Finaxion Research · TRGP

Which strategy works on TRGP?

On TRGP, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On TRGP, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Only invest above the 200-day average: +0.0 points a year over buying and holding TRGP. The worst is Bounce off the lower Bollinger band: -29.6 points a year against buy-and-hold.

On TRGP, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
The best is Only invest above the 200-day average: +0.0 points a year over buying and holding TRGP.
The worst is Bounce off the lower Bollinger band: -29.6 points a year against buy-and-hold.

The 19 strategies, one by one

Strategy	Return	Buy and hold	Excess (pts/yr)	Vs. S&P 500 (pts/yr)	Out of sample	Trades
Only invest above the 200-day average	×23	×23	+0.0%	+7.8%	—	93
Supertrend: the line that changes colour	×23	×23	-0.1%	+7.6%	—	19
The Turtles: 55-day breakout	×12	×23	-5.2%	+2.5%	—	61
Kaufman’s adaptive moving average (KAMA)	986.1%	×23	-5.7%	+2.1%	—	541
The golden cross (50/200)	871.9%	×23	-6.5%	+1.2%	—	15
Ichimoku: buy above the cloud	813.3%	×23	-6.9%	+0.8%	—	215
ADX: trade only in strong trends	759.4%	×23	-7.4%	+0.3%	—	481
Parabolic SAR: follow the dots	742.2%	×23	-7.5%	+0.2%	—	379
“Sell in May and go away”	695.7%	×23	-8.0%	-0.3%	overfit	31
The MACD cross (12/26/9)	397.1%	×23	-11.3%	-3.6%	—	337
Wyckoff: buying the accumulation	372.5%	×23	-11.7%	-4.0%	—	74
Heikin Ashi: follow the coloured candles	336.0%	×23	-12.2%	-4.5%	—	1064
2-day RSI (the Connors rule)	25.6%	×23	-20.6%	-12.9%	—	344
Stochastic: oversold cross (14, 3)	24.6%	×23	-20.7%	-12.9%	—	202
RSI 14: buy oversold (30/70)	20.0%	×23	-20.9%	-13.2%	—	22
ICT / Smart Money: the fair value gap	16.0%	×23	-21.1%	-13.4%	—	86
Smart Money: the liquidity sweep	10.9%	×23	-21.4%	-13.7%	—	56
Upper Bollinger band breakout	-21.6%	×23	-23.6%	-15.9%	—	262
Bounce off the lower Bollinger band	-70.8%	×23	-29.6%	-21.9%	—	120

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