Works in few markets
Its ground: forex, on 4-hour, buying several assets in signal — it beats in 24 of 961 combinations.
Detail on the index (S&P 500), which is the reference for the chart, the robustness suite and the neighbours.
The 2-day RSI (Connors rule) beats buy-and-hold on 8 of 40 forex markets (20%), but on 0 of 14 cryptocurrencies. It works as a portfolio —3 of 3 as a basket—, not as a single stock —21 of 958 asset by asset—, and of the 19 daily markets where it beats, 7 hold out of sample (37%). No neighbouring parameter beats the index; the published setting is a point, not a region; it improves as the bar gets longer —0 of 118 on 5-minute bars, 5 of 118 on 4-hour bars—, with its best daily market on AMZN (+8.0 points a year over the S&P 500 across 29 years, 712 trades) and its worst on MSTR (-21.6 points a year against the S&P 500).
Findings derived from the full panel. Each carries its number and its denominator; the computations are reproducible with artifact c0e771fe25fb.
“Buy when the 2-period RSI drops below 10: the bounce is almost guaranteed. Sell when it climbs back.”
RSI(2) crosses below 10 → entry. RSI(2) crosses above 65 → exit. Next-close execution. No trend filter (we test the rule as it circulates).
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| S&P 500 (SPY) | +240.2% | +3081.0% | -2840.8% | -7.1 pts | 764 | MARGINAL |
| Nasdaq-100 (QQQ) | +497.9% | +1565.8% | -1067.9% | -1.8 pts | 644 | MARGINAL |
| Russell 2000 (IWM) | +194.3% | +801.9% | -607.6% | -4.5 pts | 614 | OVERFIT |
| Emergentes (EEM) | +189.3% | +830.9% | -641.6% | -7.0 pts | 548 | OVERFIT |
| Oro (GLD) | +2.1% | +820.3% | -818.2% | -10.9 pts | 459 | OVERFIT |
| Bonos 20 años (TLT) | -21.6% | +131.2% | -152.8% | -12.3 pts | 520 | OVERFIT |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| Dow 30 (cartera) (30 · max 10) | +32130.9% | +3081.0% | +29049.9% | +7.9 pts | 8939 | — |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| Nasdaq-100 (cartera) (98 · max 20) | +24050.0% | +3081.0% | +20969.0% | +6.9 pts | 26614 | — |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| S&P 500 (cartera) (498 · max 25) | +23478.0% | +3081.0% | +20397.0% | +6.8 pts | 72412 | — |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| AAPL | +1893.7% | +322813.1% | -320919.3% | before 1993 | 1108 | MARGINAL |
| AMGN | +437.6% | +187272.6% | -186834.9% | before 1993 | 1046 | OVERFIT |
| AMZN | +11596.8% | +265196.1% | -253599.3% | +8.0 pts | 712 | GENERALIZED |
| AXP | +5316.4% | +27029.4% | -21713.0% | before 1993 | 1315 | OVERFIT |
| BA | +0.8% | +108724.7% | -108723.9% | before 1993 | 1597 | OVERFIT |
| CAT | +17.2% | +172708.3% | -172691.1% | before 1993 | 1574 | OVERFIT |
| CRM | +280.7% | +5992.9% | -5712.3% | -4.7 pts | 500 | OVERFIT |
| CSCO | +3934.9% | +222956.6% | -219021.7% | before 1993 | 836 | OVERFIT |
| CVX | +262.5% | +68037.6% | -67775.1% | before 1993 | 1528 | OVERFIT |
| DIS | -60.7% | +189847.3% | -189908.0% | before 1993 | 1554 | OVERFIT |
| GOOGL | +381.6% | +13534.3% | -13152.7% | -3.9 pts | 536 | OVERFIT |
| GS | +1171.9% | +2027.1% | -855.2% | +1.3 pts | 668 | OVERFIT |
| HD | +2080.8% | +1985758.9% | -1983678.1% | before 1993 | 1043 | OVERFIT |
| HON | +386.2% | +21058.8% | -20672.6% | before 1993 | 1608 | OVERFIT |
| IBM | +207.7% | +16203.8% | -15996.1% | before 1993 | 1568 | OVERFIT |
| JNJ | +1961.2% | +445196.6% | -443235.4% | before 1993 | 1532 | OVERFIT |
| JPM | +190.1% | +34522.5% | -34332.4% | before 1993 | 1108 | OVERFIT |
| KO | +377.6% | +199349.6% | -198972.0% | before 1993 | 1561 | OVERFIT |
| MCD | +498.3% | +236707.0% | -236208.7% | before 1993 | 1397 | OVERFIT |
| MMM | +142.3% | +31160.0% | -31017.7% | before 1993 | 1535 | OVERFIT |
| MRK | +1129.9% | +233375.1% | -232245.2% | before 1993 | 1578 | MARGINAL |
| MSFT | +4098.5% | +859506.0% | -855407.5% | before 1993 | 918 | MARGINAL |
| NKE | +253.4% | +32003.7% | -31750.3% | before 1993 | 1102 | OVERFIT |
| NVDA | +302.7% | +587720.8% | -587418.1% | -3.5 pts | 620 | OVERFIT |
| PG | +360.5% | +59706.6% | -59346.1% | before 1993 | 1534 | OVERFIT |
| SHW | +1254.9% | +231766.6% | -230511.6% | before 1993 | 1048 | OVERFIT |
| TRV | -68.0% | +12287.7% | -12355.7% | before 1993 | 1184 | OVERFIT |
| UNH | +67.7% | +353381.4% | -353313.6% | before 1993 | 956 | OVERFIT |
| V | +876.9% | +2961.1% | -2084.2% | +1.0 pts | 426 | INCONCLUSIVE |
| WMT | +2925.5% | +915365.3% | -912439.9% | before 1993 | 1261 | MARGINAL |
| ABNB | n/a · history < 10y (5.7y) | |||||
| ADBE | +1703.6% | +147731.1% | -146027.5% | before 1993 | 934 | OVERFIT |
| ADI | +4724.4% | +81534.0% | -76809.6% | before 1993 | 1152 | OVERFIT |
| ADP | +385.2% | +74205.9% | -73820.7% | before 1993 | 1054 | OVERFIT |
| ADSK | +759.6% | +58084.6% | -57324.9% | before 1993 | 1020 | OVERFIT |
| AEP | -66.5% | +13797.6% | -13864.1% | before 1993 | 1456 | OVERFIT |
| ALAB | n/a · history < 10y (2.4y) | |||||
| ALNY | -55.4% | +3338.4% | -3393.8% | -14.6 pts | 530 | OVERFIT |
| AMAT | +2541.4% | +664974.8% | -662433.4% | before 1993 | 1103 | OVERFIT |
| AMD | +116.1% | +14863.3% | -14747.1% | before 1993 | 1158 | OVERFIT |
| APP | n/a · history < 10y (5.4y) | |||||
| ARM | n/a · history < 10y (3.0y) | |||||
| ASML | +2337.9% | +96277.5% | -93939.6% | -0.3 pts | 739 | OVERFIT |
| AVGO | +270.2% | +32512.1% | -32241.8% | -6.7 pts | 372 | INCONCLUSIVE |
| AXON | -6.0% | +123065.2% | -123071.2% | -9.8 pts | 594 | OVERFIT |
| BKNG | -68.3% | +922.2% | -990.5% | -12.7 pts | 635 | OVERFIT |
| BKR | +508.3% | +933.9% | -425.6% | before 1993 | 1006 | OVERFIT |
| CCEP | +43.0% | +7081.8% | -7038.8% | before 1993 | 918 | OVERFIT |
| CDNS | +113.7% | +16839.0% | -16725.3% | before 1993 | 932 | OVERFIT |
| CEG | n/a · history < 10y (4.6y) | |||||
| CMCSA | +1130.8% | +47049.9% | -45919.1% | before 1993 | 1106 | OVERFIT |
| COST | +934.8% | +12800.7% | -11865.9% | before 1993 | 958 | OVERFIT |
| CPRT | -26.9% | +21554.9% | -21581.8% | -11.9 pts | 734 | OVERFIT |
| CRWD | n/a · history < 10y (7.2y) | |||||
| CSX | +1478.9% | +40426.1% | -38947.3% | before 1993 | 1110 | OVERFIT |
| CTAS | +30.2% | +123411.3% | -123381.1% | before 1993 | 898 | OVERFIT |
| DASH | n/a · history < 10y (5.7y) | |||||
| DDOG | n/a · history < 10y (6.9y) | |||||
| DXCM | -23.6% | +3002.6% | -3026.2% | -12.5 pts | 492 | OVERFIT |
| EA | n/a · history < 10y (9.0y) | |||||
| EXC | -0.9% | +17730.6% | -17731.4% | before 1993 | 1165 | OVERFIT |
| FANG | +62.0% | +1406.8% | -1344.8% | -11.3 pts | 321 | INCONCLUSIVE |
| FAST | +339.9% | +262350.7% | -262010.8% | before 1993 | 908 | OVERFIT |
| FER | +114.3% | +593.7% | -479.3% | -9.2 pts | 195 | INCONCLUSIVE |
| FTNT | +1004.5% | +10184.6% | -9180.1% | +1.2 pts | 366 | INCONCLUSIVE |
| GEHC | n/a · history < 10y (3.7y) | |||||
| GILD | +1107.1% | +33594.8% | -32487.6% | before 1993 | 824 | OVERFIT |
| HONA | n/a · history < 10y (0.2y) | |||||
| IDXX | +476.4% | +58789.5% | -58313.1% | before 1993 | 822 | MARGINAL |
| INTC | +2536.4% | +49216.9% | -46680.5% | before 1993 | 1128 | MARGINAL |
| INTU | +366.6% | +15430.2% | -15063.6% | -6.1 pts | 760 | OVERFIT |
| ISRG | +256.8% | +18484.9% | -18228.1% | -3.4 pts | 626 | MARGINAL |
| KDP | +7.8% | +1090.2% | -1082.4% | -11.4 pts | 392 | INCONCLUSIVE |
| KHC | -35.3% | -42.2% | +6.9% | -18.2 pts | 282 | INCONCLUSIVE |
| KLAC | +12970.4% | +289399.1% | -276428.7% | before 1993 | 1085 | OVERFIT |
| LIN | +602.8% | +10777.0% | -10174.3% | before 1993 | 808 | OVERFIT |
| LITE | +29.4% | +5280.9% | -5251.5% | -11.9 pts | 236 | INCONCLUSIVE |
| LRCX | +1163.8% | +159814.6% | -158650.8% | before 1993 | 980 | OVERFIT |
| MAR | +262.3% | +2539.5% | -2277.2% | -4.3 pts | 667 | OVERFIT |
| MCHP | +6313.1% | +41961.5% | -35648.5% | +2.5 pts | 806 | MARGINAL |
| MDLZ | +34.8% | +461.4% | -426.6% | -8.2 pts | 571 | OVERFIT |
| MELI | +349.0% | +6911.0% | -6562.1% | -2.9 pts | 440 | INCONCLUSIVE |
| META | +911.1% | +1410.2% | -499.2% | +2.4 pts | 334 | INCONCLUSIVE |
| MNST | +79.0% | +61968.9% | -61889.9% | before 1993 | 808 | OVERFIT |
| MPWR | +232.5% | +15002.1% | -14769.6% | -5.3 pts | 456 | OVERFIT |
| MRVL | +788.3% | +1645.0% | -856.7% | +0.2 pts | 641 | OVERFIT |
| MSTR | -97.8% | +1158.6% | -1256.4% | -21.6 pts | 668 | OVERFIT |
| MU | +1.9% | +70877.8% | -70875.9% | before 1993 | 1022 | OVERFIT |
| NFLX | +220.6% | +67643.2% | -67422.6% | -5.4 pts | 578 | OVERFIT |
| NXPI | +496.6% | +1721.2% | -1224.5% | -2.9 pts | 376 | INCONCLUSIVE |
| ODFL | +942.8% | +36444.7% | -35501.8% | before 1993 | 775 | MARGINAL |
| ORLY | +137.9% | +55255.7% | -55117.8% | -8.3 pts | 707 | OVERFIT |
| PANW | +17.2% | +4215.4% | -4198.2% | -13.8 pts | 292 | INCONCLUSIVE |
| PCAR | +35.9% | +57106.4% | -57070.5% | before 1993 | 1101 | OVERFIT |
| PDD | n/a · history < 10y (8.1y) | |||||
| PEP | +858.2% | +37760.7% | -36902.5% | before 1993 | 1259 | OVERFIT |
| PLTR | n/a · history < 10y (5.9y) | |||||
| PYPL | -37.0% | +44.7% | -81.7% | -18.4 pts | 247 | INCONCLUSIVE |
| QCOM | +7965.3% | +50430.1% | -42464.8% | before 1993 | 830 | GENERALIZED |
| REGN | +443.2% | +3718.3% | -3275.1% | before 1993 | 877 | MARGINAL |
| ROP | +37.6% | +26003.6% | -25966.0% | before 1993 | 782 | OVERFIT |
| ROST | -17.0% | +55801.1% | -55818.2% | before 1993 | 955 | OVERFIT |
| SBUX | +2334.3% | +43019.5% | -40685.2% | before 1993 | 800 | MARGINAL |
| SHOP | +406.1% | +8568.8% | -8162.7% | +1.6 pts | 238 | INCONCLUSIVE |
| SNDK | n/a · history < 10y (1.5y) | |||||
| SNPS | +8665.7% | +5482.1% | +3183.6% | before 1993 | 826 | OVERFIT |
| STX | +8.6% | +15614.6% | -15606.0% | -11.1 pts | 570 | OVERFIT |
| TER | -6.8% | +31309.8% | -31316.5% | before 1993 | 1314 | OVERFIT |
| TMUS | -13.4% | +318.0% | -331.3% | -11.6 pts | 420 | INCONCLUSIVE |
| TRI | +43.4% | +578.4% | -535.1% | -9.2 pts | 548 | OVERFIT |
| TSLA | +844.3% | +23002.8% | -22158.5% | -0.2 pts | 386 | INCONCLUSIVE |
| TTWO | +153.4% | +5509.7% | -5356.4% | -6.9 pts | 656 | OVERFIT |
| TXN | +709.3% | +38040.6% | -37331.3% | before 1993 | 1306 | OVERFIT |
| VRTX | +53.8% | +12000.4% | -11946.7% | before 1993 | 842 | OVERFIT |
| WBD | -12.9% | +302.2% | -315.1% | -11.8 pts | 522 | OVERFIT |
| WDAY | +69.8% | +305.5% | -235.7% | -10.9 pts | 318 | INCONCLUSIVE |
| WDC | +29.7% | +66202.2% | -66172.5% | before 1993 | 1146 | OVERFIT |
| XEL | -88.5% | +7388.9% | -7477.4% | before 1993 | 1127 | OVERFIT |
| A | +41.3% | +486.3% | -445.0% | -7.1 pts | 634 | OVERFIT |
| ABBV | +49.9% | +1156.0% | -1106.1% | -11.8 pts | 303 | INCONCLUSIVE |
| ABT | +1296.5% | +62056.2% | -60759.7% | before 1993 | 1085 | MARGINAL |
| ACGL | +139.9% | +4268.0% | -4128.2% | -7.7 pts | 666 | OVERFIT |
| ACN | +100.6% | +1726.5% | -1625.9% | -6.7 pts | 574 | OVERFIT |
| ADM | +1068.9% | +9265.6% | -8196.8% | before 1993 | 1100 | OVERFIT |
| AEE | +41.4% | +813.9% | -772.5% | -8.1 pts | 660 | OVERFIT |
| AES | -50.0% | +647.5% | -697.5% | before 1993 | 832 | OVERFIT |
| AFL | +1930.3% | +205848.4% | -203918.1% | before 1993 | 1082 | OVERFIT |
| AIG | -95.3% | +468.3% | -563.5% | before 1993 | 1300 | OVERFIT |
| AIZ | +95.3% | +1585.5% | -1490.2% | -7.8 pts | 484 | OVERFIT |
| AJG | -33.7% | +41899.5% | -41933.2% | before 1993 | 918 | OVERFIT |
| AKAM | -20.9% | -25.2% | +4.2% | -9.4 pts | 646 | OVERFIT |
| ALB | +306.3% | +3091.3% | -2785.1% | -6.5 pts | 758 | OVERFIT |
| ALGN | +207.4% | +846.9% | -639.5% | -4.4 pts | 617 | OVERFIT |
| ALL | +760.4% | +3674.2% | -2913.8% | -4.1 pts | 784 | OVERFIT |
| ALLE | +26.7% | +265.9% | -239.2% | -12.1 pts | 303 | INCONCLUSIVE |
| AMCR | +127.2% | +100.6% | +26.6% | -9.1 pts | 293 | INCONCLUSIVE |
| AME | +663.4% | +25325.0% | -24661.6% | before 1993 | 956 | OVERFIT |
| AMP | +357.1% | +2154.1% | -1797.0% | -3.6 pts | 464 | OVERFIT |
| AMT | +71.9% | +1310.2% | -1238.2% | -7.2 pts | 686 | OVERFIT |
| ANET | +356.1% | +5592.8% | -5236.7% | -0.5 pts | 262 | INCONCLUSIVE |
| AON | +4.4% | +29815.0% | -29810.6% | before 1993 | 1086 | OVERFIT |
| AOS | -87.4% | +13924.9% | -14012.3% | before 1993 | 1000 | OVERFIT |
| APA | +146.9% | +2417.2% | -2270.3% | before 1993 | 1170 | OVERFIT |
| APD | +193.0% | +20722.2% | -20529.2% | before 1993 | 1094 | OVERFIT |
| APH | +1857.9% | +146951.6% | -145093.7% | before 1993 | 834 | OVERFIT |
| APO | +176.4% | +1845.9% | -1669.5% | -7.2 pts | 354 | INCONCLUSIVE |
| APTV | +13.7% | +174.0% | -160.3% | -14.4 pts | 337 | INCONCLUSIVE |
| ARE | +56.2% | +624.3% | -568.1% | -8.1 pts | 658 | OVERFIT |
| ARES | +209.6% | +1191.9% | -982.2% | -4.3 pts | 276 | INCONCLUSIVE |
| ATO | +212.6% | +13696.4% | -13483.7% | before 1993 | 944 | OVERFIT |
| AVB | -14.2% | +42.3% | -56.5% | -16.7 pts | 224 | INCONCLUSIVE |
| AVY | +127.9% | +8544.4% | -8416.5% | before 1993 | 1314 | OVERFIT |
| AWK | +47.0% | +950.9% | -903.9% | -9.7 pts | 360 | INCONCLUSIVE |
| AZO | +507.1% | +40631.8% | -40124.6% | before 1993 | 830 | MARGINAL |
| BAC | +161.6% | +4053.1% | -3891.5% | before 1993 | 1285 | OVERFIT |
| BALL | +13.4% | +49568.6% | -49555.2% | before 1993 | 1240 | OVERFIT |
| BAX | +861.6% | +1778.4% | -916.8% | before 1993 | 1088 | MARGINAL |
| BBY | -2.0% | +89506.6% | -89508.7% | before 1993 | 982 | OVERFIT |
| BDX | +648.4% | +21440.4% | -20791.9% | before 1993 | 1284 | OVERFIT |
| BEN | +460.6% | +130378.8% | -129918.2% | before 1993 | 1034 | OVERFIT |
| BF-B | +31.9% | +14873.5% | -14841.6% | before 1993 | 1041 | OVERFIT |
| BG | +33.3% | +1105.5% | -1072.3% | -8.4 pts | 572 | OVERFIT |
| BIIB | +1296.3% | +6832.8% | -5536.4% | before 1993 | 820 | MARGINAL |
| BLDR | +83.7% | +393.7% | -310.1% | -8.2 pts | 523 | OVERFIT |
| BLK | +422.5% | +13724.5% | -13302.0% | -2.4 pts | 634 | OVERFIT |
| BMY | +502.0% | +23662.6% | -23160.6% | before 1993 | 1294 | OVERFIT |
| BNY | +50.2% | +32230.3% | -32180.1% | before 1993 | 1244 | OVERFIT |
| BR | +79.9% | +1234.2% | -1154.3% | -8.0 pts | 442 | INCONCLUSIVE |
| BRK-B | +131.0% | +2072.5% | -1941.6% | -7.6 pts | 702 | OVERFIT |
| BRO | +65.1% | +76212.8% | -76147.7% | before 1993 | 858 | OVERFIT |
| BSX | +224.0% | +1028.2% | -804.1% | before 1993 | 814 | OVERFIT |
| BX | +78.9% | +1023.3% | -944.4% | -7.8 pts | 482 | INCONCLUSIVE |
| BXP | +272.4% | +888.9% | -616.6% | -4.9 pts | 652 | OVERFIT |
| C | +3569.9% | +1897.9% | +1671.9% | before 1993 | 1270 | MARGINAL |
| CAH | +130.8% | +39284.8% | -39153.9% | before 1993 | 952 | OVERFIT |
| CARR | n/a · history < 10y (6.5y) | |||||
| CASY | +590.2% | +80461.2% | -79871.0% | before 1993 | 931 | OVERFIT |
| CB | +44.7% | +6587.6% | -6542.9% | -9.7 pts | 766 | OVERFIT |
| CBOE | +39.2% | +1060.1% | -1020.9% | -12.6 pts | 370 | INCONCLUSIVE |
| CBRE | +224.3% | +2283.8% | -2059.5% | -5.5 pts | 487 | OVERFIT |
| CCI | -76.4% | +899.9% | -976.3% | -14.1 pts | 658 | OVERFIT |
| CCL | +10.0% | +1154.4% | -1144.4% | before 1993 | 989 | OVERFIT |
| CDW | +68.0% | +858.2% | -790.2% | -10.5 pts | 294 | INCONCLUSIVE |
| CF | +332.3% | +5815.9% | -5483.7% | -3.8 pts | 466 | OVERFIT |
| CFG | +52.5% | +349.9% | -297.4% | -10.2 pts | 272 | INCONCLUSIVE |
| CHD | +310.1% | +93736.5% | -93426.4% | before 1993 | 1054 | OVERFIT |
| CHRW | +382.4% | +4307.6% | -3925.2% | -3.7 pts | 716 | OVERFIT |
| CHTR | -1.2% | +335.5% | -336.8% | -14.2 pts | 384 | INCONCLUSIVE |
| CI | +97.8% | +12980.8% | -12883.0% | before 1993 | 1020 | OVERFIT |
| CIEN | +145.2% | +195.6% | -50.4% | -6.8 pts | 736 | MARGINAL |
| CINF | -31.5% | +41545.9% | -41577.4% | before 1993 | 972 | OVERFIT |
| CL | +1295.5% | +20919.0% | -19623.5% | before 1993 | 1300 | MARGINAL |
| CLX | +65.2% | +6184.2% | -6119.0% | before 1993 | 1249 | OVERFIT |
| CME | +14.6% | +6884.2% | -6869.6% | -10.8 pts | 562 | OVERFIT |
| CMG | +136.7% | +4221.6% | -4084.9% | -6.8 pts | 462 | OVERFIT |
| CMI | -89.9% | +28968.2% | -29058.1% | before 1993 | 1289 | OVERFIT |
| CMS | -94.5% | +630.8% | -725.3% | before 1993 | 1244 | OVERFIT |
| CNC | +648.0% | +4388.8% | -3740.8% | -1.6 pts | 594 | OVERFIT |
| CNP | -74.2% | +13998.0% | -14072.2% | before 1993 | 1454 | OVERFIT |
| COF | +1762.2% | +5724.6% | -3962.4% | -1.5 pts | 775 | OVERFIT |
| COHR | +905.9% | +68288.9% | -67383.0% | before 1993 | 884 | OVERFIT |
| COIN | n/a · history < 10y (5.4y) | |||||
| COO | -37.2% | +879.8% | -917.0% | before 1993 | 1089 | OVERFIT |
| COP | +136.3% | +13561.7% | -13425.4% | before 1993 | 1049 | OVERFIT |
| COR | +30.0% | +17062.1% | -17032.0% | -10.1 pts | 662 | OVERFIT |
| CPAY | +394.6% | +1383.7% | -989.1% | -3.6 pts | 371 | INCONCLUSIVE |
| CPT | -8.5% | +2453.9% | -2462.5% | -11.2 pts | 737 | OVERFIT |
| CRH | +818.1% | +7617.9% | -6799.8% | before 1993 | 770 | OVERFIT |
| CRL | -58.1% | +1210.2% | -1268.3% | -11.8 pts | 586 | OVERFIT |
| CSGP | -70.2% | +3390.6% | -3460.8% | -13.1 pts | 653 | OVERFIT |
| CTSH | +433.1% | +35498.3% | -35065.2% | -2.9 pts | 646 | OVERFIT |
| CTVA | n/a · history < 10y (7.3y) | |||||
| CVNA | n/a · history < 10y (9.3y) | |||||
| CVS | +33.4% | +15658.6% | -15625.3% | before 1993 | 1282 | OVERFIT |
| D | +20.2% | +17762.4% | -17742.2% | before 1993 | 1019 | OVERFIT |
| DAL | +1221.6% | +339.1% | +882.5% | +3.5 pts | 486 | INCONCLUSIVE |
| DD | +70.9% | +10113.6% | -10042.8% | before 1993 | 1318 | OVERFIT |
| DE | +2656.1% | +101089.1% | -98433.0% | before 1993 | 1358 | OVERFIT |
| DECK | +366.8% | +7024.7% | -6657.9% | -6.0 pts | 770 | OVERFIT |
| DELL | +6.8% | +4059.8% | -4052.9% | -14.5 pts | 202 | INCONCLUSIVE |
| DG | +169.3% | +550.3% | -381.0% | -8.2 pts | 378 | INCONCLUSIVE |
| DGX | +2.0% | +9626.0% | -9624.0% | -10.1 pts | 652 | OVERFIT |
| DHI | +348.3% | +13111.0% | -12762.8% | before 1993 | 794 | OVERFIT |
| DHR | +565.4% | +483557.2% | -482991.8% | before 1993 | 1114 | OVERFIT |
| DLR | +475.1% | +3540.7% | -3065.6% | -2.8 pts | 458 | OVERFIT |
| DLTR | +19.9% | +10731.5% | -10711.5% | -10.5 pts | 724 | OVERFIT |
| DOC | +26.2% | +6136.8% | -6110.6% | before 1993 | 916 | OVERFIT |
| DOV | +31.2% | +29264.8% | -29233.6% | before 1993 | 1108 | OVERFIT |
| DOW | n/a · history < 10y (7.4y) | |||||
| DPZ | +594.0% | +5638.6% | -5044.5% | -1.9 pts | 533 | MARGINAL |
| DRI | +406.2% | +6998.7% | -6592.5% | -5.5 pts | 725 | OVERFIT |
| DTE | -45.5% | +35264.3% | -35309.8% | before 1993 | 1414 | OVERFIT |
| DUK | -28.7% | +16239.0% | -16267.7% | before 1993 | 1015 | OVERFIT |
| DVA | -80.1% | +4219.3% | -4299.3% | -15.7 pts | 716 | OVERFIT |
| DVN | -70.6% | +1411.9% | -1482.6% | before 1993 | 1019 | OVERFIT |
| EBAY | +344.5% | +14035.1% | -13690.5% | -3.8 pts | 646 | GENERALIZED |
| ECHO | +29.3% | +227.3% | -198.0% | -10.0 pts | 461 | INCONCLUSIVE |
| ECL | +96.1% | +20174.1% | -20078.0% | before 1993 | 1242 | OVERFIT |
| ED | -34.6% | +45081.6% | -45116.3% | before 1993 | 1446 | OVERFIT |
| EFX | +228.0% | +77234.4% | -77006.4% | before 1993 | 1042 | OVERFIT |
| EG | +231.0% | +2975.7% | -2744.7% | -6.6 pts | 730 | OVERFIT |
| EIX | +2.3% | +14610.5% | -14608.2% | before 1993 | 1222 | OVERFIT |
| EL | +102.7% | +1551.3% | -1448.7% | -8.2 pts | 730 | OVERFIT |
| ELV | +29.4% | +2326.9% | -2297.4% | -9.2 pts | 554 | OVERFIT |
| EME | -7.4% | +59203.5% | -59210.8% | -11.4 pts | 726 | OVERFIT |
| EMR | +1395.0% | +19839.1% | -18444.2% | before 1993 | 1382 | OVERFIT |
| EOG | +448.7% | +9279.7% | -8831.0% | before 1993 | 921 | OVERFIT |
| EQIX | -83.5% | +240.5% | -324.0% | -15.1 pts | 612 | OVERFIT |
| EQR | +19.2% | +44.2% | -25.0% | -13.4 pts | 234 | INCONCLUSIVE |
| EQT | -39.2% | +19557.1% | -19596.3% | before 1993 | 1104 | OVERFIT |
| ERIE | -31.1% | +3362.8% | -3394.0% | -11.8 pts | 648 | OVERFIT |
| ES | +115.8% | +2960.1% | -2844.3% | before 1993 | 1256 | OVERFIT |
| ESS | +110.4% | +5274.8% | -5164.4% | -8.7 pts | 683 | OVERFIT |
| ETN | +24.6% | +116541.5% | -116516.8% | before 1993 | 1268 | OVERFIT |
| ETR | -26.8% | +19797.9% | -19824.8% | before 1993 | 1270 | OVERFIT |
| EVRG | -65.6% | +5086.7% | -5152.3% | before 1993 | 1224 | OVERFIT |
| EW | +976.0% | +6500.0% | -5524.0% | +1.2 pts | 628 | OVERFIT |
| EXE | n/a · history < 10y (5.6y) | |||||
| EXPD | +484.8% | +148324.6% | -147839.8% | before 1993 | 938 | OVERFIT |
| EXPE | +179.3% | +916.1% | -736.9% | -6.1 pts | 506 | OVERFIT |
| EXR | +61.2% | +2698.9% | -2637.8% | -9.1 pts | 483 | OVERFIT |
| F | +7.7% | +6752.4% | -6744.8% | before 1993 | 1346 | OVERFIT |
| FCX | +28.2% | +1061.6% | -1033.5% | -9.9 pts | 734 | OVERFIT |
| FDS | -0.7% | +9088.9% | -9089.6% | -10.3 pts | 704 | OVERFIT |
| FDX | +1340.6% | +53776.9% | -52436.3% | before 1993 | 1210 | OVERFIT |
| FDXF | n/a · history < 10y (0.3y) | |||||
| FE | -60.6% | +563.0% | -623.6% | -12.7 pts | 581 | OVERFIT |
| FFIV | +122.8% | +5374.0% | -5251.2% | -5.5 pts | 630 | OVERFIT |
| FICO | +916.0% | +94747.8% | -93831.8% | before 1993 | 872 | OVERFIT |
| FIS | +702.1% | +363.8% | +338.4% | -0.9 pts | 638 | OVERFIT |
| FITB | +49.6% | +28280.0% | -28230.4% | before 1993 | 1048 | OVERFIT |
| FIX | +269.5% | +11966.2% | -11696.8% | -4.9 pts | 671 | OVERFIT |
| FLEX | +219.3% | +7898.6% | -7679.3% | -7.3 pts | 786 | OVERFIT |
| FOX | n/a · history < 10y (7.5y) | |||||
| FOXA | n/a · history < 10y (7.5y) | |||||
| FRT | +411.6% | +24360.2% | -23948.6% | before 1993 | 1228 | OVERFIT |
| FSLR | -37.2% | +716.1% | -753.3% | -13.3 pts | 464 | OVERFIT |
| FTV | +19.3% | +100.1% | -80.9% | -13.7 pts | 246 | INCONCLUSIVE |
| GD | -69.0% | +221689.9% | -221758.9% | before 1993 | 1567 | OVERFIT |
| GDDY | +67.4% | +389.4% | -322.0% | -9.4 pts | 258 | INCONCLUSIVE |
| GE | +1488.8% | +54356.2% | -52867.5% | before 1993 | 1646 | OVERFIT |
| GEN | +2887.0% | +12085.6% | -9198.6% | before 1993 | 898 | MARGINAL |
| GEV | n/a · history < 10y (2.4y) | |||||
| GIS | +302.4% | +15015.5% | -14713.1% | before 1993 | 1108 | OVERFIT |
| GL | -87.2% | +12680.6% | -12767.8% | before 1993 | 972 | OVERFIT |
| GLW | -33.7% | +19301.2% | -19334.9% | before 1993 | 1058 | OVERFIT |
| GM | +153.1% | +240.1% | -87.0% | -8.4 pts | 406 | INCONCLUSIVE |
| GNRC | +155.1% | +2091.1% | -1936.0% | -8.8 pts | 388 | INCONCLUSIVE |
| GPC | +270.8% | +12785.5% | -12514.7% | before 1993 | 1090 | OVERFIT |
| GPN | +597.9% | +2567.9% | -1970.0% | -1.1 pts | 580 | GENERALIZED |
| GRMN | +28.1% | +5377.3% | -5349.3% | -8.0 pts | 581 | OVERFIT |
| GWW | -52.5% | +55300.2% | -55352.7% | before 1993 | 1254 | OVERFIT |
| HAL | +86.4% | +2860.8% | -2774.4% | before 1993 | 1368 | OVERFIT |
| HAS | +128.5% | +201529.8% | -201401.3% | before 1993 | 1074 | OVERFIT |
| HBAN | +432.7% | +3799.5% | -3366.8% | before 1993 | 1105 | OVERFIT |
| HCA | +18.6% | +1699.7% | -1681.1% | -13.0 pts | 326 | INCONCLUSIVE |
| HIG | +192.3% | +951.1% | -758.8% | -6.9 pts | 716 | OVERFIT |
| HII | -3.1% | +883.6% | -886.8% | -14.4 pts | 331 | INCONCLUSIVE |
| HLT | +130.0% | +659.1% | -529.1% | -7.3 pts | 306 | INCONCLUSIVE |
| HOOD | n/a · history < 10y (5.1y) | |||||
| HPE | -37.1% | +625.0% | -662.2% | -19.0 pts | 252 | INCONCLUSIVE |
| HPQ | +819.0% | +77945.5% | -77126.5% | before 1993 | 1546 | OVERFIT |
| HRL | +445.3% | +19046.1% | -18600.8% | before 1993 | 1075 | OVERFIT |
| HSIC | -7.4% | +1913.1% | -1920.5% | -10.8 pts | 722 | OVERFIT |
| HST | +254.4% | +12843.9% | -12589.4% | before 1993 | 1117 | OVERFIT |
| HSY | +460.7% | +53964.6% | -53503.9% | before 1993 | 1059 | OVERFIT |
| HUBB | -41.0% | +3853.5% | -3894.6% | -12.7 pts | 724 | OVERFIT |
| HUM | -66.1% | +20168.9% | -20235.0% | before 1993 | 1018 | OVERFIT |
| HWM | n/a · history < 10y (9.8y) | |||||
| IBKR | +223.2% | +1526.1% | -1302.9% | -4.5 pts | 450 | INCONCLUSIVE |
| ICE | +222.4% | +2307.9% | -2085.5% | -5.4 pts | 442 | OVERFIT |
| IEX | -14.4% | +12761.2% | -12775.6% | before 1993 | 858 | OVERFIT |
| IFF | +596.9% | +4754.9% | -4158.0% | before 1993 | 1212 | OVERFIT |
| INCY | +336.3% | +6471.7% | -6135.5% | -6.3 pts | 788 | MARGINAL |
| INVH | n/a · history < 10y (9.6y) | |||||
| IP | -35.1% | +4590.1% | -4625.3% | before 1993 | 1626 | OVERFIT |
| IQV | -19.3% | +520.3% | -539.6% | -15.9 pts | 298 | INCONCLUSIVE |
| IR | n/a · history < 10y (9.3y) | |||||
| IRM | +216.0% | +9911.6% | -9695.6% | -6.5 pts | 704 | OVERFIT |
| IT | +22.4% | +6431.0% | -6408.6% | -10.2 pts | 748 | OVERFIT |
| ITW | +92.9% | +51254.1% | -51161.1% | before 1993 | 1272 | OVERFIT |
| IVZ | +1071.0% | +1093.8% | -22.8% | -2.4 pts | 766 | OVERFIT |
| J | +332.4% | +33544.7% | -33212.3% | before 1993 | 1132 | OVERFIT |
| JBHT | +137.5% | +24926.6% | -24789.1% | before 1993 | 1019 | OVERFIT |
| JBL | +321.2% | +41217.7% | -40896.5% | -6.5 pts | 773 | OVERFIT |
| JCI | +149.6% | +4376.5% | -4226.9% | before 1993 | 932 | OVERFIT |
| JKHY | +843.3% | +71288.2% | -70444.9% | before 1993 | 880 | OVERFIT |
| KEY | +551.6% | +1405.6% | -854.0% | before 1993 | 946 | OVERFIT |
| KEYS | +77.8% | +1042.3% | -964.5% | -9.4 pts | 278 | INCONCLUSIVE |
| KIM | +171.5% | +3036.5% | -2865.0% | before 1993 | 789 | OVERFIT |
| KKR | +244.1% | +1784.9% | -1540.8% | -6.8 pts | 392 | INCONCLUSIVE |
| KMB | +133.1% | +16039.9% | -15906.8% | before 1993 | 1038 | OVERFIT |
| KMI | +30.4% | +117.5% | -87.1% | -12.2 pts | 388 | INCONCLUSIVE |
| KR | +362.0% | +182706.1% | -182344.0% | before 1993 | 1524 | OVERFIT |
| KVUE | n/a · history < 10y (3.3y) | |||||
| L | +3.0% | +22398.8% | -22395.8% | before 1993 | 1074 | OVERFIT |
| LDOS | -26.6% | +530.2% | -556.9% | -12.6 pts | 422 | OVERFIT |
| LEN | +866.9% | +29032.9% | -28166.0% | before 1993 | 1140 | OVERFIT |
| LH | +5.4% | +1408.2% | -1402.9% | before 1993 | 824 | OVERFIT |
| LHX | -74.7% | +8519.5% | -8594.2% | before 1993 | 1037 | OVERFIT |
| LII | +241.4% | +3122.4% | -2881.0% | -3.9 pts | 613 | OVERFIT |
| LLY | +12.8% | +129720.0% | -129707.2% | before 1993 | 1303 | OVERFIT |
| LMT | +298.1% | +67444.7% | -67146.5% | before 1993 | 1583 | OVERFIT |
| LNT | -17.6% | +9408.5% | -9426.1% | before 1993 | 1186 | OVERFIT |
| LOW | +92.2% | +77328.4% | -77236.2% | before 1993 | 1139 | OVERFIT |
| LULU | +25.6% | +759.0% | -733.4% | -9.9 pts | 482 | INCONCLUSIVE |
| LUV | +507.7% | +24508.5% | -24000.8% | before 1993 | 1091 | OVERFIT |
| LVS | +221.5% | +50.3% | +171.2% | -5.4 pts | 561 | OVERFIT |
| LYB | +266.0% | +648.8% | -382.9% | -5.8 pts | 377 | INCONCLUSIVE |
| LYV | -52.0% | +1558.0% | -1610.0% | -14.6 pts | 472 | OVERFIT |
| MA | +380.4% | +14066.9% | -13686.6% | -3.2 pts | 444 | OVERFIT |
| MAA | +323.4% | +3525.2% | -3201.7% | -6.3 pts | 735 | OVERFIT |
| MAS | -40.6% | +7423.1% | -7463.7% | before 1993 | 1140 | OVERFIT |
| MCK | +123.7% | +6946.5% | -6822.8% | -8.6 pts | 714 | OVERFIT |
| MCO | +291.1% | +7753.9% | -7462.9% | -6.7 pts | 712 | OVERFIT |
| MDT | +747.3% | +51421.0% | -50673.7% | before 1993 | 1304 | OVERFIT |
| MET | +499.3% | +1176.9% | -677.6% | -1.3 pts | 600 | OVERFIT |
| MGM | +151.3% | +1501.4% | -1350.0% | before 1993 | 916 | OVERFIT |
| MKC | -71.4% | +14401.8% | -14473.2% | before 1993 | 1224 | OVERFIT |
| MLM | +281.5% | +3089.6% | -2808.1% | -6.7 pts | 815 | OVERFIT |
| MO | +722.1% | +2914781.4% | -2914059.3% | before 1993 | 1504 | OVERFIT |
| MOS | -82.4% | +268.9% | -351.4% | before 1993 | 944 | OVERFIT |
| MPC | -49.8% | +2972.8% | -3022.5% | -19.0 pts | 312 | INCONCLUSIVE |
| MRNA | n/a · history < 10y (7.7y) | |||||
| MRSH | +103.6% | +21192.9% | -21089.2% | before 1993 | 1234 | OVERFIT |
| MS | +1804.9% | +6159.1% | -4354.2% | -1.7 pts | 818 | MARGINAL |
| MSCI | +283.4% | +2406.7% | -2123.3% | -3.8 pts | 408 | INCONCLUSIVE |
| MSI | +3413.2% | +79243.2% | -75830.0% | before 1993 | 1634 | MARGINAL |
| MTB | +8.1% | +105049.8% | -105041.7% | before 1993 | 1049 | OVERFIT |
| MTD | +155.3% | +9346.3% | -9191.0% | -6.2 pts | 640 | OVERFIT |
| NCLH | -55.0% | -34.9% | -20.1% | -20.5 pts | 329 | INCONCLUSIVE |
| NDAQ | -33.4% | +2371.2% | -2404.7% | -12.6 pts | 546 | OVERFIT |
| NDSN | -89.0% | +37769.3% | -37858.3% | before 1993 | 928 | OVERFIT |
| NEE | -73.7% | +23772.9% | -23846.6% | before 1993 | 1217 | OVERFIT |
| NEM | -18.9% | +2099.8% | -2118.7% | before 1993 | 1076 | OVERFIT |
| NI | -24.2% | +5234.9% | -5259.1% | before 1993 | 1230 | OVERFIT |
| NOC | -40.0% | +23369.3% | -23409.2% | before 1993 | 1030 | OVERFIT |
| NOW | +434.0% | +2907.9% | -2473.9% | -2.4 pts | 314 | INCONCLUSIVE |
| NRG | +42.7% | +1442.6% | -1399.8% | -9.5 pts | 508 | OVERFIT |
| NSC | +217.7% | +24520.7% | -24302.9% | before 1993 | 1032 | OVERFIT |
| NTAP | -15.4% | +19659.8% | -19675.2% | -11.1 pts | 678 | OVERFIT |
| NTRS | +119.2% | +53074.8% | -52955.6% | before 1993 | 1042 | OVERFIT |
| NUE | +60.5% | +70209.1% | -70148.6% | before 1993 | 1104 | OVERFIT |
| NVR | +454.3% | +61512.0% | -61057.7% | -5.5 pts | 774 | OVERFIT |
| NWS | -16.2% | +152.4% | -168.6% | -15.7 pts | 306 | INCONCLUSIVE |
| NWSA | +10.4% | +122.2% | -111.8% | -13.6 pts | 306 | INCONCLUSIVE |
| O | +323.1% | +5366.4% | -5043.3% | -6.5 pts | 677 | OVERFIT |
| OKE | -67.2% | +19101.6% | -19168.8% | before 1993 | 1044 | OVERFIT |
| OMC | +28.9% | +15677.5% | -15648.6% | before 1993 | 1078 | OVERFIT |
| ON | -36.7% | +208.7% | -245.4% | -10.2 pts | 614 | OVERFIT |
| ORCL | +26544.0% | +296729.4% | -270185.4% | before 1993 | 966 | OVERFIT |
| OTIS | n/a · history < 10y (6.5y) | |||||
| OXY | +121.4% | +3580.0% | -3458.6% | before 1993 | 1075 | OVERFIT |
| PCG | -72.7% | +1389.7% | -1462.3% | before 1993 | 1255 | OVERFIT |
| PEG | +45.6% | +18884.4% | -18838.8% | before 1993 | 1110 | OVERFIT |
| PFE | +834.2% | +20062.7% | -19228.5% | before 1993 | 1294 | OVERFIT |
| PFG | +179.5% | +920.1% | -740.7% | -5.9 pts | 540 | OVERFIT |
| PGR | -27.0% | +819581.9% | -819608.9% | before 1993 | 994 | OVERFIT |
| PH | +57.8% | +41129.4% | -41071.7% | before 1993 | 1100 | OVERFIT |
| PHM | +103.6% | +95847.7% | -95744.0% | before 1993 | 1112 | OVERFIT |
| PLD | +64.0% | +1782.5% | -1718.5% | -7.6 pts | 626 | OVERFIT |
| PM | -34.7% | +785.7% | -820.4% | -14.5 pts | 410 | INCONCLUSIVE |
| PNC | -4.8% | +37937.9% | -37942.6% | before 1993 | 1215 | OVERFIT |
| PNR | -48.4% | +11510.8% | -11559.3% | before 1993 | 1262 | OVERFIT |
| PNW | -81.3% | +2247.6% | -2328.8% | before 1993 | 1234 | OVERFIT |
| PODD | -38.5% | +831.5% | -870.0% | -13.3 pts | 436 | INCONCLUSIVE |
| PPG | +31.6% | +21327.4% | -21295.8% | before 1993 | 1116 | OVERFIT |
| PPL | -76.2% | +7311.8% | -7388.0% | before 1993 | 995 | OVERFIT |
| PRU | +172.5% | +767.8% | -595.2% | -5.9 pts | 560 | OVERFIT |
| PSA | +359.2% | +13958.7% | -13599.5% | before 1993 | 1081 | OVERFIT |
| PSKY | -66.5% | -34.8% | -31.7% | -16.2 pts | 486 | OVERFIT |
| PSX | -40.5% | +1071.7% | -1112.2% | -18.1 pts | 312 | INCONCLUSIVE |
| PTC | +1872.7% | +8443.5% | -6570.8% | before 1993 | 888 | OVERFIT |
| PWR | +164.8% | +8155.1% | -7990.2% | -5.7 pts | 723 | OVERFIT |
| Q | n/a · history < 10y (0.8y) | |||||
| RCL | -77.1% | +4611.6% | -4688.8% | -15.3 pts | 827 | OVERFIT |
| REG | +129.0% | +2046.5% | -1917.5% | -8.3 pts | 771 | OVERFIT |
| RF | +1806.5% | +7230.0% | -5423.5% | before 1993 | 1092 | OVERFIT |
| RJF | +316.4% | +52691.1% | -52374.7% | before 1993 | 1000 | OVERFIT |
| RL | +827.6% | +1376.9% | -549.4% | -1.6 pts | 693 | MARGINAL |
| RMD | +371.8% | +43254.4% | -42882.5% | -5.7 pts | 718 | OVERFIT |
| ROK | +1357.2% | +57325.7% | -55968.6% | before 1993 | 1054 | OVERFIT |
| ROL | +594.9% | +36503.9% | -35909.0% | before 1993 | 1020 | OVERFIT |
| RSG | +67.0% | +1977.7% | -1910.7% | -7.0 pts | 592 | OVERFIT |
| RTX | +1255.0% | +231131.9% | -229876.9% | before 1993 | 1624 | OVERFIT |
| RVTY | +1749.9% | +25547.2% | -23797.3% | before 1993 | 1298 | MARGINAL |
| SBAC | -97.7% | +2259.6% | -2357.3% | -21.4 pts | 616 | OVERFIT |
| SCHW | +1253.0% | +45501.9% | -44248.9% | before 1993 | 935 | OVERFIT |
| SJM | +182.0% | +1119.0% | -936.9% | -7.7 pts | 738 | OVERFIT |
| SLB | +683.1% | +1125.4% | -442.3% | before 1993 | 1116 | OVERFIT |
| SMCI | +235.3% | +4155.7% | -3920.4% | -4.6 pts | 450 | INCONCLUSIVE |
| SNA | +413.2% | +12522.0% | -12108.9% | before 1993 | 1302 | OVERFIT |
| SO | +353.3% | +32617.4% | -32264.0% | before 1993 | 999 | OVERFIT |
| SOLV | n/a · history < 10y (2.4y) | |||||
| SPG | +23.4% | +5330.6% | -5307.2% | -10.3 pts | 707 | OVERFIT |
| SPGI | +279.8% | +140503.3% | -140223.5% | before 1993 | 1182 | OVERFIT |
| SRE | +44.7% | +1463.0% | -1418.3% | -7.5 pts | 622 | OVERFIT |
| STE | +1995.5% | +15491.4% | -13495.9% | before 1993 | 809 | MARGINAL |
| STLD | +24.8% | +7831.8% | -7807.0% | -9.2 pts | 678 | OVERFIT |
| STT | -7.9% | +199686.1% | -199694.0% | before 1993 | 1076 | OVERFIT |
| STZ | +118.1% | +10007.0% | -9888.9% | before 1993 | 783 | OVERFIT |
| SW | +104.8% | +775.0% | -670.2% | -8.0 pts | 350 | INCONCLUSIVE |
| SWK | +351.7% | +5887.9% | -5536.3% | before 1993 | 1136 | OVERFIT |
| SWKS | +90.1% | +1317.3% | -1227.1% | before 1993 | 1026 | OVERFIT |
| SYF | +103.5% | +325.2% | -221.7% | -7.9 pts | 288 | INCONCLUSIVE |
| SYK | +339.2% | +430371.4% | -430032.3% | before 1993 | 1081 | OVERFIT |
| SYY | +993.2% | +115885.9% | -114892.7% | before 1993 | 1219 | OVERFIT |
| T | +345.5% | +10219.8% | -9874.3% | before 1993 | 1012 | OVERFIT |
| TAP | +613.0% | +518.8% | +94.2% | before 1993 | 1332 | OVERFIT |
| TDG | +576.2% | +13285.3% | -12709.1% | -1.2 pts | 442 | OVERFIT |
| TDY | +326.9% | +7164.6% | -6837.7% | -2.8 pts | 593 | MARGINAL |
| TECH | +1328.3% | +79246.8% | -77918.4% | before 1993 | 862 | OVERFIT |
| TEL | -36.7% | +671.1% | -707.7% | -13.1 pts | 432 | INCONCLUSIVE |
| TFC | +190.3% | +10226.4% | -10036.1% | before 1993 | 1031 | OVERFIT |
| TGT | +1476.3% | +90566.5% | -89090.1% | before 1993 | 1336 | OVERFIT |
| TJX | +691.6% | +36154.4% | -35462.8% | before 1993 | 895 | OVERFIT |
| TKO | +43.5% | +1638.9% | -1595.3% | -7.4 pts | 605 | OVERFIT |
| TMO | +294.3% | +36784.3% | -36489.9% | before 1993 | 1116 | OVERFIT |
| TPL | -79.7% | +75277.1% | -75356.9% | before 1993 | 1140 | OVERFIT |
| TPR | +787.0% | +7766.6% | -6979.6% | +0.1 pts | 591 | OVERFIT |
| TRGP | +25.6% | +2202.9% | -2177.3% | -12.9 pts | 344 | INCONCLUSIVE |
| TRMB | -1.2% | +3366.4% | -3367.6% | before 1993 | 868 | OVERFIT |
| TROW | +582.6% | +35932.6% | -35350.0% | before 1993 | 942 | OVERFIT |
| TSCO | +146.5% | +15199.0% | -15052.5% | -8.1 pts | 766 | OVERFIT |
| TSN | +1.0% | +4340.8% | -4339.8% | before 1993 | 1095 | OVERFIT |
| TT | -51.1% | +49748.2% | -49799.2% | before 1993 | 1026 | OVERFIT |
| TTD | n/a · history < 10y (9.9y) | |||||
| TXT | -67.3% | +4901.2% | -4968.5% | before 1993 | 1300 | OVERFIT |
| TYL | +886.6% | +43359.1% | -42472.5% | before 1993 | 1032 | OVERFIT |
| UAL | +124.3% | +240.6% | -116.3% | -7.2 pts | 498 | OVERFIT |
| UBER | n/a · history < 10y (7.3y) | |||||
| UDR | +497.1% | +14119.5% | -13622.4% | before 1993 | 959 | OVERFIT |
| UHS | -39.2% | +15293.2% | -15332.4% | before 1993 | 1040 | OVERFIT |
| ULTA | +939.3% | +1721.3% | -782.0% | +2.3 pts | 440 | INCONCLUSIVE |
| UNP | +184.1% | +30311.4% | -30127.3% | before 1993 | 1122 | OVERFIT |
| UPS | +45.7% | +233.2% | -187.5% | -7.1 pts | 642 | OVERFIT |
| URI | -78.6% | +7088.3% | -7166.9% | -14.6 pts | 675 | OVERFIT |
| USB | -13.1% | +44799.0% | -44812.1% | before 1993 | 1168 | OVERFIT |
| VEEV | +51.1% | +668.8% | -617.7% | -10.9 pts | 290 | INCONCLUSIVE |
| VICI | n/a · history < 10y (8.7y) | |||||
| VLO | -80.9% | +23394.0% | -23474.9% | before 1993 | 1042 | OVERFIT |
| VLTO | n/a · history < 10y (2.9y) | |||||
| VMC | -85.9% | +48759.3% | -48845.2% | before 1993 | 1216 | OVERFIT |
| VRSK | +15.7% | +648.8% | -633.1% | -13.6 pts | 362 | INCONCLUSIVE |
| VRSN | +257.2% | +5322.0% | -5064.8% | -4.8 pts | 652 | OVERFIT |
| VRT | n/a · history < 10y (8.1y) | |||||
| VST | n/a · history < 10y (9.9y) | |||||
| VTR | +20.0% | +1496.8% | -1476.9% | -9.1 pts | 650 | OVERFIT |
| VTRS | +23.2% | +1568.8% | -1545.6% | before 1993 | 1114 | OVERFIT |
| VZ | +443.6% | +4889.1% | -4445.6% | before 1993 | 1016 | OVERFIT |
| WAB | +69.3% | +4137.7% | -4068.4% | -9.1 pts | 682 | OVERFIT |
| WAT | +155.7% | +10865.4% | -10709.7% | -7.4 pts | 690 | OVERFIT |
| WEC | +21.7% | +23656.8% | -23635.1% | before 1993 | 1019 | OVERFIT |
| WELL | +1317.3% | +58774.1% | -57456.8% | before 1993 | 1046 | OVERFIT |
| WFC | +1167.5% | +63452.2% | -62284.7% | before 1993 | 1308 | OVERFIT |
| WM | +468.0% | +8471.2% | -8003.2% | before 1993 | 897 | OVERFIT |
| WMB | +214.9% | +11974.1% | -11759.2% | before 1993 | 1012 | OVERFIT |
| WSM | +141.2% | +69865.8% | -69724.6% | before 1993 | 1020 | OVERFIT |
| WST | -68.1% | +79208.6% | -79276.7% | before 1993 | 1078 | OVERFIT |
| WTW | +131.8% | +1181.6% | -1049.9% | -6.0 pts | 586 | OVERFIT |
| WY | +97.4% | +1781.4% | -1684.0% | before 1993 | 1299 | OVERFIT |
| WYNN | +366.6% | +1217.6% | -850.9% | -4.7 pts | 597 | OVERFIT |
| XOM | +1776.2% | +183657.9% | -181881.6% | before 1993 | 1497 | OVERFIT |
| XYL | +33.3% | +455.0% | -421.7% | -13.3 pts | 343 | INCONCLUSIVE |
| XYZ | +148.2% | +527.5% | -379.3% | -5.9 pts | 234 | INCONCLUSIVE |
| YUM | +898.8% | +4282.5% | -3383.7% | -1.1 pts | 670 | GENERALIZED |
| ZBH | -1.7% | +292.2% | -293.8% | -9.7 pts | 584 | OVERFIT |
| ZBRA | +14.1% | +8617.7% | -8603.6% | before 1993 | 838 | OVERFIT |
| ZTS | +12.0% | +179.3% | -167.3% | -13.8 pts | 314 | INCONCLUSIVE |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| EUR/USD | -1.6% | -3.1% | +1.5% | -11.1 pts | 554 | OVERFIT |
| GBP/USD | +0.6% | -21.2% | +21.8% | -11.0 pts | 596 | OVERFIT |
| USD/JPY | +19.4% | +40.2% | -20.8% | -9.6 pts | 718 | OVERFIT |
| USD/MXN | +60.2% | +49.9% | +10.3% | -8.9 pts | 606 | OVERFIT |
| AUD/USD | +6.8% | -6.6% | +13.4% | -10.9 pts | 500 | OVERFIT |
| USD/CAD | +3.0% | +1.7% | +1.3% | -11.0 pts | 564 | OVERFIT |
| USD/CHF | +30.4% | -41.4% | +71.8% | -10.0 pts | 580 | OVERFIT |
| NZD/USD | -7.5% | -8.1% | +0.7% | -11.4 pts | 568 | OVERFIT |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| Bitcoin | +54.4% | +17075.3% | -17020.9% | -11.2 pts | 420 | INCONCLUSIVE |
| Ether | n/a · history < 10y (8.8y) | |||||
| Litecoin | +11.6% | +859.3% | -847.7% | -13.1 pts | 413 | 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% | -1348.2% | -1348.0% | -1341.5% | -847.7% |
| 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 | -87.7% | -80.7% | -55.1% | -28.1% | +1.5% |
| GBP/USD | -87.5% | -79.9% | -38.4% | -1.2% | +21.8% |
| USD/JPY | -136.0% | -130.7% | -80.6% | -69.3% | -20.8% |
| AUD/USD | — | — | — | — | +13.4% |
| USD/CAD | -136.7% | -127.7% | -15.7% | +1.5% | +1.3% |
| USD/CHF | -85.1% | -72.9% | -19.4% | -4.6% | +71.8% |
| NZD/USD | -82.5% | -66.1% | -28.1% | -27.1% | +0.7% |
| S&P 500 (SPY) | -454.0% | -453.8% | -428.5% | -349.4% | -2840.8% |
| Nasdaq-100 (QQQ) | -705.1% | -704.9% | -678.6% | -537.1% | -1067.9% |
| Russell 2000 (IWM) | -307.3% | -307.2% | -288.5% | -214.0% | -607.6% |
| Emergentes (EEM) | -269.1% | -269.0% | -245.8% | -180.0% | -641.6% |
| Oro (GLD) | -397.4% | -397.3% | -374.9% | -315.7% | -818.2% |
| Bonos 20 años (TLT) | -91.8% | -91.7% | -77.0% | -24.2% | -152.8% |
| AAPL | -1349.6% | -1349.4% | -1317.1% | -1202.8% | -320919.3% |
| AMGN | -379.1% | -378.7% | -352.2% | -268.4% | -186834.9% |
| AMZN | -836.5% | -836.4% | -823.7% | -726.0% | -253599.3% |
| AXP | -573.8% | -573.7% | -555.0% | -441.9% | -21713.0% |
| BA | -166.5% | -166.5% | -161.5% | -153.8% | -108723.9% |
| CAT | -1513.0% | -1512.8% | -1488.3% | -1422.5% | -172691.1% |
| CRM | -339.5% | -339.4% | -307.0% | -252.6% | -5712.3% |
| CSCO | -570.4% | -570.2% | -551.2% | -436.9% | -219021.7% |
| CVX | -358.2% | -358.1% | -317.9% | -221.7% | -67775.1% |
| DIS | -114.8% | -114.7% | -101.4% | +14.8% | -189908.0% |
| GOOGL | -920.8% | -920.5% | -896.2% | -769.7% | -13152.7% |
| GS | -723.2% | -723.0% | -699.7% | -635.7% | -855.2% |
| HD | -324.2% | -324.1% | -312.7% | -217.3% | -1983678.1% |
| HON | -280.6% | -280.4% | -248.2% | -192.2% | -20672.6% |
| IBM | -286.6% | -286.6% | -275.4% | -227.1% | -15996.1% |
| JNJ | -357.5% | -357.3% | -330.6% | -247.0% | -443235.4% |
| JPM | -742.2% | -742.1% | -709.6% | -641.6% | -34332.4% |
| KO | -293.4% | -293.3% | -271.5% | -191.3% | -198972.0% |
| MCD | -285.6% | -285.5% | -267.2% | -182.9% | -236208.7% |
| MMM | -200.3% | -200.2% | -176.2% | -65.1% | -31017.7% |
| MRK | -412.7% | -412.5% | -385.9% | -287.8% | -232245.2% |
| MSFT | -1077.0% | -1076.8% | -1044.9% | -842.4% | -855407.5% |
| NKE | -74.3% | -74.2% | -60.3% | -24.1% | -31750.3% |
| NVDA | -27586.0% | -27585.8% | -27535.0% | -27417.9% | -587418.1% |
| PG | -246.9% | -246.8% | -228.9% | -142.4% | -59346.1% |
| SHW | -449.0% | -448.7% | -415.7% | -316.3% | -230511.6% |
| TRV | -422.1% | -421.8% | -389.6% | -277.8% | -12355.7% |
| UNH | -401.4% | -401.3% | -360.6% | -317.4% | -353313.6% |
| V | -543.9% | -543.7% | -513.2% | -366.9% | -2084.2% |
| WMT | -607.6% | -607.4% | -583.2% | -467.4% | -912439.9% |
| ABNB | n/a | n/a | n/a | n/a | n/a |
| ADBE | -317.0% | -316.8% | -274.6% | -264.6% | -146027.5% |
| ADI | -814.6% | -814.3% | -776.8% | -638.1% | -76809.6% |
| ADP | -441.3% | -441.1% | -412.8% | -279.5% | -73820.7% |
| ADSK | -432.2% | -432.0% | -417.0% | -250.3% | -57324.9% |
| AEP | -305.4% | -305.2% | -291.3% | -258.0% | -13864.1% |
| ALAB | n/a | n/a | n/a | n/a | n/a |
| ALNY | -254.9% | -254.8% | -245.6% | -132.7% | -3393.8% |
| AMAT | -2817.9% | -2817.7% | -2787.9% | -2371.0% | -662433.4% |
| AMD | -16807.9% | -16807.8% | -16751.2% | -16516.7% | -14747.1% |
| APP | n/a | n/a | n/a | n/a | n/a |
| ARM | n/a | n/a | n/a | n/a | n/a |
| ASML | -2158.7% | -2158.3% | -2112.2% | -1846.0% | -93939.6% |
| AVGO | -3403.2% | -3403.0% | -3369.8% | -3265.4% | -32241.8% |
| AXON | -3569.4% | -3569.2% | -3548.5% | -3482.5% | -123071.2% |
| BKNG | -421.6% | -421.4% | -404.8% | -304.3% | -990.5% |
| BKR | n/a | n/a | n/a | n/a | -425.6% |
| CCEP | -415.8% | -415.6% | -396.8% | -310.8% | -7038.8% |
| CDNS | -1658.0% | -1657.5% | -1632.9% | -1427.0% | -16725.3% |
| CEG | n/a | n/a | n/a | n/a | n/a |
| CMCSA | -135.8% | -135.6% | -113.4% | +12.1% | -45919.1% |
| COST | -707.4% | -707.2% | -685.9% | -618.8% | -11865.9% |
| CPRT | -700.6% | -700.4% | -687.6% | -652.5% | -21581.8% |
| CRWD | n/a | n/a | n/a | n/a | n/a |
| CSX | -696.6% | -696.4% | -667.7% | -547.0% | -38947.3% |
| CTAS | -1031.2% | -1031.0% | -1008.8% | -908.9% | -123381.1% |
| DASH | n/a | n/a | n/a | n/a | n/a |
| DDOG | n/a | n/a | n/a | n/a | n/a |
| DXCM | -462.8% | -462.4% | -454.8% | -368.1% | -3026.2% |
| EA | — | — | — | — | n/a |
| EXC | -318.9% | -318.8% | -293.4% | -198.8% | -17731.4% |
| FANG | -393.3% | -393.2% | -384.7% | -325.9% | -1344.8% |
| FAST | -656.9% | -656.4% | -625.1% | -523.5% | -262010.8% |
| FER | n/a | n/a | n/a | n/a | -479.3% |
| FTNT | -2745.6% | -2745.1% | -2698.7% | -2428.7% | -9180.1% |
| GEHC | n/a | n/a | n/a | n/a | n/a |
| GILD | -214.0% | -213.8% | -169.3% | -132.9% | -32487.6% |
| HONA | n/a | n/a | n/a | n/a | n/a |
| IDXX | -780.4% | -780.2% | -743.2% | -590.6% | -58313.1% |
| INTC | -333.1% | -332.9% | -304.8% | -275.6% | -46680.5% |
| INTU | -414.2% | -414.1% | -398.7% | -256.4% | -15063.6% |
| ISRG | -612.6% | -612.4% | -598.0% | -398.4% | -18228.1% |
| KHC | -56.8% | -56.7% | -38.9% | +10.5% | +6.9% |
| KLAC | -3063.6% | -3063.0% | -3044.1% | -2688.0% | -276428.7% |
| LIN | n/a | n/a | n/a | n/a | -10174.3% |
| LITE | -4008.1% | -4007.8% | -3920.4% | -3551.7% | -5251.5% |
| LRCX | -4481.4% | -4481.0% | -4442.3% | -4038.9% | -158650.8% |
| MAR | -594.3% | -594.0% | -578.2% | -507.7% | -2277.2% |
| MCHP | -391.6% | -391.4% | -370.9% | -225.2% | -35648.5% |
| MDLZ | -182.0% | -181.8% | -162.7% | -85.5% | -426.6% |
| MELI | -1800.1% | -1799.9% | -1772.2% | -1664.9% | -6562.1% |
| META | -570.4% | -570.3% | -542.8% | -303.3% | -499.2% |
| MNST | -194.8% | -194.7% | -167.5% | -114.4% | -61889.9% |
| MPWR | -2250.5% | -2249.2% | -2200.9% | -1918.7% | -14769.6% |
| MRVL | -2679.8% | -2679.2% | -2639.1% | -2411.5% | -856.7% |
| MSTR | -743.9% | -743.2% | -721.2% | -681.1% | -1256.4% |
| MU | -6675.8% | -6675.7% | -6662.0% | -6574.3% | -70875.9% |
| NFLX | -743.2% | -743.1% | -682.4% | -551.0% | -67422.6% |
| NXPI | -300.5% | -300.3% | -268.5% | +16.2% | -1224.5% |
| ODFL | -1063.8% | -1063.3% | -1028.7% | -927.2% | -35501.8% |
| ORLY | -539.4% | -538.9% | -510.6% | -394.5% | -55117.8% |
| PANW | -1299.9% | -1299.5% | -1280.6% | -1176.1% | -4198.2% |
| PCAR | -580.1% | -579.9% | -530.1% | -416.4% | -57070.5% |
| PDD | n/a | n/a | n/a | n/a | n/a |
| PEP | -196.8% | -196.7% | -176.3% | -69.1% | -36902.5% |
| PLTR | n/a | n/a | n/a | n/a | n/a |
| PYPL | -155.8% | -155.5% | -134.1% | -68.9% | -81.7% |
| QCOM | -438.6% | -438.5% | -416.1% | -307.2% | -42464.8% |
| REGN | -155.2% | -155.0% | -117.3% | -74.3% | -3275.1% |
| ROP | -244.2% | -243.8% | -220.2% | -118.1% | -25966.0% |
| ROST | -465.7% | -465.5% | -437.7% | -341.2% | -55818.2% |
| SBUX | -232.0% | -231.9% | -206.8% | -152.3% | -40685.2% |
| SHOP | -5944.8% | -5944.6% | -5935.2% | -5804.1% | -8162.7% |
| SNDK | n/a | n/a | n/a | n/a | n/a |
| SNPS | -985.3% | -985.1% | -973.5% | -877.9% | +3183.6% |
| STX | -3652.5% | -3652.4% | -3610.9% | -3554.7% | -15606.0% |
| TER | -1857.0% | -1856.6% | -1815.7% | -1746.7% | -31316.5% |
| TMUS | -489.7% | -489.4% | -465.1% | -324.0% | -331.3% |
| TRI | -362.7% | -362.5% | -351.3% | -277.3% | -535.1% |
| TSLA | -2341.6% | -2341.4% | -2337.8% | -2291.2% | -22158.5% |
| TTWO | -688.9% | -688.1% | -648.7% | -380.5% | -5356.4% |
| TXN | -637.7% | -637.4% | -586.0% | -386.9% | -37331.3% |
| VRTX | -440.8% | -440.5% | -419.7% | -226.1% | -11946.7% |
| WBD | n/a | n/a | n/a | n/a | -315.1% |
| WDAY | -263.3% | -263.2% | -249.5% | -184.5% | -235.7% |
| WDC | -1171.5% | -1171.3% | -1160.6% | -1078.0% | -66172.5% |
| XEL | -295.9% | -295.7% | -270.5% | -224.1% | -7477.4% |
| KDP | -278.1% | -278.0% | -265.0% | -148.7% | -1082.4% |
| USD/MXN | -135.0% | -119.1% | -41.5% | -68.0% | +10.3% |
| Bitcoin | -18084.8% | -18084.8% | -18084.8% | -18083.4% | -17020.9% |
| Ether | — | — | — | — | n/a |
5 / 472 · against the s&p 500 over the same window: 0 / 472
| Parameters | Return | Sharpe | Max DD | Vs. index |
|---|---|---|---|---|
| period 2, lower 10, upper 65 | 240.2% | 0.03 | -36.1% | -2840.8% |
| period 2, lower 5, upper 65 | 240.2% | 0.03 | -36.1% | -2840.8% |
| period 2, lower 15, upper 65 | 240.2% | 0.03 | -36.1% | -2840.8% |
| period 3, lower 10, upper 65 | 148.4% | -0.08 | -34.3% | -2932.6% |
| period 2, lower 10, upper 80 | 240.2% | 0.03 | -36.1% | -2840.8% |
A rule that only works at the exact textbook numbers and dies one notch away is not an edge: it is luck.
Walk-forward: MARGINAL · 40%
Deflated Sharpe: 0.48 (< 0.95)
Robustness suite: MODERATE
By halves: First half did not beat (+146.2% vs +237.3%); Second half did not beat (+38.2% vs +843.1%).
5 fold(s) scored; 40% within the robust degradation band [0.5, 1.5].
Mean OOS/IS Sharpe degradation = 2.066.
OOS Sharpe far exceeds IS (>ceiling) — likely a lucky short OOS window, not genuine generalization.
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 c0e771fe25fb · 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 26 markets
Finaxion Research (2026). 2-day RSI (the Connors rule): works in few markets. Daily backtest 1962-01-01–2026-08-31, artifact c0e771fe25fb. https://finaxion.app/en/research/rsi-2-connors