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Finaxion Research · XYZ

Which strategy works on XYZ?

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

Findings

On XYZ, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample. The best is Only invest above the 200-day average: -1.9 points a year over buying and holding XYZ. The worst is Supertrend: the line that changes colour: -21.1 points a year against buy-and-hold.

  1. On XYZ, 0 of 19 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is Only invest above the 200-day average: -1.9 points a year over buying and holding XYZ.
  3. The worst is Supertrend: the line that changes colour: -21.1 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
Only invest above the 200-day average423.8%527.5%-1.9%+2.0%—57
Ichimoku: buy above the cloud420.8%527.5%-2.0%+1.9%—121
The MACD cross (12/26/9)192.4%527.5%-8.1%-4.2%—195
2-day RSI (the Connors rule)148.2%527.5%-9.7%-5.9%—234
Kaufman’s adaptive moving average (KAMA)136.5%527.5%-10.2%-6.4%—367
ADX: trade only in strong trends136.1%527.5%-10.3%-6.4%—321
Parabolic SAR: follow the dots113.1%527.5%-11.3%-7.4%—233
“Sell in May and go away”107.1%527.5%-11.6%-7.7%—21
The Turtles: 55-day breakout97.1%527.5%-12.1%-8.2%—43
Stochastic: oversold cross (14, 3)73.0%527.5%-13.3%-9.5%—138
Wyckoff: buying the accumulation67.7%527.5%-13.6%-9.8%—80
The golden cross (50/200)65.7%527.5%-13.8%-9.9%—21
ICT / Smart Money: the fair value gap47.0%527.5%-14.9%-11.1%—94
RSI 14: buy oversold (30/70)40.1%527.5%-15.4%-11.5%—20
Bounce off the lower Bollinger band13.5%527.5%-17.4%-13.5%—80
Heikin Ashi: follow the coloured candles12.2%527.5%-17.5%-13.6%—693
Smart Money: the liquidity sweep-5.2%527.5%-19.1%-15.2%—32
Upper Bollinger band breakout-18.2%527.5%-20.4%-16.6%—192
Supertrend: the line that changes colour-23.8%527.5%-21.1%-17.2%—23

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.