Finaxion Research · V

Which strategy works on V?

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

Findings

On V, 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): -4.0 points a year over buying and holding V. The worst is Kaufman's adaptive moving average (KAMA): -24.6 points a year against buy-and-hold.

On V, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
The best is the golden cross (50/200): -4.0 points a year over buying and holding V.
The worst is Kaufman’s adaptive moving average (KAMA): -24.6 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
The golden cross (50/200)	×16	×31	-4.0%	+4.3%	—	17
“Sell in May and go away”	×11	×31	-6.4%	+1.8%	overfit	37
2-day RSI (the Connors rule)	876.9%	×31	-7.2%	+1.0%	—	426
Stochastic: oversold cross (14, 3)	594.9%	×31	-9.3%	-1.0%	—	228
RSI 14: buy oversold (30/70)	446.1%	×31	-10.7%	-2.5%	—	24
Only invest above the 200-day average	429.7%	×31	-10.9%	-2.7%	—	163
Supertrend: the line that changes colour	230.5%	×31	-13.7%	-5.4%	—	23
Ichimoku: buy above the cloud	207.6%	×31	-14.1%	-5.8%	—	267
The Turtles: 55-day breakout	134.5%	×31	-15.6%	-7.4%	—	75
Bounce off the lower Bollinger band	118.0%	×31	-16.1%	-7.8%	—	146
ICT / Smart Money: the order block	-3.4%	×31	-20.6%	-12.3%	—	16
ICT / Smart Money: the fair value gap	-5.6%	×31	-20.7%	-12.4%	—	136
The MACD cross (12/26/9)	-18.7%	×31	-21.5%	-13.2%	—	395
Parabolic SAR: follow the dots	-19.7%	×31	-21.6%	-13.3%	—	423
ADX: trade only in strong trends	-21.0%	×31	-21.6%	-13.4%	—	665
Smart Money: the liquidity sweep	-22.0%	×31	-21.7%	-13.5%	—	50
Heikin Ashi: follow the coloured candles	-25.9%	×31	-22.0%	-13.7%	—	1289
Wyckoff: buying the accumulation	-29.7%	×31	-22.3%	-14.0%	—	90
Upper Bollinger band breakout	-32.9%	×31	-22.5%	-14.3%	—	302
Kaufman’s adaptive moving average (KAMA)	-55.0%	×31	-24.6%	-16.4%	—	719

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.