.
The worst is Upper Bollinger band breakout: -26.5 points a year against buy-and-hold.

The 20 strategies, one by one

Strategy	Return	Buy and hold	Excess (pts/yr)	Vs. S&P 500 (pts/yr)	Out of sample	Trades
Stochastic: oversold cross (14, 3)	×53	×43	+1.4%	+11.6%	—	262
“Sell in May and go away”	×34	×43	-1.4%	+8.8%	holds	39
Ichimoku: buy above the cloud	845.3%	×43	-9.0%	+1.2%	—	232
Wyckoff: buying the accumulation	674.3%	×43	-10.2%	+0.1%	—	119
Supertrend: the line that changes colour	646.6%	×43	-10.4%	-0.2%	—	37
The MACD cross (12/26/9)	271.6%	×43	-14.3%	-4.1%	—	371
Bounce off the lower Bollinger band	250.0%	×43	-14.6%	-4.4%	—	150
The Turtles: 55-day breakout	249.9%	×43	-14.6%	-4.4%	—	70
2-day RSI (the Connors rule)	235.3%	×43	-14.9%	-4.6%	—	450
The golden cross (50/200)	225.2%	×43	-15.0%	-4.8%	—	28
Only invest above the 200-day average	211.3%	×43	-15.3%	-5.1%	—	145
RSI 14: buy oversold (30/70)	210.6%	×43	-15.3%	-5.1%	—	38
Parabolic SAR: follow the dots	166.4%	×43	-16.1%	-5.9%	—	402
ICT / Smart Money: the fair value gap	72.4%	×43	-18.4%	-8.2%	—	136
ADX: trade only in strong trends	30.8%	×43	-19.9%	-9.7%	—	599
Heikin Ashi: follow the coloured candles	24.5%	×43	-20.2%	-9.9%	—	1234
Smart Money: the liquidity sweep	19.2%	×43	-20.4%	-10.2%	—	58
Kaufman’s adaptive moving average (KAMA)	8.2%	×43	-20.9%	-10.7%	—	665
ICT / Smart Money: the order block	-0.1%	×43	-21.3%	-11.1%	—	4
Upper Bollinger band breakout	-64.5%	×43	-26.5%	-16.3%	—	308

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