Finaxion Research · TMUS

Which strategy works on TMUS?

On TMUS, 3 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On TMUS, 3 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is "Sell in May and go away": +2.2 points a year over buying and holding TMUS. The worst is Heikin Ashi: follow the coloured candles: -16.5 points a year against buy-and-hold.

On TMUS, 3 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
The best is “Sell in May and go away”: +2.2 points a year over buying and holding TMUS.
The worst is Heikin Ashi: follow the coloured candles: -16.5 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
“Sell in May and go away”	516.4%	318.0%	+2.2%	-1.1%	overfit	39
The golden cross (50/200)	454.8%	318.0%	+1.6%	-1.6%	—	22
Only invest above the 200-day average	369.6%	318.0%	+0.7%	-2.6%	—	124
Wyckoff: buying the accumulation	64.2%	318.0%	-5.1%	-8.3%	—	117
Ichimoku: buy above the cloud	64.0%	318.0%	-5.1%	-8.3%	—	274
Supertrend: the line that changes colour	48.0%	318.0%	-5.6%	-8.8%	—	26
The Turtles: 55-day breakout	16.4%	318.0%	-6.9%	-10.1%	—	78
Stochastic: oversold cross (14, 3)	12.0%	318.0%	-7.1%	-10.3%	—	264
ICT / Smart Money: the order block	-2.1%	318.0%	-7.8%	-11.0%	—	10
ICT / Smart Money: the fair value gap	-9.1%	318.0%	-8.2%	-11.4%	—	156
2-day RSI (the Connors rule)	-13.4%	318.0%	-8.4%	-11.6%	—	420
RSI 14: buy oversold (30/70)	-15.3%	318.0%	-8.5%	-11.8%	—	27
Smart Money: the liquidity sweep	-22.0%	318.0%	-8.9%	-12.2%	—	44
Bounce off the lower Bollinger band	-22.5%	318.0%	-9.0%	-12.2%	—	160
Parabolic SAR: follow the dots	-26.7%	318.0%	-9.3%	-12.5%	—	433
ADX: trade only in strong trends	-32.1%	318.0%	-9.6%	-12.9%	—	621
Kaufman’s adaptive moving average (KAMA)	-34.8%	318.0%	-9.8%	-13.1%	—	725
Upper Bollinger band breakout	-43.9%	318.0%	-10.6%	-13.8%	—	304
The MACD cross (12/26/9)	-76.2%	318.0%	-14.8%	-18.1%	—	407
Heikin Ashi: follow the coloured candles	-83.2%	318.0%	-16.5%	-19.7%	—	1307

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