On YUM, 0 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
On YUM, 0 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": -0.9 points a year over buying and holding YUM. The worst is Heikin Ashi: follow the coloured candles: -22.9 points a year against buy-and-hold.
| Strategy | Return | Buy and hold | Excess (pts/yr) | Vs. S&P 500 (pts/yr) | Out of sample | Trades |
|---|---|---|---|---|---|---|
| “Sell in May and go away” | ×35 | ×44 | -0.9% | +3.7% | overfit | 58 |
| The golden cross (50/200) | ×11 | ×44 | -5.3% | -0.7% | partly | 46 |
| 2-day RSI (the Connors rule) | 898.8% | ×44 | -5.7% | -1.1% | — | 670 |
| Stochastic: oversold cross (14, 3) | 568.6% | ×44 | -7.1% | -2.6% | overfit | 410 |
| RSI 14: buy oversold (30/70) | 374.3% | ×44 | -8.4% | -3.8% | overfit | 40 |
| Bounce off the lower Bollinger band | 217.6% | ×44 | -9.9% | -5.3% | overfit | 244 |
| Only invest above the 200-day average | 147.3% | ×44 | -10.8% | -6.2% | overfit | 260 |
| Wyckoff: buying the accumulation | 112.8% | ×44 | -11.3% | -6.7% | overfit | 151 |
| Supertrend: the line that changes colour | 84.1% | ×44 | -11.8% | -7.2% | overfit | 39 |
| ICT / Smart Money: the order block | 1.2% | ×44 | -13.9% | -9.3% | — | 8 |
| The MACD cross (12/26/9) | -6.2% | ×44 | -14.2% | -9.6% | overfit | 595 |
| ICT / Smart Money: the fair value gap | -10.6% | ×44 | -14.3% | -9.8% | overfit | 208 |
| Smart Money: the liquidity sweep | -13.1% | ×44 | -14.4% | -9.8% | overfit | 108 |
| The Turtles: 55-day breakout | -27.6% | ×44 | -15.1% | -10.5% | overfit | 144 |
| Ichimoku: buy above the cloud | -35.0% | ×44 | -15.4% | -10.8% | overfit | 502 |
| Parabolic SAR: follow the dots | -43.0% | ×44 | -15.9% | -11.3% | overfit | 639 |
| Kaufman’s adaptive moving average (KAMA) | -44.0% | ×44 | -15.9% | -11.3% | overfit | 992 |
| Upper Bollinger band breakout | -55.7% | ×44 | -16.7% | -12.1% | overfit | 462 |
| ADX: trade only in strong trends | -76.8% | ×44 | -18.9% | -14.3% | overfit | 1004 |
| Heikin Ashi: follow the coloured candles | -93.4% | ×44 | -22.9% | -18.4% | overfit | 1946 |
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