On TSCO, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On TSCO, 0 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is "Sell in May and go away" at -4.3 points a year over buying and holding TSCO, while the worst is ICT / Smart Money: the order block at -16.8 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 |
|---|---|---|---|---|---|---|
| “Sell in May and go away” | ×45 | ×153 | -4.3% | +1.5% | — | 65 |
| Supertrend: the line that changes colour | ×40 | ×153 | -4.7% | +1.1% | overfit | 44 |
| Only invest above the 200-day average | ×28 | ×153 | -5.9% | -0.1% | overfit | 224 |
| The Turtles: 55-day breakout | ×17 | ×153 | -7.6% | -1.8% | partly | 113 |
| Wyckoff: buying the accumulation | ×15 | ×153 | -8.0% | -2.2% | overfit | 233 |
| The golden cross (50/200) | ×11 | ×153 | -8.9% | -3.1% | overfit | 46 |
| Ichimoku: buy above the cloud | ×11 | ×153 | -9.0% | -3.2% | overfit | 403 |
| The MACD cross (12/26/9) | 650.5% | ×153 | -10.3% | -4.5% | overfit | 666 |
| Stochastic: oversold cross (14, 3) | 381.6% | ×153 | -11.8% | -6.0% | overfit | 448 |
| Kaufman’s adaptive moving average (KAMA) | 374.8% | ×153 | -11.8% | -6.0% | overfit | 1216 |
| Parabolic SAR: follow the dots | 195.3% | ×153 | -13.3% | -7.5% | overfit | 712 |
| RSI 14: buy oversold (30/70) | 195.6% | ×153 | -13.3% | -7.5% | overfit | 48 |
| ADX: trade only in strong trends | 181.0% | ×153 | -13.5% | -7.7% | partly | 973 |
| Upper Bollinger band breakout | 158.0% | ×153 | -13.8% | -8.0% | overfit | 456 |
| Bounce off the lower Bollinger band | 148.5% | ×153 | -13.9% | -8.1% | overfit | 262 |
| 2-day RSI (the Connors rule) | 146.5% | ×153 | -13.9% | -8.1% | overfit | 766 |
| Heikin Ashi: follow the coloured candles | 26.7% | ×153 | -16.0% | -10.2% | overfit | 2250 |
| Smart Money: the liquidity sweep | 2.4% | ×153 | -16.7% | -10.8% | overfit | 114 |
| ICT / Smart Money: the fair value gap | 2.2% | ×153 | -16.7% | -10.8% | overfit | 226 |
| ICT / Smart Money: the order block | -1.0% | ×153 | -16.8% | -10.9% | — | 6 |
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