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Finaxion Research · VEEV

Which strategy works on VEEV?

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

Findings

On VEEV, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Parabolic SAR: follow the dots: -1.4 points a year over buying and holding VEEV. The worst is Heikin Ashi: follow the coloured candles: -23.0 points a year against buy-and-hold.

  1. On VEEV, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Parabolic SAR: follow the dots: -1.4 points a year over buying and holding VEEV.
  3. The worst is Heikin Ashi: follow the coloured candles: -23.0 points a year against buy-and-hold.

The 19 strategies, one by one

StrategyReturnBuy and holdExcess (pts/yr)Vs. S&P 500 (pts/yr)Out of sampleTrades
Parabolic SAR: follow the dots555.3%668.8%-1.4%+1.6%—271
The golden cross (50/200)371.4%668.8%-4.3%-1.4%—19
RSI 14: buy oversold (30/70)245.2%668.8%-7.0%-4.1%—26
Only invest above the 200-day average141.0%668.8%-10.1%-7.1%—117
Supertrend: the line that changes colour135.5%668.8%-10.3%-7.3%—21
Bounce off the lower Bollinger band101.5%668.8%-11.6%-8.6%—100
Stochastic: oversold cross (14, 3)94.8%668.8%-11.8%-8.9%—164
The Turtles: 55-day breakout92.9%668.8%-11.9%-9.0%—55
Ichimoku: buy above the cloud71.8%668.8%-12.9%-9.9%—189
The MACD cross (12/26/9)63.2%668.8%-13.3%-10.3%—269
2-day RSI (the Connors rule)51.1%668.8%-13.9%-10.9%—290
Kaufman’s adaptive moving average (KAMA)43.3%668.8%-14.3%-11.4%—429
ADX: trade only in strong trends18.4%668.8%-15.9%-12.9%—401
Wyckoff: buying the accumulation9.3%668.8%-16.5%-13.5%—90
Smart Money: the liquidity sweep7.5%668.8%-16.6%-13.6%—36
ICT / Smart Money: the fair value gap-32.3%668.8%-20.2%-17.2%—60
Upper Bollinger band breakout-37.3%668.8%-20.7%-17.8%—245
“Sell in May and go away”-39.9%668.8%-21.0%-18.1%overfit26
Heikin Ashi: follow the coloured candles-54.0%668.8%-23.0%-20.1%—857

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