Before you trust any backtest — including ours — look at this. We took the four most famous strategies, ran them with 9,393 different settings across 101 stocks, then scored every single one on years of market data the search had never seen.
Only 86 of 404 best-in-class settings stayed ahead of simply buying and holding the stock. That low number is the finding — pick the winner out of a big search and you're usually picking an accident.
Trade the band: buy the lower band, exit at the middle or upper.
Buy an N-day high, sell an N-day low — the classic turtle breakout.
Buy when the fast average crosses above the slow one, sell when it crosses back.
Buy when RSI says oversold, sell when it says overbought.
| Stock | Strategy & settings | Strategy return | Buy & hold | Difference | Sharpe | Worst drop | |
|---|---|---|---|---|---|---|---|
| MU | Moving-average cross fast 50 · slow 100 |
1,295% | 1,082% | +214 pts | 1.38 | -43% | beat |
| META | Moving-average cross fast 10 · slow 75 |
244% | 168% | +76 pts | 1.16 | -27% | beat |
| V | RSI mean-reversion period 5 · oversold 20 · overbought 60 |
116% | 66% | +50 pts | 1.08 | -13% | beat |
| NFLX | Moving-average cross fast 10 · slow 150 |
197% | 50% | +147 pts | 0.89 | -29% | beat |
| V | Bollinger bands period 20 · width 1.5 |
83% | 66% | +17 pts | 0.86 | -14% | beat |
| PG | Bollinger bands period 30 · width 2.0 |
44% | 34% | +9 pts | 0.80 | -14% | beat |
| PG | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
71% | 34% | +37 pts | 0.78 | -19% | beat |
| FCX | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
201% | 112% | +89 pts | 0.77 | -40% | beat |
| MA | Bollinger bands period 20 · width 1.5 |
70% | 43% | +27 pts | 0.75 | -18% | beat |
| FDX | Donchian breakout entry 20 · exit 50 |
137% | 59% | +78 pts | 0.75 | -27% | beat |
| DE | Bollinger bands period 50 · width 1.5 |
82% | 69% | +13 pts | 0.75 | -24% | beat |
| NEM | Donchian breakout entry 150 · exit 50 |
112% | 99% | +13 pts | 0.75 | -25% | beat |
| HON | RSI mean-reversion period 14 · oversold 25 · overbought 70 |
61% | 27% | +34 pts | 0.73 | -13% | beat |
| QCOM | RSI mean-reversion period 5 · oversold 25 · overbought 60 |
118% | 82% | +36 pts | 0.72 | -24% | beat |
| ISRG | Donchian breakout entry 20 · exit 50 |
123% | 71% | +52 pts | 0.72 | -36% | beat |
| O | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
58% | 32% | +26 pts | 0.72 | -27% | beat |
| UNP | Bollinger bands period 20 · width 1.5 |
57% | 38% | +20 pts | 0.71 | -15% | beat |
| BAC | Donchian breakout entry 20 · exit 50 |
95% | 67% | +29 pts | 0.71 | -33% | beat |
| MA | RSI mean-reversion period 5 · oversold 25 · overbought 80 |
74% | 43% | +32 pts | 0.66 | -23% | beat |
| SLB | RSI mean-reversion period 7 · oversold 30 · overbought 80 |
125% | 108% | +17 pts | 0.66 | -32% | beat |
| NFLX | Donchian breakout entry 55 · exit 50 |
114% | 50% | +64 pts | 0.66 | -22% | beat |
| VZ | Bollinger bands period 50 · width 1.5 |
49% | 12% | +37 pts | 0.66 | -25% | beat |
| PLD | Donchian breakout entry 20 · exit 30 |
76% | 63% | +13 pts | 0.66 | -31% | beat |
| SBUX | RSI mean-reversion period 7 · oversold 20 · overbought 70 |
70% | 6% | +64 pts | 0.66 | -32% | beat |
| UPS | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
79% | -17% | +96 pts | 0.62 | -24% | beat |
| INTC | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
134% | 109% | +25 pts | 0.60 | -56% | beat |
| SBUX | Bollinger bands period 20 · width 1.5 |
61% | 6% | +55 pts | 0.59 | -26% | beat |
| O | Bollinger bands period 50 · width 1.5 |
34% | 32% | +2 pts | 0.59 | -19% | beat |
| ISRG | Moving-average cross fast 5 · slow 100 |
71% | 71% | +0 pts | 0.59 | -37% | beat |
| IWM | Bollinger bands period 30 · width 2.0 |
40% | 36% | +4 pts | 0.55 | -20% | beat |
| AMZN | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
79% | 54% | +24 pts | 0.54 | -43% | beat |
| TSLA | Moving-average cross fast 10 · slow 50 |
91% | 67% | +24 pts | 0.54 | -50% | beat |
| T | Moving-average cross fast 10 · slow 50 |
53% | 40% | +14 pts | 0.53 | -26% | beat |
| CRM | RSI mean-reversion period 7 · oversold 30 · overbought 60 |
69% | -26% | +94 pts | 0.53 | -38% | beat |
| FDX | Moving-average cross fast 40 · slow 200 |
60% | 59% | +0 pts | 0.53 | -27% | beat |
| LOW | Donchian breakout entry 20 · exit 10 |
41% | 33% | +7 pts | 0.52 | -16% | beat |
| D | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
52% | 17% | +35 pts | 0.50 | -46% | beat |
| MMM | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
62% | 22% | +41 pts | 0.50 | -43% | beat |
| PEP | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
33% | 24% | +9 pts | 0.49 | -19% | beat |
| HON | Bollinger bands period 30 · width 2.0 |
31% | 27% | +4 pts | 0.48 | -13% | beat |
| HD | Moving-average cross fast 5 · slow 50 |
40% | 29% | +11 pts | 0.48 | -21% | beat |
| BA | Bollinger bands period 20 · width 3.0 |
13% | -12% | +25 pts | 0.48 | -9% | beat |
| D | Moving-average cross fast 50 · slow 150 |
36% | 17% | +19 pts | 0.44 | -28% | beat |
| NEE | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
41% | 39% | +2 pts | 0.41 | -41% | beat |
| LOW | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
35% | 33% | +2 pts | 0.38 | -33% | beat |
| D | Bollinger bands period 50 · width 1.5 |
25% | 17% | +8 pts | 0.38 | -31% | beat |
| DHR | RSI mean-reversion period 5 · oversold 30 · overbought 70 |
33% | -7% | +40 pts | 0.37 | -29% | beat |
| APD | Bollinger bands period 20 · width 1.5 |
26% | 17% | +9 pts | 0.35 | -28% | beat |
| NOW | Moving-average cross fast 20 · slow 100 |
24% | -14% | +37 pts | 0.34 | -42% | beat |
| ABT | Bollinger bands period 50 · width 1.5 |
22% | -19% | +41 pts | 0.33 | -32% | beat |
| BMY | Bollinger bands period 50 · width 1.5 |
21% | 9% | +12 pts | 0.32 | -25% | beat |
| ADBE | Moving-average cross fast 40 · slow 150 |
23% | -56% | +79 pts | 0.30 | -37% | beat |
| MMM | Donchian breakout entry 20 · exit 50 |
24% | 22% | +2 pts | 0.29 | -40% | beat |
| UNH | Bollinger bands period 50 · width 1.5 |
22% | 20% | +2 pts | 0.29 | -47% | beat |
| DIS | Bollinger bands period 30 · width 2.0 |
20% | -46% | +66 pts | 0.29 | -28% | beat |
| INTU | Donchian breakout entry 40 · exit 50 |
17% | -27% | +44 pts | 0.25 | -38% | beat |
| INTU | Moving-average cross fast 10 · slow 200 |
17% | -27% | +44 pts | 0.25 | -44% | beat |
| CRM | Bollinger bands period 20 · width 1.5 |
14% | -26% | +40 pts | 0.23 | -32% | beat |
| PFE | Bollinger bands period 20 · width 2.0 |
11% | -5% | +16 pts | 0.22 | -24% | beat |
| TGT | Donchian breakout entry 20 · exit 30 |
9% | -20% | +29 pts | 0.21 | -49% | beat |
| PYPL | RSI mean-reversion period 7 · oversold 20 · overbought 70 |
5% | -43% | +48 pts | 0.19 | -26% | beat |
| BA | Moving-average cross fast 5 · slow 50 |
8% | -12% | +20 pts | 0.18 | -35% | beat |
| PFE | RSI mean-reversion period 14 · oversold 20 · overbought 70 |
6% | -5% | +11 pts | 0.15 | -42% | beat |
| CCI | Donchian breakout entry 55 · exit 10 |
5% | -34% | +39 pts | 0.14 | -26% | beat |
| DHR | Bollinger bands period 50 · width 1.5 |
4% | -7% | +11 pts | 0.13 | -32% | beat |
| PFE | Donchian breakout entry 20 · exit 50 |
2% | -5% | +7 pts | 0.12 | -50% | beat |
| AMT | RSI mean-reversion period 5 · oversold 20 · overbought 80 |
2% | -4% | +6 pts | 0.12 | -31% | beat |
| ABT | RSI mean-reversion period 14 · oversold 20 · overbought 80 |
2% | -19% | +21 pts | 0.11 | -29% | beat |
| AMT | Bollinger bands period 20 · width 1.5 |
2% | -4% | +6 pts | 0.11 | -34% | beat |
| MDT | Bollinger bands period 50 · width 1.5 |
-1% | -22% | +21 pts | 0.06 | -27% | beat |
| MDT | Donchian breakout entry 40 · exit 50 |
-1% | -22% | +21 pts | 0.06 | -28% | beat |
| CRM | Moving-average cross fast 30 · slow 100 |
-5% | -26% | +20 pts | 0.05 | -42% | beat |
| PYPL | Bollinger bands period 20 · width 3.0 |
-1% | -43% | +42 pts | 0.01 | -18% | beat |
| MDT | Moving-average cross fast 15 · slow 100 |
-6% | -22% | +16 pts | -0.01 | -25% | beat |
| ABT | Moving-average cross fast 5 · slow 150 |
-7% | -19% | +12 pts | -0.02 | -25% | beat |
| DIS | Moving-average cross fast 20 · slow 75 |
-9% | -46% | +37 pts | -0.04 | -34% | beat |
| CMCSA | Moving-average cross fast 30 · slow 200 |
-12% | -49% | +36 pts | -0.06 | -29% | beat |
| CCI | RSI mean-reversion period 14 · oversold 30 · overbought 70 |
-18% | -34% | +16 pts | -0.09 | -40% | beat |
| CCI | Bollinger bands period 50 · width 1.5 |
-17% | -34% | +17 pts | -0.11 | -40% | beat |
| PYPL | Moving-average cross fast 15 · slow 200 |
-11% | -43% | +31 pts | -0.12 | -27% | beat |
| CMCSA | Bollinger bands period 50 · width 1.5 |
-20% | -49% | +29 pts | -0.14 | -30% | beat |
| NKE | Bollinger bands period 30 · width 1.5 |
-34% | -65% | +31 pts | -0.22 | -45% | beat |
| DIS | Donchian breakout entry 20 · exit 30 |
-30% | -46% | +16 pts | -0.24 | -61% | beat |
| NKE | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
-51% | -65% | +14 pts | -0.26 | -62% | beat |
| CMCSA | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
-42% | -49% | +7 pts | -0.31 | -48% | beat |
| CMCSA | Donchian breakout entry 20 · exit 30 |
-38% | -49% | +11 pts | -0.35 | -44% | beat |
Showing 86 of 86. Sorted by Sharpe — return per unit of risk taken.
Settings were chosen on the older 70% of each stock's history, then scored — untouched — on the newer 30%. Every number on this page comes from that unseen stretch. "Difference" is how far the strategy finished ahead of or behind simply buying the stock and waiting, in percentage points. A strategy that beat buy & hold here is not a recommendation: 101 stocks × four families is a big enough search that some winners are luck. That's exactly why Chartments lets you put an idea on trial going forward, where luck can't be backfilled.
Snapshot from the sweep engine · 101 stocks · 4,392 trading days. Research & education only — not investment advice.