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Finaxion Research · SYF

Which strategy works on SYF?

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

Findings

On SYF, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Wyckoff: buying the accumulation: -0.5 points a year over buying and holding SYF. The worst is Heikin Ashi: follow the coloured candles: -15.7 points a year against buy-and-hold.

  1. On SYF, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Wyckoff: buying the accumulation: -0.5 points a year over buying and holding SYF.
  3. The worst is Heikin Ashi: follow the coloured candles: -15.7 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
Wyckoff: buying the accumulation303.6%325.2%-0.5%-1.7%—66
ADX: trade only in strong trends257.0%325.2%-1.6%-2.8%—388
Supertrend: the line that changes colour121.2%325.2%-5.9%-7.2%—22
2-day RSI (the Connors rule)103.5%325.2%-6.7%-7.9%—288
The MACD cross (12/26/9)94.9%325.2%-7.0%-8.3%—252
Kaufman’s adaptive moving average (KAMA)94.6%325.2%-7.0%-8.3%—431
Ichimoku: buy above the cloud56.5%325.2%-8.9%-10.2%—163
Parabolic SAR: follow the dots55.9%325.2%-9.0%-10.2%—266
Bounce off the lower Bollinger band50.3%325.2%-9.3%-10.5%—114
The Turtles: 55-day breakout47.9%325.2%-9.4%-10.7%—55
Stochastic: oversold cross (14, 3)43.0%325.2%-9.7%-11.0%—158
“Sell in May and go away”42.0%325.2%-9.8%-11.0%—24
ICT / Smart Money: the fair value gap36.3%325.2%-10.1%-11.4%—98
Only invest above the 200-day average13.4%325.2%-11.7%-12.9%—91
RSI 14: buy oversold (30/70)9.2%325.2%-12.0%-13.2%—20
ICT / Smart Money: the order block-3.1%325.2%-13.0%-14.2%—6
The golden cross (50/200)-4.9%325.2%-13.1%-14.4%—23
Smart Money: the liquidity sweep-13.6%325.2%-13.9%-15.2%—26
Upper Bollinger band breakout-17.8%325.2%-14.3%-15.6%—184
Heikin Ashi: follow the coloured candles-30.4%325.2%-15.7%-16.9%—860

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