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Finaxion Research · WYNN

Which strategy works on WYNN?

On WYNN, 4 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On WYNN, 4 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is "Sell in May and go away": +3.5 points a year over buying and holding WYNN. The worst is RSI 14: buy oversold (30/70): -15.5 points a year against buy-and-hold.

  1. On WYNN, 4 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is “Sell in May and go away”: +3.5 points a year over buying and holding WYNN.
  3. The worst is RSI 14: buy oversold (30/70): -15.5 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
“Sell in May and go away”×28×13+3.5%+3.5%—48
Only invest above the 200-day average×22×13+2.4%+2.4%overfit130
The Turtles: 55-day breakout×17×13+1.1%+1.1%overfit74
The golden cross (50/200)×15×13+0.5%+0.5%overfit30
Supertrend: the line that changes colour×13×13-0.1%-0.1%overfit29
Wyckoff: buying the accumulation484.4%×13-3.7%-3.7%overfit141
2-day RSI (the Connors rule)366.6%×13-4.7%-4.7%overfit597
The MACD cross (12/26/9)253.4%×13-6.0%-5.9%overfit482
ADX: trade only in strong trends215.9%×13-6.5%-6.5%overfit728
Ichimoku: buy above the cloud195.7%×13-6.8%-6.7%overfit302
Parabolic SAR: follow the dots84.3%×13-8.8%-8.8%overfit514
Upper Bollinger band breakout35.3%×13-10.1%-10.1%overfit352
ICT / Smart Money: the fair value gap33.6%×13-10.2%-10.2%overfit156
Stochastic: oversold cross (14, 3)22.0%×13-10.6%-10.6%overfit309
Smart Money: the liquidity sweep15.7%×13-10.8%-10.8%overfit62
Bounce off the lower Bollinger band11.3%×13-11.0%-10.9%overfit176
ICT / Smart Money: the order block0.4%×13-11.4%-11.4%—2
Kaufman’s adaptive moving average (KAMA)-33.9%×13-13.1%-13.1%overfit864
Heikin Ashi: follow the coloured candles-56.4%×13-14.8%-14.8%overfit1558
RSI 14: buy oversold (30/70)-63.3%×13-15.5%-15.5%overfit35

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