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Finaxion Research · VRSN

Which strategy works on VRSN?

On VRSN, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On VRSN, 1 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): +4.5 points a year over buying and holding VRSN. The worst is Stochastic: oversold cross (14, 3): -18.6 points a year against buy-and-hold.

  1. On VRSN, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is the golden cross (50/200): +4.5 points a year over buying and holding VRSN.
  3. The worst is Stochastic: oversold cross (14, 3): -18.6 points a year against buy-and-hold.

The 20 strategies, one by one

StrategyReturnBuy and holdExcess (pts/yr)Vs. S&P 500 (pts/yr)Out of sampleTrades
The golden cross (50/200)×162×54+4.5%+10.2%overfit33
Only invest above the 200-day average×33×54-1.9%+3.8%overfit199
Supertrend: the line that changes colour×26×54-2.8%+2.8%partly34
ADX: trade only in strong trends×21×54-3.7%+2.0%overfit859
Ichimoku: buy above the cloud×14×54-5.3%+0.4%overfit361
“Sell in May and go away”×14×54-5.3%+0.4%—57
Kaufman’s adaptive moving average (KAMA)×13×54-5.6%+0.0%partly957
Parabolic SAR: follow the dots992.8%×54-6.3%-0.6%overfit629
The Turtles: 55-day breakout957.2%×54-6.4%-0.7%overfit110
Heikin Ashi: follow the coloured candles426.3%×54-9.0%-3.3%overfit1885
The MACD cross (12/26/9)274.1%×54-10.3%-4.6%overfit565
2-day RSI (the Connors rule)257.2%×54-10.4%-4.8%overfit652
Wyckoff: buying the accumulation175.3%×54-11.4%-5.7%overfit174
Bounce off the lower Bollinger band140.9%×54-11.9%-6.2%partly228
RSI 14: buy oversold (30/70)32.4%×54-14.0%-8.3%overfit55
ICT / Smart Money: the order block-1.6%×54-15.1%-9.4%—8
Smart Money: the liquidity sweep-13.0%×54-15.5%-9.8%overfit98
ICT / Smart Money: the fair value gap-17.4%×54-15.7%-10.0%overfit212
Upper Bollinger band breakout-48.0%×54-17.3%-11.6%overfit504
Stochastic: oversold cross (14, 3)-65.2%×54-18.6%-13.0%overfit364

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