Works in few markets
Its ground: forex, on 4-hour, buying several assets in signal — it beats in 42 of 961 combinations.
Detail on the index (S&P 500), which is the reference for the chart, the robustness suite and the neighbours.
The RSI 14: buy oversold (30/70) strategy beats buy-and-hold mostly on forex pairs: 13 of 40 markets (32%). It does worst on cryptocurrencies: it beats in 0 of 14. It works as a portfolio, not as a single stock: as a basket it beats in 2 of 3, asset by asset in 40 of 958.
Findings derived from the full panel. Each carries its number and its denominator; the computations are reproducible with artifact 4941ce415f47.
“RSI below 30 = oversold, buy. RSI above 70 = overbought, sell. It’s the most used indicator in the world for a reason.”
RSI(14) crosses below 30 → entry. RSI(14) crosses above 70 → exit. Next-close execution.
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| S&P 500 (SPY) | +350.0% | +3081.0% | -2731.0% | -6.3 pts | 56 | OVERFIT |
| Nasdaq-100 (QQQ) | +101.5% | +1565.8% | -1464.3% | -6.0 pts | 46 | OVERFIT |
| Russell 2000 (IWM) | +146.3% | +801.9% | -655.6% | -5.2 pts | 40 | OVERFIT |
| Emergentes (EEM) | +100.4% | +830.9% | -730.5% | -8.6 pts | 32 | MARGINAL |
| Oro (GLD) | +94.5% | +820.3% | -725.7% | -7.8 pts | 34 | OVERFIT |
| Bonos 20 años (TLT) | +31.5% | +131.2% | -99.7% | -10.1 pts | 35 | OVERFIT |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| Dow 30 (cartera) (30 · max 10) | +193.6% | +3081.0% | -2887.4% | -7.6 pts | 206 | — |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| Nasdaq-100 (cartera) (98 · max 20) | +16652.0% | +3081.0% | +13571.0% | +5.6 pts | 536 | — |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| S&P 500 (cartera) (498 · max 25) | +34480.5% | +3081.0% | +31399.5% | +8.2 pts | 3210 | — |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| AAPL | +2.5% | +322813.1% | -322810.6% | before 1993 | 74 | OVERFIT |
| AMGN | +7814.5% | +187272.6% | -179458.1% | before 1993 | 82 | GENERALIZED |
| AMZN | +698.8% | +265196.1% | -264497.3% | -2.3 pts | 48 | MARGINAL |
| AXP | +1140.7% | +27029.4% | -25888.7% | before 1993 | 102 | OVERFIT |
| BA | +605.9% | +108724.7% | -108118.8% | before 1993 | 123 | OVERFIT |
| CAT | +3910.9% | +172708.3% | -168797.3% | before 1993 | 137 | OVERFIT |
| CRM | +455.6% | +5992.9% | -5537.4% | -2.9 pts | 34 | OVERFIT |
| CSCO | +26.9% | +222956.6% | -222929.7% | before 1993 | 50 | OVERFIT |
| CVX | +6587.3% | +68037.6% | -61450.4% | before 1993 | 128 | OVERFIT |
| DIS | +1399.6% | +189847.3% | -188447.6% | before 1993 | 130 | OVERFIT |
| GOOGL | +330.4% | +13534.3% | -13204.0% | -4.4 pts | 38 | OVERFIT |
| GS | +1589.5% | +2027.1% | -437.6% | +2.5 pts | 54 | OVERFIT |
| HD | +1414.0% | +1985758.9% | -1984344.9% | before 1993 | 74 | OVERFIT |
| HON | +5111.2% | +21058.8% | -15947.6% | before 1993 | 124 | MARGINAL |
| IBM | +1775.0% | +16203.8% | -14428.8% | before 1993 | 133 | OVERFIT |
| JNJ | +5277.0% | +445196.6% | -439919.6% | before 1993 | 128 | OVERFIT |
| JPM | +1595.0% | +34522.5% | -32927.5% | before 1993 | 92 | OVERFIT |
| KO | +540.9% | +199349.6% | -198808.7% | before 1993 | 92 | OVERFIT |
| MCD | +3612.4% | +236707.0% | -233094.5% | before 1993 | 109 | MARGINAL |
| MMM | +5004.6% | +31160.0% | -26155.4% | before 1993 | 128 | OVERFIT |
| MRK | +335.2% | +233375.1% | -233039.9% | before 1993 | 100 | OVERFIT |
| MSFT | +3312.3% | +859506.0% | -856193.7% | before 1993 | 68 | OVERFIT |
| NKE | +517.5% | +32003.7% | -31486.1% | before 1993 | 89 | OVERFIT |
| NVDA | +153.5% | +587720.8% | -587567.3% | -5.3 pts | 44 | OVERFIT |
| PG | +2600.5% | +59706.6% | -57106.2% | before 1993 | 119 | OVERFIT |
| SHW | +27517.6% | +231766.6% | -204248.9% | before 1993 | 88 | MARGINAL |
| TRV | +1131.2% | +12287.7% | -11156.5% | before 1993 | 104 | MARGINAL |
| UNH | +1662.0% | +353381.4% | -351719.4% | before 1993 | 72 | MARGINAL |
| V | +446.1% | +2961.1% | -2515.0% | -2.5 pts | 24 | INCONCLUSIVE |
| WMT | +13259.1% | +915365.3% | -902106.2% | before 1993 | 105 | MARGINAL |
| ABNB | n/a · history < 10y (5.7y) | |||||
| ADBE | +5221.7% | +147731.1% | -142509.4% | before 1993 | 77 | GENERALIZED |
| ADI | +4958.6% | +81534.0% | -76575.4% | before 1993 | 82 | MARGINAL |
| ADP | +6163.7% | +74205.9% | -68042.2% | before 1993 | 84 | MARGINAL |
| ADSK | +2201.5% | +58084.6% | -55883.1% | before 1993 | 80 | MARGINAL |
| AEP | +1631.0% | +13797.6% | -12166.6% | before 1993 | 128 | OVERFIT |
| ALAB | n/a · history < 10y (2.4y) | |||||
| ALNY | +1213.8% | +3338.4% | -2124.6% | +1.3 pts | 41 | MARGINAL |
| AMAT | +125.1% | +664974.8% | -664849.7% | before 1993 | 62 | OVERFIT |
| AMD | +596.8% | +14863.3% | -14266.5% | before 1993 | 98 | OVERFIT |
| APP | n/a · history < 10y (5.4y) | |||||
| ARM | n/a · history < 10y (3.0y) | |||||
| ASML | +27.6% | +96277.5% | -96249.8% | -10.2 pts | 42 | MARGINAL |
| AVGO | +926.1% | +32512.1% | -31585.9% | -0.1 pts | 24 | INCONCLUSIVE |
| AXON | -13.8% | +123065.2% | -123079.0% | -10.1 pts | 50 | OVERFIT |
| BKNG | +8.3% | +922.2% | -914.0% | -8.3 pts | 64 | OVERFIT |
| BKR | +246.8% | +933.9% | -687.1% | before 1993 | 65 | OVERFIT |
| CCEP | +489.7% | +7081.8% | -6592.1% | before 1993 | 74 | OVERFIT |
| CDNS | +1186.9% | +16839.0% | -15652.1% | before 1993 | 69 | OVERFIT |
| CEG | n/a · history < 10y (4.6y) | |||||
| CMCSA | +602.9% | +47049.9% | -46447.0% | before 1993 | 69 | OVERFIT |
| COST | +1451.9% | +12800.7% | -11348.8% | before 1993 | 64 | OVERFIT |
| CPRT | +5241.6% | +21554.9% | -16313.3% | +2.1 pts | 72 | OVERFIT |
| CRWD | n/a · history < 10y (7.2y) | |||||
| CSX | +2615.6% | +40426.1% | -37810.6% | before 1993 | 86 | MARGINAL |
| CTAS | +1368.6% | +123411.3% | -122042.7% | before 1993 | 62 | OVERFIT |
| DASH | n/a · history < 10y (5.7y) | |||||
| DDOG | n/a · history < 10y (6.9y) | |||||
| DXCM | +268.1% | +3002.6% | -2734.5% | -5.0 pts | 46 | OVERFIT |
| EA | n/a · history < 10y (9.0y) | |||||
| EXC | +391.7% | +17730.6% | -17338.8% | before 1993 | 91 | OVERFIT |
| FANG | +243.2% | +1406.8% | -1163.6% | -5.5 pts | 22 | INCONCLUSIVE |
| FAST | +27585.9% | +262350.7% | -234764.8% | before 1993 | 80 | GENERALIZED |
| FER | +43.5% | +593.7% | -550.2% | -12.2 pts | 39 | INCONCLUSIVE |
| FTNT | +272.2% | +10184.6% | -9912.4% | -6.0 pts | 26 | INCONCLUSIVE |
| GEHC | n/a · history < 10y (3.7y) | |||||
| GILD | +4716.4% | +33594.8% | -28878.3% | before 1993 | 56 | OVERFIT |
| HONA | n/a · history < 10y (0.2y) | |||||
| IDXX | +905.9% | +58789.5% | -57883.6% | before 1993 | 55 | MARGINAL |
| INTC | +5699.7% | +49216.9% | -43517.1% | before 1993 | 94 | MARGINAL |
| INTU | +648.1% | +15430.2% | -14782.1% | -4.6 pts | 48 | MARGINAL |
| ISRG | +700.7% | +18484.9% | -17784.2% | -0.1 pts | 49 | OVERFIT |
| KDP | +170.1% | +1090.2% | -920.1% | -6.2 pts | 36 | INCONCLUSIVE |
| KHC | -19.0% | -42.2% | +23.2% | -16.2 pts | 20 | INCONCLUSIVE |
| KLAC | +2085.8% | +289399.1% | -287313.4% | before 1993 | 76 | MARGINAL |
| LIN | +1726.2% | +10777.0% | -9050.8% | before 1993 | 52 | MARGINAL |
| LITE | +2011.9% | +5280.9% | -3269.1% | +17.5 pts | 30 | INCONCLUSIVE |
| LRCX | +248.3% | +159814.6% | -159566.3% | before 1993 | 60 | OVERFIT |
| MAR | +140.5% | +2539.5% | -2399.0% | -5.8 pts | 44 | OVERFIT |
| MCHP | +9721.2% | +41961.5% | -32240.3% | +3.9 pts | 58 | MARGINAL |
| MDLZ | +306.3% | +461.4% | -155.1% | -3.7 pts | 46 | OVERFIT |
| MELI | +409.8% | +6911.0% | -6501.3% | -2.2 pts | 38 | INCONCLUSIVE |
| META | +129.3% | +1410.2% | -1281.0% | -9.2 pts | 29 | INCONCLUSIVE |
| MNST | +649.7% | +61968.9% | -61319.2% | before 1993 | 77 | MARGINAL |
| MPWR | +3155.6% | +15002.1% | -11846.6% | +6.4 pts | 46 | MARGINAL |
| MRVL | +419.1% | +1645.0% | -1225.9% | -2.0 pts | 40 | OVERFIT |
| MSTR | -75.0% | +1158.6% | -1233.6% | -13.8 pts | 58 | OVERFIT |
| MU | -77.2% | +70877.8% | -70954.9% | before 1993 | 66 | OVERFIT |
| NFLX | +26.3% | +67643.2% | -67616.9% | -9.3 pts | 43 | OVERFIT |
| NXPI | +570.5% | +1721.2% | -1150.7% | -2.1 pts | 29 | INCONCLUSIVE |
| ODFL | +869.8% | +36444.7% | -35574.9% | before 1993 | 46 | OVERFIT |
| ORLY | +1354.4% | +55255.7% | -53901.3% | -2.6 pts | 53 | MARGINAL |
| PANW | +635.0% | +4215.4% | -3580.4% | +0.2 pts | 32 | INCONCLUSIVE |
| PCAR | +4030.9% | +57106.4% | -53075.5% | before 1993 | 102 | MARGINAL |
| PDD | n/a · history < 10y (8.1y) | |||||
| PEP | +2451.2% | +37760.7% | -35309.5% | before 1993 | 90 | MARGINAL |
| PLTR | n/a · history < 10y (5.9y) | |||||
| PYPL | +120.7% | +44.7% | +76.0% | -7.0 pts | 22 | INCONCLUSIVE |
| QCOM | +3272.9% | +50430.1% | -47157.2% | before 1993 | 67 | OVERFIT |
| REGN | +1967.7% | +3718.3% | -1750.7% | before 1993 | 76 | OVERFIT |
| ROP | +796.4% | +26003.6% | -25207.2% | before 1993 | 54 | MARGINAL |
| ROST | +775.0% | +55801.1% | -55026.1% | before 1993 | 74 | OVERFIT |
| SBUX | +1564.1% | +43019.5% | -41455.5% | before 1993 | 61 | MARGINAL |
| SHOP | +178.0% | +8568.8% | -8390.9% | -4.4 pts | 20 | INCONCLUSIVE |
| SNDK | n/a · history < 10y (1.5y) | |||||
| SNPS | +5619.9% | +5482.1% | +137.8% | before 1993 | 66 | MARGINAL |
| STX | -24.7% | +15614.6% | -15639.3% | -12.6 pts | 42 | OVERFIT |
| TER | +939.5% | +31309.8% | -30370.3% | before 1993 | 106 | OVERFIT |
| TMUS | -15.3% | +318.0% | -333.3% | -11.8 pts | 27 | INCONCLUSIVE |
| TRI | +61.2% | +578.4% | -517.3% | -8.7 pts | 37 | OVERFIT |
| TSLA | +1616.3% | +23002.8% | -21386.5% | +4.1 pts | 33 | INCONCLUSIVE |
| TTWO | +769.2% | +5509.7% | -4740.5% | -2.4 pts | 42 | OVERFIT |
| TXN | +1848.9% | +38040.6% | -36191.7% | before 1993 | 100 | OVERFIT |
| VRTX | +2201.4% | +12000.4% | -9799.0% | before 1993 | 62 | MARGINAL |
| WBD | +27.0% | +302.2% | -275.1% | -10.0 pts | 38 | OVERFIT |
| WDAY | +80.3% | +305.5% | -225.2% | -10.5 pts | 26 | INCONCLUSIVE |
| WDC | +93.4% | +66202.2% | -66108.8% | before 1993 | 94 | OVERFIT |
| XEL | +749.1% | +7388.9% | -6639.8% | before 1993 | 104 | OVERFIT |
| A | +7.7% | +486.3% | -478.7% | -8.1 pts | 44 | OVERFIT |
| ABBV | +446.0% | +1156.0% | -710.0% | -1.6 pts | 32 | INCONCLUSIVE |
| ABT | +5741.7% | +62056.2% | -56314.5% | before 1993 | 82 | MARGINAL |
| ACGL | +756.3% | +4268.0% | -3511.7% | -3.4 pts | 52 | OVERFIT |
| ACN | +136.0% | +1726.5% | -1590.5% | -6.0 pts | 40 | OVERFIT |
| ADM | +1560.2% | +9265.6% | -7705.4% | before 1993 | 90 | MARGINAL |
| AEE | +598.2% | +813.9% | -215.7% | -2.3 pts | 48 | OVERFIT |
| AES | -85.7% | +647.5% | -733.2% | before 1993 | 52 | OVERFIT |
| AFL | +5817.4% | +205848.4% | -200031.0% | before 1993 | 74 | OVERFIT |
| AIG | -56.3% | +468.3% | -524.5% | before 1993 | 109 | OVERFIT |
| AIZ | +122.6% | +1585.5% | -1462.9% | -7.2 pts | 38 | OVERFIT |
| AJG | +1834.0% | +41899.5% | -40065.5% | before 1993 | 88 | MARGINAL |
| AKAM | -98.4% | -25.2% | -73.2% | -22.8 pts | 38 | OVERFIT |
| ALB | +80.9% | +3091.3% | -3010.5% | -9.0 pts | 53 | OVERFIT |
| ALGN | -21.6% | +846.9% | -868.5% | -9.8 pts | 48 | OVERFIT |
| ALL | +20.9% | +3674.2% | -3653.4% | -10.3 pts | 46 | OVERFIT |
| ALLE | +155.8% | +265.9% | -110.1% | -6.3 pts | 24 | INCONCLUSIVE |
| AMCR | +212.3% | +100.6% | +111.7% | -6.7 pts | 44 | INCONCLUSIVE |
| AME | +6017.2% | +25325.0% | -19307.9% | before 1993 | 82 | MARGINAL |
| AMP | +285.8% | +2154.1% | -1868.2% | -4.5 pts | 32 | OVERFIT |
| AMT | +66.1% | +1310.2% | -1244.1% | -7.3 pts | 45 | OVERFIT |
| ANET | +1024.9% | +5592.8% | -4567.9% | +8.2 pts | 26 | INCONCLUSIVE |
| AON | +4409.7% | +29815.0% | -25405.4% | before 1993 | 94 | OVERFIT |
| AOS | +782.1% | +13924.9% | -13142.8% | before 1993 | 99 | OVERFIT |
| APA | +4594.9% | +2417.2% | +2177.6% | before 1993 | 90 | MARGINAL |
| APD | +3196.9% | +20722.2% | -17525.3% | before 1993 | 82 | MARGINAL |
| APH | +1320.7% | +146951.6% | -145630.9% | before 1993 | 62 | MARGINAL |
| APO | +558.5% | +1845.9% | -1287.3% | -1.0 pts | 38 | INCONCLUSIVE |
| APTV | +76.5% | +174.0% | -97.4% | -11.3 pts | 29 | INCONCLUSIVE |
| ARE | +226.7% | +624.3% | -397.6% | -5.5 pts | 62 | OVERFIT |
| ARES | +238.4% | +1191.9% | -953.5% | -3.5 pts | 20 | INCONCLUSIVE |
| ATO | +2018.0% | +13696.4% | -11678.4% | before 1993 | 71 | OVERFIT |
| AVB | +40.4% | +42.3% | -1.9% | -11.7 pts | 18 | INCONCLUSIVE |
| AVY | +589.7% | +8544.4% | -7954.7% | before 1993 | 93 | MARGINAL |
| AWK | +250.0% | +950.9% | -700.9% | -4.8 pts | 30 | INCONCLUSIVE |
| AZO | +1239.5% | +40631.8% | -39392.3% | before 1993 | 57 | OVERFIT |
| BAC | +384.0% | +4053.1% | -3669.1% | before 1993 | 124 | OVERFIT |
| BALL | +12645.1% | +49568.6% | -36923.5% | before 1993 | 124 | MARGINAL |
| BAX | +298.8% | +1778.4% | -1479.6% | before 1993 | 84 | OVERFIT |
| BBY | +4.6% | +89506.6% | -89502.0% | before 1993 | 80 | OVERFIT |
| BDX | +1322.6% | +21440.4% | -20117.8% | before 1993 | 96 | OVERFIT |
| BEN | +12369.1% | +130378.8% | -118009.7% | before 1993 | 102 | MARGINAL |
| BF-B | +1647.2% | +14873.5% | -13226.3% | before 1993 | 92 | OVERFIT |
| BG | +296.0% | +1105.5% | -809.5% | -3.9 pts | 59 | OVERFIT |
| BIIB | +210.2% | +6832.8% | -6622.6% | before 1993 | 52 | OVERFIT |
| BLDR | -38.0% | +393.7% | -431.7% | -13.4 pts | 31 | OVERFIT |
| BLK | +833.5% | +13724.5% | -12891.0% | -0.1 pts | 48 | OVERFIT |
| BMY | +746.8% | +23662.6% | -22915.8% | before 1993 | 80 | OVERFIT |
| BNY | +935.5% | +32230.3% | -31294.8% | before 1993 | 96 | OVERFIT |
| BR | +209.0% | +1234.2% | -1025.2% | -5.0 pts | 42 | INCONCLUSIVE |
| BRK-B | +614.0% | +2072.5% | -1458.5% | -3.7 pts | 52 | GENERALIZED |
| BRO | +325.2% | +76212.8% | -75887.6% | before 1993 | 78 | OVERFIT |
| BSX | +95.8% | +1028.2% | -932.4% | before 1993 | 58 | OVERFIT |
| BX | +283.4% | +1023.3% | -740.0% | -3.6 pts | 38 | INCONCLUSIVE |
| BXP | +306.8% | +888.9% | -582.1% | -4.6 pts | 52 | OVERFIT |
| C | -33.6% | +1897.9% | -1931.5% | before 1993 | 94 | OVERFIT |
| CAH | +2663.5% | +39284.8% | -36621.3% | before 1993 | 90 | OVERFIT |
| CARR | n/a · history < 10y (6.5y) | |||||
| CASY | +4796.9% | +80461.2% | -75664.4% | before 1993 | 76 | GENERALIZED |
| CB | +797.2% | +6587.6% | -5790.4% | -4.0 pts | 54 | OVERFIT |
| CBOE | +109.7% | +1060.1% | -950.4% | -9.9 pts | 23 | INCONCLUSIVE |
| CBRE | +5.0% | +2283.8% | -2278.8% | -10.7 pts | 37 | OVERFIT |
| CCI | -33.8% | +899.9% | -933.6% | -10.5 pts | 41 | OVERFIT |
| CCL | +943.2% | +1154.4% | -211.2% | before 1993 | 85 | OVERFIT |
| CDW | +231.9% | +858.2% | -626.3% | -4.9 pts | 26 | INCONCLUSIVE |
| CF | +228.7% | +5815.9% | -5587.2% | -5.2 pts | 28 | OVERFIT |
| CFG | +27.7% | +349.9% | -322.2% | -11.7 pts | 18 | INCONCLUSIVE |
| CHD | +2585.4% | +93736.5% | -91151.1% | before 1993 | 96 | OVERFIT |
| CHRW | +1774.7% | +4307.6% | -2533.0% | +1.4 pts | 53 | OVERFIT |
| CHTR | +73.3% | +335.5% | -262.2% | -10.8 pts | 33 | INCONCLUSIVE |
| CI | +1802.5% | +12980.8% | -11178.3% | before 1993 | 93 | MARGINAL |
| CIEN | -72.5% | +195.6% | -268.1% | -14.1 pts | 56 | OVERFIT |
| CINF | +289.6% | +41545.9% | -41256.3% | before 1993 | 76 | OVERFIT |
| CL | +8289.8% | +20919.0% | -12629.2% | before 1993 | 102 | MARGINAL |
| CLX | +3064.8% | +6184.2% | -3119.4% | before 1993 | 89 | MARGINAL |
| CME | +46.1% | +6884.2% | -6838.1% | -9.8 pts | 31 | OVERFIT |
| CMG | +479.5% | +4221.6% | -3742.0% | -2.2 pts | 39 | OVERFIT |
| CMI | +60.5% | +28968.2% | -28907.7% | before 1993 | 115 | OVERFIT |
| CMS | -61.6% | +630.8% | -692.4% | before 1993 | 100 | OVERFIT |
| CNC | +360.6% | +4388.8% | -4028.3% | -3.7 pts | 40 | OVERFIT |
| CNP | +1065.0% | +13998.0% | -12933.0% | before 1993 | 111 | OVERFIT |
| COF | +4081.3% | +5724.6% | -1643.3% | +1.4 pts | 60 | MARGINAL |
| COHR | +2470.2% | +68288.9% | -65818.8% | before 1993 | 69 | OVERFIT |
| COIN | n/a · history < 10y (5.4y) | |||||
| COO | -75.0% | +879.8% | -954.9% | before 1993 | 78 | OVERFIT |
| COP | +1461.3% | +13561.7% | -12100.4% | before 1993 | 72 | MARGINAL |
| COR | +1061.6% | +17062.1% | -16000.4% | -2.8 pts | 64 | MARGINAL |
| CPAY | +193.4% | +1383.7% | -1190.2% | -7.2 pts | 30 | INCONCLUSIVE |
| CPT | +256.7% | +2453.9% | -2197.2% | -7.0 pts | 62 | OVERFIT |
| CRH | +1561.9% | +7617.9% | -6055.9% | before 1993 | 75 | OVERFIT |
| CRL | +267.6% | +1210.2% | -942.5% | -3.4 pts | 50 | OVERFIT |
| CSGP | +565.3% | +3390.6% | -2825.3% | -1.9 pts | 53 | MARGINAL |
| CTSH | +2806.3% | +35498.3% | -32692.0% | +3.7 pts | 56 | GENERALIZED |
| CTVA | n/a · history < 10y (7.3y) | |||||
| CVNA | n/a · history < 10y (9.3y) | |||||
| CVS | +910.8% | +15658.6% | -14747.9% | before 1993 | 97 | MARGINAL |
| D | +1070.0% | +17762.4% | -16692.4% | before 1993 | 78 | OVERFIT |
| DAL | +486.0% | +339.1% | +146.9% | -1.2 pts | 44 | INCONCLUSIVE |
| DD | +845.5% | +10113.6% | -9268.2% | before 1993 | 94 | OVERFIT |
| DE | +3070.8% | +101089.1% | -98018.3% | before 1993 | 98 | OVERFIT |
| DECK | +279.4% | +7024.7% | -6745.4% | -6.7 pts | 55 | OVERFIT |
| DELL | +225.7% | +4059.8% | -3834.0% | -2.6 pts | 20 | INCONCLUSIVE |
| DG | +21.1% | +550.3% | -529.1% | -13.1 pts | 27 | INCONCLUSIVE |
| DGX | +852.2% | +9626.0% | -8773.8% | -2.2 pts | 52 | OVERFIT |
| DHI | +1394.5% | +13111.0% | -11716.5% | before 1993 | 50 | OVERFIT |
| DHR | +12802.9% | +483557.2% | -470754.4% | before 1993 | 85 | MARGINAL |
| DLR | +414.9% | +3540.7% | -3125.9% | -3.4 pts | 38 | OVERFIT |
| DLTR | +2426.1% | +10731.5% | -8305.4% | -0.3 pts | 64 | MARGINAL |
| DOC | +713.1% | +6136.8% | -5423.7% | before 1993 | 76 | OVERFIT |
| DOV | +510.1% | +29264.8% | -28754.8% | before 1993 | 76 | OVERFIT |
| DOW | n/a · history < 10y (7.4y) | |||||
| DPZ | +303.7% | +5638.6% | -5334.9% | -4.6 pts | 40 | OVERFIT |
| DRI | +609.2% | +6998.7% | -6389.5% | -4.4 pts | 52 | OVERFIT |
| DTE | +358.5% | +35264.3% | -34905.8% | before 1993 | 89 | OVERFIT |
| DUK | +672.9% | +16239.0% | -15566.1% | before 1993 | 78 | OVERFIT |
| DVA | +248.7% | +4219.3% | -3970.6% | -6.5 pts | 61 | OVERFIT |
| DVN | +691.4% | +1411.9% | -720.6% | before 1993 | 84 | OVERFIT |
| EBAY | +2818.0% | +14035.1% | -11217.1% | +3.6 pts | 50 | GENERALIZED |
| ECHO | +90.6% | +227.3% | -136.7% | -7.8 pts | 37 | INCONCLUSIVE |
| ECL | +7526.9% | +20174.1% | -12647.1% | before 1993 | 111 | OVERFIT |
| ED | +732.4% | +45081.6% | -44349.2% | before 1993 | 124 | OVERFIT |
| EFX | +1972.2% | +77234.4% | -75262.2% | before 1993 | 91 | MARGINAL |
| EG | +1110.1% | +2975.7% | -1865.6% | -2.2 pts | 54 | OVERFIT |
| EIX | +1336.7% | +14610.5% | -13273.8% | before 1993 | 109 | OVERFIT |
| EL | +761.1% | +1551.3% | -790.2% | -3.2 pts | 64 | MARGINAL |
| ELV | +770.5% | +2326.9% | -1556.4% | -1.1 pts | 54 | OVERFIT |
| EME | +1001.6% | +59203.5% | -58201.9% | -3.3 pts | 49 | MARGINAL |
| EMR | +4270.7% | +19839.1% | -15568.5% | before 1993 | 96 | OVERFIT |
| EOG | +3277.8% | +9279.7% | -6001.9% | before 1993 | 66 | OVERFIT |
| EQIX | -27.0% | +240.5% | -267.4% | -9.6 pts | 54 | OVERFIT |
| EQR | +14.8% | +44.2% | -29.4% | -13.8 pts | 18 | INCONCLUSIVE |
| EQT | +75.0% | +19557.1% | -19482.1% | before 1993 | 71 | OVERFIT |
| ERIE | +301.8% | +3362.8% | -3061.0% | -6.0 pts | 46 | OVERFIT |
| ES | +1143.9% | +2960.1% | -1816.2% | before 1993 | 93 | OVERFIT |
| ESS | +631.8% | +5274.8% | -4643.1% | -4.7 pts | 56 | GENERALIZED |
| ETN | +273.2% | +116541.5% | -116268.2% | before 1993 | 94 | OVERFIT |
| ETR | +539.9% | +19797.9% | -19258.0% | before 1993 | 94 | OVERFIT |
| EVRG | +167.8% | +5086.7% | -4918.9% | before 1993 | 84 | OVERFIT |
| EW | +1161.5% | +6500.0% | -5338.5% | +1.9 pts | 48 | MARGINAL |
| EXE | n/a · history < 10y (5.6y) | |||||
| EXPD | +18189.1% | +148324.6% | -130135.5% | before 1993 | 84 | MARGINAL |
| EXPE | +600.0% | +916.1% | -316.1% | -1.4 pts | 52 | OVERFIT |
| EXR | +257.6% | +2698.9% | -2441.3% | -5.4 pts | 35 | GENERALIZED |
| F | +156.9% | +6752.4% | -6595.4% | before 1993 | 110 | OVERFIT |
| FCX | +27.0% | +1061.6% | -1034.6% | -9.9 pts | 60 | OVERFIT |
| FDS | +460.3% | +9088.9% | -8628.6% | -4.4 pts | 60 | OVERFIT |
| FDX | +2069.1% | +53776.9% | -51707.8% | before 1993 | 96 | OVERFIT |
| FDXF | n/a · history < 10y (0.3y) | |||||
| FE | +111.6% | +563.0% | -451.5% | -6.9 pts | 55 | OVERFIT |
| FFIV | -9.3% | +5374.0% | -5383.4% | -8.9 pts | 46 | OVERFIT |
| FICO | +3862.1% | +94747.8% | -90885.7% | before 1993 | 88 | MARGINAL |
| FIS | +42.2% | +363.8% | -321.6% | -8.1 pts | 39 | OVERFIT |
| FITB | +202.6% | +28280.0% | -28077.4% | before 1993 | 88 | OVERFIT |
| FIX | +574.9% | +11966.2% | -11391.3% | -2.7 pts | 54 | OVERFIT |
| FLEX | +111.2% | +7898.6% | -7787.4% | -8.6 pts | 50 | OVERFIT |
| FOX | n/a · history < 10y (7.5y) | |||||
| FOXA | n/a · history < 10y (7.5y) | |||||
| FRT | +3968.5% | +24360.2% | -20391.8% | before 1993 | 104 | MARGINAL |
| FSLR | -62.8% | +716.1% | -778.9% | -15.9 pts | 30 | OVERFIT |
| FTV | +20.1% | +100.1% | -80.1% | -13.7 pts | 20 | INCONCLUSIVE |
| GD | +698.2% | +221689.9% | -220991.7% | before 1993 | 122 | OVERFIT |
| GDDY | +103.4% | +389.4% | -286.0% | -7.6 pts | 20 | INCONCLUSIVE |
| GE | +553.1% | +54356.2% | -53803.2% | before 1993 | 112 | OVERFIT |
| GEN | +2995.8% | +12085.6% | -9089.8% | before 1993 | 80 | MARGINAL |
| GEV | n/a · history < 10y (2.4y) | |||||
| GIS | +1389.5% | +15015.5% | -13626.0% | before 1993 | 77 | OVERFIT |
| GL | +296.8% | +12680.6% | -12383.8% | before 1993 | 64 | OVERFIT |
| GLW | -69.3% | +19301.2% | -19370.5% | before 1993 | 78 | OVERFIT |
| GM | +59.3% | +240.1% | -180.8% | -11.5 pts | 32 | INCONCLUSIVE |
| GNRC | +57.5% | +2091.1% | -2033.6% | -11.8 pts | 29 | INCONCLUSIVE |
| GPC | +2859.8% | +12785.5% | -9925.8% | before 1993 | 86 | MARGINAL |
| GPN | +537.5% | +2567.9% | -2030.4% | -1.5 pts | 44 | OVERFIT |
| GRMN | -12.2% | +5377.3% | -5389.5% | -9.4 pts | 40 | OVERFIT |
| GWW | +17087.4% | +55300.2% | -38212.8% | before 1993 | 128 | MARGINAL |
| HAL | +1.5% | +2860.8% | -2859.2% | before 1993 | 93 | OVERFIT |
| HAS | +2500.7% | +201529.8% | -199029.1% | before 1993 | 90 | MARGINAL |
| HBAN | +672.7% | +3799.5% | -3126.8% | before 1993 | 86 | OVERFIT |
| HCA | +212.6% | +1699.7% | -1487.1% | -6.5 pts | 29 | INCONCLUSIVE |
| HIG | +4.0% | +951.1% | -947.0% | -10.3 pts | 48 | OVERFIT |
| HII | +164.5% | +883.6% | -719.1% | -7.7 pts | 35 | INCONCLUSIVE |
| HLT | +54.3% | +659.1% | -604.9% | -10.6 pts | 16 | INCONCLUSIVE |
| HOOD | n/a · history < 10y (5.1y) | |||||
| HPE | +391.5% | +625.0% | -233.6% | +1.0 pts | 26 | INCONCLUSIVE |
| HPQ | +962.1% | +77945.5% | -76983.4% | before 1993 | 120 | OVERFIT |
| HRL | +2920.7% | +19046.1% | -16125.4% | before 1993 | 97 | MARGINAL |
| HSIC | +968.0% | +1913.1% | -945.1% | -2.6 pts | 64 | OVERFIT |
| HST | +128.9% | +12843.9% | -12715.0% | before 1993 | 80 | OVERFIT |
| HSY | +1329.5% | +53964.6% | -52635.1% | before 1993 | 81 | OVERFIT |
| HUBB | +616.9% | +3853.5% | -3236.6% | -4.7 pts | 58 | OVERFIT |
| HUM | +5442.2% | +20168.9% | -14726.6% | before 1993 | 92 | OVERFIT |
| HWM | n/a · history < 10y (9.8y) | |||||
| IBKR | +250.1% | +1526.1% | -1276.0% | -4.1 pts | 40 | INCONCLUSIVE |
| ICE | +1005.9% | +2307.9% | -1302.0% | +1.1 pts | 48 | OVERFIT |
| IEX | +902.8% | +12761.2% | -11858.4% | before 1993 | 69 | MARGINAL |
| IFF | +1201.8% | +4754.9% | -3553.1% | before 1993 | 94 | OVERFIT |
| INCY | +1168.4% | +6471.7% | -5303.3% | -2.9 pts | 66 | MARGINAL |
| INVH | n/a · history < 10y (9.6y) | |||||
| IP | +3586.6% | +4590.1% | -1003.5% | before 1993 | 126 | OVERFIT |
| IQV | +99.5% | +520.3% | -420.8% | -8.9 pts | 26 | INCONCLUSIVE |
| IR | n/a · history < 10y (9.3y) | |||||
| IRM | +1183.7% | +9911.6% | -8727.9% | -1.6 pts | 70 | MARGINAL |
| IT | +306.4% | +6431.0% | -6124.6% | -6.5 pts | 64 | MARGINAL |
| ITW | +10614.5% | +51254.1% | -40639.5% | before 1993 | 110 | MARGINAL |
| IVZ | +46.0% | +1093.8% | -1047.8% | -9.5 pts | 54 | OVERFIT |
| J | +8434.2% | +33544.7% | -25110.5% | before 1993 | 104 | MARGINAL |
| JBHT | +776.7% | +24926.6% | -24150.0% | before 1993 | 72 | OVERFIT |
| JBL | +792.0% | +41217.7% | -40425.7% | -4.1 pts | 66 | MARGINAL |
| JCI | -7.3% | +4376.5% | -4383.8% | before 1993 | 58 | OVERFIT |
| JKHY | +1572.1% | +71288.2% | -69716.2% | before 1993 | 62 | MARGINAL |
| KEY | -22.9% | +1405.6% | -1428.5% | before 1993 | 52 | OVERFIT |
| KEYS | +100.2% | +1042.3% | -942.1% | -8.3 pts | 18 | INCONCLUSIVE |
| KIM | +411.2% | +3036.5% | -2625.3% | before 1993 | 66 | MARGINAL |
| KKR | +77.9% | +1784.9% | -1707.0% | -11.2 pts | 22 | INCONCLUSIVE |
| KMB | +4099.8% | +16039.9% | -11940.2% | before 1993 | 88 | MARGINAL |
| KMI | +60.8% | +117.5% | -56.7% | -10.8 pts | 30 | INCONCLUSIVE |
| KR | +863.4% | +182706.1% | -181842.7% | before 1993 | 115 | OVERFIT |
| KVUE | n/a · history < 10y (3.3y) | |||||
| L | +182.5% | +22398.8% | -22216.3% | before 1993 | 78 | OVERFIT |
| LDOS | +101.8% | +530.2% | -428.4% | -7.5 pts | 36 | OVERFIT |
| LEN | +231.3% | +29032.9% | -28801.7% | before 1993 | 83 | MARGINAL |
| LH | +638.1% | +1408.2% | -770.2% | before 1993 | 66 | OVERFIT |
| LHX | +539.9% | +8519.5% | -7979.6% | before 1993 | 81 | OVERFIT |
| LII | +290.0% | +3122.4% | -2832.4% | -3.4 pts | 43 | MARGINAL |
| LLY | +5077.1% | +129720.0% | -124643.0% | before 1993 | 110 | OVERFIT |
| LMT | +962.4% | +67444.7% | -66482.3% | before 1993 | 126 | OVERFIT |
| LNT | +641.5% | +9408.5% | -8766.9% | before 1993 | 93 | OVERFIT |
| LOW | +4740.7% | +77328.4% | -72587.7% | before 1993 | 95 | MARGINAL |
| LULU | +9.0% | +759.0% | -750.0% | -10.7 pts | 39 | INCONCLUSIVE |
| LUV | +1411.1% | +24508.5% | -23097.5% | before 1993 | 89 | MARGINAL |
| LVS | -88.3% | +50.3% | -138.7% | -20.3 pts | 35 | OVERFIT |
| LYB | +48.4% | +648.8% | -600.4% | -11.6 pts | 23 | INCONCLUSIVE |
| LYV | +96.8% | +1558.0% | -1461.2% | -7.8 pts | 38 | OVERFIT |
| MA | +454.9% | +14066.9% | -13612.0% | -2.4 pts | 28 | OVERFIT |
| MAA | +411.6% | +3525.2% | -3113.6% | -5.7 pts | 56 | OVERFIT |
| MAS | +416.8% | +7423.1% | -7006.3% | before 1993 | 82 | OVERFIT |
| MCK | +24.9% | +6946.5% | -6921.6% | -10.4 pts | 52 | OVERFIT |
| MCO | +628.3% | +7753.9% | -7125.6% | -4.6 pts | 48 | OVERFIT |
| MDT | +4552.3% | +51421.0% | -46868.7% | before 1993 | 110 | OVERFIT |
| MET | +160.8% | +1176.9% | -1016.1% | -4.6 pts | 36 | OVERFIT |
| MGM | +985.9% | +1501.4% | -515.4% | before 1993 | 90 | MARGINAL |
| MKC | +6738.0% | +14401.8% | -7663.9% | before 1993 | 127 | MARGINAL |
| MLM | +310.0% | +3089.6% | -2779.5% | -6.5 pts | 57 | MARGINAL |
| MO | +2291.1% | +2914781.4% | -2912490.3% | before 1993 | 118 | OVERFIT |
| MOS | +152.4% | +268.9% | -116.5% | before 1993 | 79 | OVERFIT |
| MPC | +499.2% | +2972.8% | -2473.6% | -2.0 pts | 36 | INCONCLUSIVE |
| MRNA | n/a · history < 10y (7.7y) | |||||
| MRSH | +5415.8% | +21192.9% | -15777.1% | before 1993 | 106 | MARGINAL |
| MS | +177.1% | +6159.1% | -5982.0% | -7.8 pts | 50 | OVERFIT |
| MSCI | +374.4% | +2406.7% | -2032.3% | -2.6 pts | 34 | INCONCLUSIVE |
| MSI | +144.0% | +79243.2% | -79099.2% | before 1993 | 124 | OVERFIT |
| MTB | +1693.9% | +105049.8% | -103356.0% | before 1993 | 94 | OVERFIT |
| MTD | +3319.0% | +9346.3% | -6027.3% | +3.6 pts | 62 | MARGINAL |
| NCLH | +105.6% | -34.9% | +140.5% | -9.3 pts | 31 | INCONCLUSIVE |
| NDAQ | +154.7% | +2371.2% | -2216.6% | -7.0 pts | 46 | OVERFIT |
| NDSN | +853.4% | +37769.3% | -36915.8% | before 1993 | 90 | OVERFIT |
| NEE | +2732.3% | +23772.9% | -21040.6% | before 1993 | 109 | MARGINAL |
| NEM | +995.6% | +2099.8% | -1104.2% | before 1993 | 92 | MARGINAL |
| NI | +281.8% | +5234.9% | -4953.1% | before 1993 | 87 | OVERFIT |
| NOC | +2148.4% | +23369.3% | -21220.9% | before 1993 | 93 | MARGINAL |
| NOW | +158.1% | +2907.9% | -2749.9% | -8.0 pts | 22 | INCONCLUSIVE |
| NRG | +252.0% | +1442.6% | -1190.5% | -5.3 pts | 55 | OVERFIT |
| NSC | +2109.7% | +24520.7% | -22411.0% | before 1993 | 78 | OVERFIT |
| NTAP | -7.3% | +19659.8% | -19667.0% | -10.8 pts | 50 | OVERFIT |
| NTRS | +476.1% | +53074.8% | -52598.8% | before 1993 | 84 | OVERFIT |
| NUE | +2266.4% | +70209.1% | -67942.6% | before 1993 | 82 | MARGINAL |
| NVR | +614.3% | +61512.0% | -60897.7% | -4.7 pts | 55 | MARGINAL |
| NWS | +475.8% | +152.4% | +323.4% | -0.1 pts | 32 | INCONCLUSIVE |
| NWSA | +192.3% | +122.2% | +70.0% | -5.9 pts | 28 | INCONCLUSIVE |
| O | +943.7% | +5366.4% | -4422.7% | -3.4 pts | 51 | OVERFIT |
| OKE | +196.2% | +19101.6% | -18905.4% | before 1993 | 76 | OVERFIT |
| OMC | +1992.1% | +15677.5% | -13685.4% | before 1993 | 93 | OVERFIT |
| ON | -52.1% | +208.7% | -260.9% | -11.2 pts | 50 | OVERFIT |
| ORCL | +2501.0% | +296729.4% | -294228.5% | before 1993 | 67 | OVERFIT |
| OTIS | n/a · history < 10y (6.5y) | |||||
| OXY | +1666.5% | +3580.0% | -1913.5% | before 1993 | 87 | OVERFIT |
| PCG | -60.7% | +1389.7% | -1450.3% | before 1993 | 87 | OVERFIT |
| PEG | +2643.6% | +18884.4% | -16240.8% | before 1993 | 89 | MARGINAL |
| PFE | +1691.2% | +20062.7% | -18371.5% | before 1993 | 102 | OVERFIT |
| PFG | +190.5% | +920.1% | -729.6% | -5.8 pts | 40 | OVERFIT |
| PGR | +2853.4% | +819581.9% | -816728.5% | before 1993 | 98 | OVERFIT |
| PH | +3237.2% | +41129.4% | -37892.2% | before 1993 | 98 | MARGINAL |
| PHM | +546.9% | +95847.7% | -95300.8% | before 1993 | 84 | OVERFIT |
| PLD | +602.4% | +1782.5% | -1180.2% | -2.3 pts | 52 | GENERALIZED |
| PM | +578.0% | +785.7% | -207.7% | -1.3 pts | 42 | INCONCLUSIVE |
| PNC | +563.3% | +37937.9% | -37374.6% | before 1993 | 102 | OVERFIT |
| PNR | +6070.0% | +11510.8% | -5440.9% | before 1993 | 131 | MARGINAL |
| PNW | +181.8% | +2247.6% | -2065.8% | before 1993 | 96 | OVERFIT |
| PODD | +280.3% | +831.5% | -551.2% | -3.6 pts | 37 | INCONCLUSIVE |
| PPG | +578.0% | +21327.4% | -20749.5% | before 1993 | 83 | OVERFIT |
| PPL | +772.1% | +7311.8% | -6539.8% | before 1993 | 93 | OVERFIT |
| PRU | +497.3% | +767.8% | -270.5% | -2.6 pts | 44 | OVERFIT |
| PSA | +578.8% | +13958.7% | -13379.9% | before 1993 | 74 | OVERFIT |
| PSKY | -70.5% | -34.8% | -35.7% | -16.8 pts | 36 | OVERFIT |
| PSX | +136.6% | +1071.7% | -935.0% | -8.4 pts | 24 | INCONCLUSIVE |
| PTC | +592.6% | +8443.5% | -7850.9% | before 1993 | 60 | MARGINAL |
| PWR | +213.3% | +8155.1% | -7941.8% | -5.1 pts | 51 | OVERFIT |
| Q | n/a · history < 10y (0.8y) | |||||
| RCL | +501.8% | +4611.6% | -4109.9% | -5.4 pts | 68 | OVERFIT |
| REG | +384.7% | +2046.5% | -1661.8% | -5.9 pts | 53 | OVERFIT |
| RF | +1067.0% | +7230.0% | -6163.0% | before 1993 | 96 | OVERFIT |
| RJF | +4004.0% | +52691.1% | -48687.0% | before 1993 | 86 | OVERFIT |
| RL | +989.0% | +1376.9% | -388.0% | -1.0 pts | 52 | OVERFIT |
| RMD | +4583.8% | +43254.4% | -38670.5% | +2.3 pts | 71 | MARGINAL |
| ROK | +653.4% | +57325.7% | -56672.3% | before 1993 | 66 | OVERFIT |
| ROL | +8766.8% | +36503.9% | -27737.1% | before 1993 | 87 | MARGINAL |
| RSG | +1038.0% | +1977.7% | -939.7% | +0.2 pts | 53 | OVERFIT |
| RTX | +2370.7% | +231131.9% | -228761.1% | before 1993 | 116 | OVERFIT |
| RVTY | +1190.5% | +25547.2% | -24356.8% | before 1993 | 96 | OVERFIT |
| SBAC | -65.0% | +2259.6% | -2324.7% | -12.3 pts | 38 | OVERFIT |
| SCHW | +2201.4% | +45501.9% | -43300.4% | before 1993 | 72 | OVERFIT |
| SJM | +460.2% | +1119.0% | -658.7% | -5.5 pts | 64 | MARGINAL |
| SLB | +854.9% | +1125.4% | -270.5% | before 1993 | 71 | OVERFIT |
| SMCI | +210.6% | +4155.7% | -3945.1% | -5.1 pts | 38 | INCONCLUSIVE |
| SNA | +4787.4% | +12522.0% | -7734.6% | before 1993 | 114 | MARGINAL |
| SO | +1392.5% | +32617.4% | -31224.9% | before 1993 | 74 | OVERFIT |
| SOLV | n/a · history < 10y (2.4y) | |||||
| SPG | +369.6% | +5330.6% | -4960.9% | -6.0 pts | 56 | OVERFIT |
| SPGI | +8060.7% | +140503.3% | -132442.6% | before 1993 | 110 | MARGINAL |
| SRE | +634.3% | +1463.0% | -828.6% | -1.5 pts | 47 | OVERFIT |
| STE | +3677.1% | +15491.4% | -11814.4% | before 1993 | 65 | OVERFIT |
| STLD | +1180.4% | +7831.8% | -6651.4% | -1.0 pts | 49 | OVERFIT |
| STT | +1371.2% | +199686.1% | -198315.0% | before 1993 | 94 | MARGINAL |
| STZ | +1322.3% | +10007.0% | -8684.7% | before 1993 | 70 | OVERFIT |
| SW | +192.2% | +775.0% | -582.8% | -5.9 pts | 63 | INCONCLUSIVE |
| SWK | +1147.0% | +5887.9% | -4741.0% | before 1993 | 82 | OVERFIT |
| SWKS | +9.5% | +1317.3% | -1307.7% | before 1993 | 66 | OVERFIT |
| SYF | +9.2% | +325.2% | -316.0% | -13.2 pts | 20 | INCONCLUSIVE |
| SYK | +8681.4% | +430371.4% | -421690.1% | before 1993 | 81 | MARGINAL |
| SYY | +11812.6% | +115885.9% | -104073.3% | before 1993 | 114 | MARGINAL |
| T | +420.9% | +10219.8% | -9798.9% | before 1993 | 70 | OVERFIT |
| TAP | +2606.3% | +518.8% | +2087.5% | before 1993 | 119 | MARGINAL |
| TDG | +412.7% | +13285.3% | -12872.6% | -2.7 pts | 29 | OVERFIT |
| TDY | +305.9% | +7164.6% | -6858.7% | -3.0 pts | 37 | OVERFIT |
| TECH | +879.7% | +79246.8% | -78367.0% | before 1993 | 64 | MARGINAL |
| TEL | +90.8% | +671.1% | -580.2% | -7.3 pts | 32 | INCONCLUSIVE |
| TFC | +1572.9% | +10226.4% | -8653.6% | before 1993 | 85 | OVERFIT |
| TGT | +3438.8% | +90566.5% | -87127.7% | before 1993 | 106 | MARGINAL |
| TJX | +3386.9% | +36154.4% | -32767.5% | before 1993 | 71 | OVERFIT |
| TKO | +111.0% | +1638.9% | -1527.9% | -6.0 pts | 50 | OVERFIT |
| TMO | +429.5% | +36784.3% | -36354.8% | before 1993 | 90 | OVERFIT |
| TPL | +176.1% | +75277.1% | -75101.1% | before 1993 | 101 | OVERFIT |
| TPR | +1112.4% | +7766.6% | -6654.2% | +1.5 pts | 48 | OVERFIT |
| TRGP | +20.0% | +2202.9% | -2182.9% | -13.2 pts | 22 | INCONCLUSIVE |
| TRMB | +271.9% | +3366.4% | -3094.6% | before 1993 | 63 | OVERFIT |
| TROW | +1245.6% | +35932.6% | -34687.0% | before 1993 | 74 | MARGINAL |
| TSCO | +195.6% | +15199.0% | -15003.5% | -7.5 pts | 48 | OVERFIT |
| TSN | +197.2% | +4340.8% | -4143.6% | before 1993 | 103 | OVERFIT |
| TT | +509.8% | +49748.2% | -49238.4% | before 1993 | 88 | OVERFIT |
| TTD | n/a · history < 10y (9.9y) | |||||
| TXT | +111.5% | +4901.2% | -4789.7% | before 1993 | 96 | OVERFIT |
| TYL | +213.4% | +43359.1% | -43145.6% | before 1993 | 72 | OVERFIT |
| UAL | +49.9% | +240.6% | -190.8% | -9.2 pts | 38 | OVERFIT |
| UBER | n/a · history < 10y (7.3y) | |||||
| UDR | +1192.5% | +14119.5% | -12926.9% | before 1993 | 78 | MARGINAL |
| UHS | +717.1% | +15293.2% | -14576.2% | before 1993 | 105 | GENERALIZED |
| ULTA | +424.5% | +1721.3% | -1296.8% | -1.8 pts | 32 | INCONCLUSIVE |
| UNP | +1223.9% | +30311.4% | -29087.4% | before 1993 | 74 | OVERFIT |
| UPS | +168.0% | +233.2% | -65.2% | -4.7 pts | 50 | OVERFIT |
| URI | +66.6% | +7088.3% | -7021.7% | -7.6 pts | 60 | OVERFIT |
| USB | +739.9% | +44799.0% | -44059.1% | before 1993 | 114 | OVERFIT |
| VEEV | +245.2% | +668.8% | -423.6% | -4.1 pts | 26 | INCONCLUSIVE |
| VICI | n/a · history < 10y (8.7y) | |||||
| VLO | +122.6% | +23394.0% | -23271.4% | before 1993 | 82 | OVERFIT |
| VLTO | n/a · history < 10y (2.9y) | |||||
| VMC | +4552.3% | +48759.3% | -44207.0% | before 1993 | 121 | MARGINAL |
| VRSK | +416.4% | +648.8% | -232.4% | -4.2 pts | 38 | INCONCLUSIVE |
| VRSN | +32.4% | +5322.0% | -5289.6% | -8.3 pts | 55 | OVERFIT |
| VRT | n/a · history < 10y (8.1y) | |||||
| VST | n/a · history < 10y (9.9y) | |||||
| VTR | +592.2% | +1496.8% | -904.6% | -2.9 pts | 56 | OVERFIT |
| VTRS | +1502.7% | +1568.8% | -66.1% | before 1993 | 94 | OVERFIT |
| VZ | +2111.1% | +4889.1% | -2778.0% | before 1993 | 92 | MARGINAL |
| WAB | +1004.4% | +4137.7% | -3133.3% | -2.8 pts | 54 | OVERFIT |
| WAT | +2002.9% | +10865.4% | -8862.5% | -0.1 pts | 66 | OVERFIT |
| WEC | +1652.3% | +23656.8% | -22004.4% | before 1993 | 83 | MARGINAL |
| WELL | +474.7% | +58774.1% | -58299.5% | before 1993 | 72 | OVERFIT |
| WFC | +2057.1% | +63452.2% | -61395.1% | before 1993 | 83 | OVERFIT |
| WM | +1974.7% | +8471.2% | -6496.5% | before 1993 | 74 | MARGINAL |
| WMB | -26.9% | +11974.1% | -12001.0% | before 1993 | 76 | OVERFIT |
| WSM | +258.9% | +69865.8% | -69606.8% | before 1993 | 72 | OVERFIT |
| WST | +200.6% | +79208.6% | -79008.0% | before 1993 | 90 | OVERFIT |
| WTW | +304.3% | +1181.6% | -877.4% | -3.7 pts | 50 | OVERFIT |
| WY | +1126.4% | +1781.4% | -655.0% | before 1993 | 101 | OVERFIT |
| WYNN | -63.3% | +1217.6% | -1280.9% | -15.5 pts | 35 | OVERFIT |
| XOM | +8390.0% | +183657.9% | -175267.9% | before 1993 | 104 | OVERFIT |
| XYL | +115.6% | +455.0% | -339.4% | -9.9 pts | 28 | INCONCLUSIVE |
| XYZ | +40.1% | +527.5% | -487.5% | -11.5 pts | 20 | INCONCLUSIVE |
| YUM | +374.3% | +4282.5% | -3908.2% | -3.8 pts | 40 | OVERFIT |
| ZBH | +69.2% | +292.2% | -223.0% | -7.5 pts | 49 | OVERFIT |
| ZBRA | +1043.7% | +8617.7% | -7574.0% | before 1993 | 74 | MARGINAL |
| ZTS | +14.5% | +179.3% | -164.8% | -13.6 pts | 21 | INCONCLUSIVE |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| EUR/USD | -34.3% | -3.1% | -31.1% | -12.9 pts | 30 | OVERFIT |
| GBP/USD | -20.8% | -21.2% | +0.4% | -12.0 pts | 38 | OVERFIT |
| USD/JPY | +10.7% | +40.2% | -29.6% | -9.9 pts | 57 | OVERFIT |
| USD/MXN | +0.5% | +49.9% | -49.5% | -11.0 pts | 35 | OVERFIT |
| AUD/USD | +0.7% | -6.6% | +7.4% | -11.2 pts | 38 | OVERFIT |
| USD/CAD | -3.9% | +1.7% | -5.6% | -11.3 pts | 39 | OVERFIT |
| USD/CHF | -15.3% | -41.4% | +26.1% | -11.9 pts | 40 | OVERFIT |
| NZD/USD | +38.7% | -8.1% | +46.8% | -9.6 pts | 45 | OVERFIT |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| Bitcoin | +468.4% | +17075.3% | -16606.9% | -3.2 pts | 40 | INCONCLUSIVE |
| Ether | n/a · history < 10y (8.8y) | |||||
| Litecoin | -64.7% | +859.3% | -924.0% | -19.6 pts | 30 | INCONCLUSIVE |
| Solana | n/a · history < 10y (6.4y) | |||||
| Cardano | n/a · history < 10y (8.8y) | |||||
| Dogecoin | n/a · history < 10y (8.8y) | |||||
5-minute to 4-hour bars, every asset from where intraday history exists (stocks 2016, forex 2003, crypto 2015), against holding that same asset. Difference versus buy-and-hold. No walk-forward (see protocol).
| Asset | 5 min | 15 min | 1 hour | 4 hours | Daily |
|---|---|---|---|---|---|
| Litecoin | -1348.2% | -1347.4% | -1241.0% | -1092.4% | -924.0% |
| Solana | n/a | n/a | n/a | n/a | n/a |
| Cardano | n/a | n/a | n/a | n/a | n/a |
| Dogecoin | n/a | n/a | n/a | n/a | n/a |
| EUR/USD | -30.8% | -15.3% | -1.0% | -9.6% | -31.1% |
| GBP/USD | -22.6% | -9.1% | +8.2% | +24.6% | +0.4% |
| USD/JPY | -65.2% | -61.0% | -35.5% | -10.5% | -29.6% |
| AUD/USD | — | — | — | — | +7.4% |
| USD/CAD | -33.0% | -19.6% | -14.9% | +20.8% | -5.6% |
| USD/CHF | -0.4% | -10.6% | +11.4% | +8.9% | +26.1% |
| NZD/USD | +35.6% | +30.3% | -8.5% | +10.6% | +46.8% |
| S&P 500 (SPY) | -432.2% | -349.9% | -262.3% | -239.3% | -2731.0% |
| Nasdaq-100 (QQQ) | -681.0% | -592.7% | -528.1% | -414.7% | -1464.3% |
| Russell 2000 (IWM) | -271.7% | -247.8% | -136.2% | -165.6% | -655.6% |
| Emergentes (EEM) | -240.5% | -198.2% | -121.5% | -89.9% | -730.5% |
| Oro (GLD) | -376.3% | -329.3% | -245.6% | -249.4% | -725.7% |
| Bonos 20 años (TLT) | -79.2% | -45.0% | -14.2% | -12.3% | -99.7% |
| AAPL | -1323.0% | -1239.0% | -1178.7% | -1101.7% | -322810.6% |
| AMGN | -285.7% | -313.5% | -281.1% | -176.7% | -179458.1% |
| AMZN | -810.4% | -772.7% | -406.4% | -160.7% | -264497.3% |
| AXP | -543.6% | -512.4% | -311.5% | -251.4% | -25888.7% |
| BA | -151.8% | -148.0% | -118.9% | -28.2% | -108118.8% |
| CAT | -1480.5% | -1412.7% | -1150.5% | -1293.7% | -168797.3% |
| CRM | -263.8% | -256.8% | -217.1% | -1.2% | -5537.4% |
| CSCO | -477.9% | -436.1% | -185.4% | -311.2% | -222929.7% |
| CVX | -330.8% | -124.2% | -205.4% | -130.6% | -61450.4% |
| DIS | -95.3% | -46.9% | -35.5% | -41.0% | -188447.6% |
| GOOGL | -883.9% | -791.9% | -619.2% | -748.4% | -13204.0% |
| GS | -680.6% | -611.4% | -552.0% | -387.6% | -437.6% |
| HD | -279.5% | -214.1% | -202.8% | -181.5% | -1984344.9% |
| HON | -221.4% | -194.2% | -140.9% | -64.3% | -15947.6% |
| IBM | -273.6% | -254.6% | -138.2% | -98.7% | -14428.8% |
| JNJ | -305.2% | -241.3% | -213.9% | -133.1% | -439919.6% |
| JPM | -660.2% | -597.4% | -493.3% | -428.5% | -32927.5% |
| KO | -246.5% | -150.4% | -63.9% | -127.7% | -198808.7% |
| MCD | -247.3% | -179.5% | -75.3% | -121.6% | -233094.5% |
| MMM | -174.4% | -115.7% | -84.7% | -79.6% | -26155.4% |
| MRK | -343.0% | -273.3% | -159.0% | -97.0% | -233039.9% |
| MSFT | -994.6% | -782.4% | -488.4% | -878.8% | -856193.7% |
| NKE | -54.6% | -39.4% | -3.7% | +9.5% | -31486.1% |
| NVDA | -27469.5% | -27369.3% | -26783.6% | -26699.8% | -587567.3% |
| PG | -206.8% | -90.8% | -35.4% | -94.0% | -57106.2% |
| SHW | -369.1% | -282.0% | -229.7% | -247.7% | -204248.9% |
| TRV | -357.8% | -268.8% | -157.4% | -191.9% | -11156.5% |
| UNH | -369.5% | -302.9% | -267.2% | -95.7% | -351719.4% |
| V | -443.8% | -347.7% | -238.9% | -138.3% | -2515.0% |
| WMT | -530.6% | -429.4% | -382.7% | -403.7% | -902106.2% |
| ABNB | n/a | n/a | n/a | n/a | n/a |
| ADBE | -266.8% | -262.5% | -229.3% | -36.8% | -142509.4% |
| ADI | -717.2% | -330.4% | -220.7% | -75.5% | -76575.4% |
| ADP | -353.5% | -307.9% | -283.4% | -180.1% | -68042.2% |
| ADSK | -390.5% | -364.4% | -61.2% | -137.2% | -55883.1% |
| AEP | -254.3% | -189.5% | -186.8% | -51.6% | -12166.6% |
| ALAB | n/a | n/a | n/a | n/a | n/a |
| ALNY | -236.8% | -115.0% | -33.8% | +248.0% | -2124.6% |
| AMAT | -2732.3% | -2189.7% | -2057.2% | -2445.5% | -664849.7% |
| AMD | -16758.9% | -16720.5% | -15253.6% | -16385.8% | -14266.5% |
| APP | n/a | n/a | n/a | n/a | n/a |
| ARM | n/a | n/a | n/a | n/a | n/a |
| ASML | -2102.0% | -2016.2% | -800.4% | -1940.2% | -96249.8% |
| AVGO | -3293.8% | -3275.6% | -1974.7% | -2655.2% | -31585.9% |
| AXON | -3548.3% | -3526.3% | -3256.4% | -3145.7% | -123079.0% |
| BKNG | -373.0% | -333.0% | -245.7% | +199.8% | -914.0% |
| BKR | n/a | n/a | n/a | n/a | -687.1% |
| CCEP | -364.6% | -236.8% | -242.3% | -202.0% | -6592.1% |
| CDNS | -1593.9% | -1412.4% | -1057.4% | -1330.5% | -15652.1% |
| CEG | n/a | n/a | n/a | n/a | n/a |
| CMCSA | -61.6% | +131.6% | +88.4% | -18.2% | -46447.0% |
| COST | -651.8% | -584.7% | -527.1% | -487.7% | -11348.8% |
| CPRT | -621.0% | -563.6% | -597.0% | -498.8% | -16313.3% |
| CRWD | n/a | n/a | n/a | n/a | n/a |
| CSX | -544.1% | -383.6% | -409.0% | -443.1% | -37810.6% |
| CTAS | -946.8% | -913.1% | -781.2% | -873.8% | -122042.7% |
| DASH | n/a | n/a | n/a | n/a | n/a |
| DDOG | n/a | n/a | n/a | n/a | n/a |
| DXCM | -436.2% | -417.5% | -306.7% | -245.3% | -2734.5% |
| EA | — | — | — | — | n/a |
| EXC | -274.2% | -157.5% | +9.5% | -74.1% | -17338.8% |
| FANG | -381.7% | -295.2% | -181.1% | -107.5% | -1163.6% |
| FAST | -584.4% | -420.4% | -487.4% | -372.3% | -234764.8% |
| FER | n/a | n/a | n/a | n/a | -550.2% |
| FTNT | -2527.0% | -2290.4% | -2314.0% | -2410.5% | -9912.4% |
| GEHC | n/a | n/a | n/a | n/a | n/a |
| GILD | -164.1% | -120.7% | +7.3% | +8.5% | -28878.3% |
| HONA | n/a | n/a | n/a | n/a | n/a |
| IDXX | -687.2% | -558.2% | -575.2% | -610.5% | -57883.6% |
| INTC | -313.7% | -260.6% | -153.8% | -69.1% | -43517.1% |
| INTU | -391.2% | -251.0% | -158.7% | -264.5% | -14782.1% |
| ISRG | -572.7% | -375.6% | -415.9% | -366.3% | -17784.2% |
| KHC | -4.0% | -0.7% | +46.0% | +6.0% | +23.2% |
| KLAC | -3007.0% | -2683.2% | -1599.7% | -2480.0% | -287313.4% |
| LIN | n/a | n/a | n/a | n/a | -9050.8% |
| LITE | -3906.4% | -3803.2% | -1190.3% | -3678.7% | -3269.1% |
| LRCX | -4416.4% | -4211.0% | -3608.2% | -3374.7% | -159566.3% |
| MAR | -559.1% | -481.2% | -436.1% | -180.9% | -2399.0% |
| MCHP | -373.1% | -270.1% | -236.0% | +52.3% | -32240.3% |
| MDLZ | -138.0% | -81.0% | -23.9% | +39.8% | -155.1% |
| MELI | -1698.6% | -1533.3% | -1468.0% | -1057.8% | -6501.3% |
| META | -536.8% | -425.5% | -99.1% | -380.6% | -1281.0% |
| MNST | -89.1% | +89.8% | -10.0% | -19.7% | -61319.2% |
| MPWR | -2145.1% | -1776.7% | -1680.4% | -1232.5% | -11846.6% |
| MRVL | -2600.9% | -2288.9% | -1938.9% | -2258.5% | -1225.9% |
| MSTR | -729.9% | -729.6% | -646.9% | -490.2% | -1233.6% |
| MU | -6627.9% | -6545.1% | -5959.4% | -6043.5% | -70954.9% |
| NFLX | -630.2% | -684.7% | -446.2% | -644.8% | -67616.9% |
| NXPI | -255.5% | -216.8% | +8.4% | -67.2% | -1150.7% |
| ODFL | -1008.1% | -867.2% | -870.6% | -682.7% | -35574.9% |
| ORLY | -445.9% | -338.9% | -394.5% | -271.6% | -53901.3% |
| PANW | -1232.7% | -1142.3% | -1082.1% | -559.4% | -3580.4% |
| PCAR | -441.3% | -188.4% | -395.1% | -204.5% | -53075.5% |
| PDD | n/a | n/a | n/a | n/a | n/a |
| PEP | -142.2% | -22.7% | -90.3% | -0.2% | -35309.5% |
| PLTR | n/a | n/a | n/a | n/a | n/a |
| PYPL | -112.8% | -90.4% | -24.8% | -107.0% | +76.0% |
| QCOM | -404.1% | -250.2% | -306.3% | -121.5% | -47157.2% |
| REGN | -95.6% | -53.2% | +26.2% | -48.3% | -1750.7% |
| ROP | -155.4% | -130.9% | -112.5% | -58.2% | -25207.2% |
| ROST | -404.4% | -279.6% | -164.8% | -134.3% | -55026.1% |
| SBUX | -181.7% | -3.3% | -55.0% | -35.7% | -41455.5% |
| SHOP | -5904.8% | -5846.5% | -4135.6% | -5574.5% | -8390.9% |
| SNDK | n/a | n/a | n/a | n/a | n/a |
| SNPS | -922.3% | -765.4% | -766.3% | -674.2% | +137.8% |
| STX | -3572.7% | -3325.8% | -3040.1% | -3552.7% | -15639.3% |
| TER | -1817.7% | -1663.7% | -1588.7% | -1374.7% | -30370.3% |
| TMUS | -277.2% | -300.6% | -274.1% | -255.7% | -333.3% |
| TRI | -329.7% | -217.7% | -260.2% | -172.8% | -517.3% |
| TSLA | -2338.1% | -2328.6% | -2307.3% | -2197.8% | -21386.5% |
| TTWO | -408.5% | +81.0% | -271.7% | -534.5% | -4740.5% |
| TXN | -530.0% | -489.7% | -334.0% | -443.2% | -36191.7% |
| VRTX | -350.6% | -295.2% | +246.9% | -2.6% | -9799.0% |
| WBD | n/a | n/a | n/a | n/a | -275.1% |
| WDAY | -213.8% | -113.6% | -19.4% | -81.7% | -225.2% |
| WDC | -1143.7% | -1111.2% | -551.8% | -1084.6% | -66108.8% |
| XEL | -254.8% | -191.8% | -189.3% | -54.2% | -6639.8% |
| KDP | -222.6% | -75.4% | -106.0% | -83.5% | -920.1% |
| USD/MXN | -30.8% | -34.2% | -5.5% | +6.5% | -49.5% |
| Bitcoin | -18084.8% | -18083.3% | -18065.2% | -17962.6% | -16606.9% |
| Ether | — | — | — | — | n/a |
26 / 472 · against the s&p 500 over the same window: 28 / 472
| Parameters | Return | Sharpe | Max DD | Vs. index |
|---|---|---|---|---|
| period 14, lower 30, upper 70 | 350.0% | 0.11 | -55.2% | -2731.0% |
| period 14, lower 25, upper 75 | 350.0% | 0.11 | -55.2% | -2731.0% |
| period 14, lower 35, upper 65 | 350.0% | 0.11 | -55.2% | -2731.0% |
| period 10, lower 30, upper 70 | 492.3% | 0.16 | -58.1% | -2588.7% |
| period 21, lower 30, upper 70 | 141.8% | -0.04 | -58.9% | -2939.2% |
A rule that only works at the exact textbook numbers and dies one notch away is not an edge: it is luck.
Walk-forward: OVERFIT · 0%
Deflated Sharpe: 0.84 (< 0.95)
Robustness suite: MODERATE
By halves: First half did not beat (+26.8% vs +237.3%); Second half did not beat (+254.9% vs +843.1%).
5 fold(s) scored; 0% within the robust degradation band [0.5, 1.5].
Mean OOS/IS Sharpe degradation = 0.9452.
Deflated Sharpe 0.8397 < 0.95 — edge does not clear the multiple-trials selection-bias hurdle.
Computed on 2026-09-10 · period: each asset from its first bar (1962-01-01 to 2026-08-31) · round-trip costs: stocks and index 10 bps, forex 2 bps, crypto 30 bps · artifact 4941ce415f47 · Finaxion engine
Each market's page, ordered by annual excess over the S&P 500. The first 12 are shown; the rest are in the sitemap. See all 38 markets
Finaxion Research (2026). RSI 14: buy oversold (30/70): works in few markets. Daily backtest 1962-01-01–2026-08-31, artifact 4941ce415f47. https://finaxion.app/en/research/rsi-14-oversold