On TRI, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On TRI, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is the golden cross (50/200): -0.4 points a year over buying and holding TRI. The worst is Upper Bollinger band breakout: -12.6 points a year against buy-and-hold.
| Strategy | Return | Buy and hold | Excess (pts/yr) | Vs. S&P 500 (pts/yr) | Out of sample | Trades |
|---|---|---|---|---|---|---|
| The golden cross (50/200) | 511.9% | 578.4% | -0.4% | -2.9% | overfit | 32 |
| “Sell in May and go away” | 266.9% | 578.4% | -2.7% | -5.1% | overfit | 48 |
| Only invest above the 200-day average | 213.0% | 578.4% | -3.4% | -5.8% | overfit | 199 |
| Wyckoff: buying the accumulation | 138.1% | 578.4% | -4.6% | -7.0% | overfit | 126 |
| Supertrend: the line that changes colour | 131.8% | 578.4% | -4.7% | -7.1% | overfit | 34 |
| Stochastic: oversold cross (14, 3) | 112.0% | 578.4% | -5.1% | -7.5% | overfit | 314 |
| Bounce off the lower Bollinger band | 102.6% | 578.4% | -5.3% | -7.7% | overfit | 190 |
| RSI 14: buy oversold (30/70) | 61.2% | 578.4% | -6.2% | -8.7% | overfit | 37 |
| 2-day RSI (the Connors rule) | 43.4% | 578.4% | -6.7% | -9.2% | overfit | 548 |
| The MACD cross (12/26/9) | 29.2% | 578.4% | -7.2% | -9.6% | overfit | 500 |
| Parabolic SAR: follow the dots | 23.0% | 578.4% | -7.4% | -9.8% | overfit | 538 |
| The Turtles: 55-day breakout | 2.2% | 578.4% | -8.1% | -10.6% | overfit | 103 |
| Smart Money: the liquidity sweep | -5.8% | 578.4% | -8.5% | -10.9% | overfit | 104 |
| ICT / Smart Money: the order block | -8.6% | 578.4% | -8.6% | -11.0% | overfit | 18 |
| Kaufman’s adaptive moving average (KAMA) | -12.9% | 578.4% | -8.8% | -11.2% | overfit | 897 |
| Ichimoku: buy above the cloud | -13.2% | 578.4% | -8.8% | -11.2% | overfit | 353 |
| ICT / Smart Money: the fair value gap | -21.9% | 578.4% | -9.2% | -11.7% | overfit | 210 |
| ADX: trade only in strong trends | -43.4% | 578.4% | -10.5% | -13.0% | overfit | 781 |
| Heikin Ashi: follow the coloured candles | -60.2% | 578.4% | -12.0% | -14.4% | overfit | 1631 |
| Upper Bollinger band breakout | -66.4% | 578.4% | -12.6% | -15.1% | overfit | 422 |
Finaxion is an analysis tool, not an investment adviser. This page is not a recommendation. Past performance does not guarantee future results. Prices and series: market data. Computations: Finaxion engine.