Sector leaders: the pair trade that wasn’t
Trading the two largest companies in each industry against each other adds nothing. Picking the one with the most upside among each industry’s five largest does: 20.6% a year, ahead of the S&P 500 in 8 of 11 years.
Twenty famous strategies. Where each one actually works.
The golden cross, the Turtles, RSI, Wyckoff, “Sell in May”… every well-known rule, run on every market we cover with the same costs and the same rules, so you can see where it earns its keep and where it doesn’t.
- 01The golden cross (50/200)
- 02Only invest above the 200-day average
- 032-day RSI (the Connors rule)
- 04RSI 14: buy oversold
- 05The MACD cross
- 06Bounce off the lower Bollinger band
- 07Upper Bollinger band breakout
- 08Ichimoku: buy above the cloud
- 09Parabolic SAR
- 10Stochastic: oversold cross
- 11The Turtles: 55-day breakout
- 12ADX: only strong trends
- 13Supertrend
- 14ICT order block
- 15ICT fair value gap
- 16Smart Money liquidity sweep
- 17Wyckoff accumulation
- 18Heikin Ashi
- 19Kaufman’s adaptive average
- 20“Sell in May and go away”
Our research.
193 portfolio optimizers, one honest scoreboard
Ten years of walk-forward testing: once you account for luck, none of 193 optimizers beats simply holding the S&P 500. The robust ones are the ones that fear drawdowns.
30,672 combinations, one survivor
We tested every combination of our factors. Companies with clean earnings and rising momentum came out on top, and the result held in the real backtester.
Can Google’s forecasting AI call the market?
Across 7,127 forecasts, TimesFM got the direction right 52.7% of the time — less than simply assuming stocks go up.
Our score’s track record, bad news included
Ten years of monthly point-in-time scores: the top decile beat the index more often than chance, and roughly half still lagged in any given year.