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 | |
|---|---|---|---|---|---|---|---|
| CAT | Donchian breakout entry 20 · exit 30 |
318% | 366% | -48 pts | 1.24 | -29% | lost |
| LLY | Donchian breakout entry 40 · exit 20 |
185% | 535% | -351 pts | 1.20 | -19% | lost |
| NVDA | Donchian breakout entry 20 · exit 50 |
790% | 1,499% | -709 pts | 1.18 | -58% | lost |
| MPC | Donchian breakout entry 20 · exit 20 |
215% | 333% | -117 pts | 1.12 | -35% | lost |
| GE | Donchian breakout entry 20 · exit 30 |
237% | 455% | -217 pts | 1.08 | -42% | lost |
| AVGO | Donchian breakout entry 20 · exit 50 |
380% | 846% | -466 pts | 1.01 | -38% | lost |
| MU | Donchian breakout entry 20 · exit 50 |
526% | 1,082% | -556 pts | 0.99 | -54% | lost |
| MS | Donchian breakout entry 20 · exit 50 |
144% | 220% | -76 pts | 0.87 | -35% | lost |
| AMAT | Donchian breakout entry 20 · exit 50 |
269% | 439% | -171 pts | 0.85 | -47% | lost |
| AMD | Donchian breakout entry 40 · exit 50 |
297% | 548% | -252 pts | 0.84 | -64% | lost |
| SPG | Donchian breakout entry 20 · exit 50 |
126% | 140% | -14 pts | 0.82 | -29% | lost |
| CSCO | Donchian breakout entry 20 · exit 50 |
115% | 178% | -63 pts | 0.81 | -30% | lost |
| AXP | Donchian breakout entry 20 · exit 50 |
139% | 158% | -19 pts | 0.81 | -34% | lost |
| META | Donchian breakout entry 40 · exit 50 |
131% | 168% | -38 pts | 0.80 | -34% | lost |
| COST | Donchian breakout entry 20 · exit 30 |
96% | 211% | -115 pts | 0.80 | -23% | lost |
| SPY | Donchian breakout entry 20 · exit 50 |
64% | 104% | -40 pts | 0.80 | -26% | lost |
| GOOGL | Donchian breakout entry 20 · exit 50 |
146% | 262% | -116 pts | 0.79 | -56% | lost |
| JPM | Donchian breakout entry 20 · exit 10 |
61% | 145% | -84 pts | 0.77 | -28% | lost |
| GS | Donchian breakout entry 20 · exit 50 |
121% | 262% | -141 pts | 0.76 | -49% | lost |
| FDX | Donchian breakout entry 20 · exit 50 |
137% | 59% | +78 pts | 0.75 | -27% | beat |
| NEM | Donchian breakout entry 150 · exit 50 |
112% | 99% | +13 pts | 0.75 | -25% | beat |
| LIN | Donchian breakout entry 20 · exit 50 |
80% | 106% | -26 pts | 0.74 | -23% | lost |
| ISRG | Donchian breakout entry 20 · exit 50 |
123% | 71% | +52 pts | 0.72 | -36% | beat |
| BAC | Donchian breakout entry 20 · exit 50 |
95% | 67% | +29 pts | 0.71 | -33% | beat |
| NFLX | Donchian breakout entry 55 · exit 50 |
114% | 50% | +64 pts | 0.66 | -22% | beat |
| PLD | Donchian breakout entry 20 · exit 30 |
76% | 63% | +13 pts | 0.66 | -31% | beat |
| ORCL | Donchian breakout entry 20 · exit 50 |
149% | 198% | -48 pts | 0.66 | -51% | lost |
| QQQ | Donchian breakout entry 20 · exit 50 |
61% | 138% | -77 pts | 0.63 | -41% | lost |
| C | Donchian breakout entry 20 · exit 50 |
81% | 136% | -54 pts | 0.61 | -48% | lost |
| KO | Donchian breakout entry 20 · exit 50 |
48% | 84% | -35 pts | 0.61 | -17% | lost |
| CVX | Donchian breakout entry 40 · exit 10 |
47% | 113% | -67 pts | 0.60 | -19% | lost |
| AAPL | Donchian breakout entry 20 · exit 50 |
74% | 153% | -80 pts | 0.60 | -32% | lost |
| IBM | Donchian breakout entry 20 · exit 50 |
72% | 162% | -90 pts | 0.57 | -26% | lost |
| DIA | Donchian breakout entry 20 · exit 50 |
34% | 73% | -39 pts | 0.53 | -26% | lost |
| GILD | Donchian breakout entry 150 · exit 50 |
49% | 136% | -87 pts | 0.52 | -22% | lost |
| LOW | Donchian breakout entry 20 · exit 10 |
41% | 33% | +7 pts | 0.52 | -16% | beat |
| MSFT | Donchian breakout entry 20 · exit 50 |
53% | 72% | -19 pts | 0.51 | -40% | lost |
| LMT | Donchian breakout entry 20 · exit 50 |
50% | 73% | -23 pts | 0.49 | -25% | lost |
| AMGN | Donchian breakout entry 20 · exit 50 |
50% | 64% | -13 pts | 0.47 | -20% | lost |
| SLB | Donchian breakout entry 55 · exit 10 |
40% | 108% | -69 pts | 0.45 | -24% | lost |
| RTX | Donchian breakout entry 40 · exit 10 |
27% | 176% | -149 pts | 0.44 | -15% | lost |
| SCHW | Donchian breakout entry 20 · exit 10 |
38% | 53% | -16 pts | 0.43 | -21% | lost |
| WFC | Donchian breakout entry 20 · exit 50 |
45% | 139% | -94 pts | 0.41 | -47% | lost |
| QCOM | Donchian breakout entry 20 · exit 50 |
52% | 82% | -30 pts | 0.41 | -51% | lost |
| WMT | Donchian breakout entry 150 · exit 10 |
20% | 188% | -168 pts | 0.40 | -16% | lost |
| HD | Donchian breakout entry 20 · exit 10 |
28% | 29% | -1 pts | 0.40 | -26% | lost |
| TMUS | Donchian breakout entry 40 · exit 50 |
33% | 53% | -20 pts | 0.39 | -30% | lost |
| XOM | Donchian breakout entry 40 · exit 20 |
34% | 204% | -170 pts | 0.39 | -33% | lost |
| TSLA | Donchian breakout entry 40 · exit 30 |
40% | 67% | -27 pts | 0.37 | -56% | lost |
| JNJ | Donchian breakout entry 40 · exit 10 |
16% | 69% | -54 pts | 0.36 | -24% | lost |
| AMZN | Donchian breakout entry 20 · exit 50 |
34% | 54% | -21 pts | 0.34 | -50% | lost |
| BLK | Donchian breakout entry 20 · exit 50 |
29% | 64% | -35 pts | 0.34 | -37% | lost |
| MMM | Donchian breakout entry 20 · exit 50 |
24% | 22% | +2 pts | 0.29 | -40% | beat |
| PEP | Donchian breakout entry 20 · exit 50 |
17% | 24% | -8 pts | 0.27 | -25% | lost |
| COP | Donchian breakout entry 100 · exit 50 |
18% | 155% | -136 pts | 0.25 | -46% | lost |
| CVS | Donchian breakout entry 20 · exit 50 |
18% | 61% | -43 pts | 0.25 | -48% | lost |
| INTU | Donchian breakout entry 40 · exit 50 |
17% | -27% | +44 pts | 0.25 | -38% | beat |
| SHW | Donchian breakout entry 20 · exit 30 |
15% | 40% | -24 pts | 0.24 | -37% | lost |
| INTC | Donchian breakout entry 20 · exit 50 |
3% | 109% | -106 pts | 0.23 | -78% | lost |
| V | Donchian breakout entry 20 · exit 50 |
12% | 66% | -54 pts | 0.21 | -34% | lost |
| TGT | Donchian breakout entry 20 · exit 30 |
9% | -20% | +29 pts | 0.21 | -49% | beat |
| APD | Donchian breakout entry 20 · exit 50 |
9% | 17% | -7 pts | 0.18 | -36% | lost |
| BMY | Donchian breakout entry 20 · exit 50 |
6% | 9% | -3 pts | 0.15 | -38% | lost |
| CCI | Donchian breakout entry 55 · exit 10 |
5% | -34% | +39 pts | 0.14 | -26% | beat |
| PFE | Donchian breakout entry 20 · exit 50 |
2% | -5% | +7 pts | 0.12 | -50% | beat |
| IWM | Donchian breakout entry 20 · exit 50 |
2% | 36% | -35 pts | 0.11 | -42% | lost |
| NOW | Donchian breakout entry 20 · exit 50 |
-8% | -14% | +6 pts | 0.11 | -42% | lost |
| PSX | Donchian breakout entry 20 · exit 20 |
-2% | 141% | -143 pts | 0.10 | -39% | lost |
| VZ | Donchian breakout entry 20 · exit 10 |
2% | 12% | -10 pts | 0.09 | -16% | lost |
| O | Donchian breakout entry 20 · exit 50 |
-0% | 32% | -32 pts | 0.08 | -36% | lost |
| ABBV | Donchian breakout entry 20 · exit 20 |
-1% | 74% | -75 pts | 0.07 | -27% | lost |
| FCX | Donchian breakout entry 40 · exit 20 |
-11% | 112% | -123 pts | 0.07 | -39% | lost |
| MDT | Donchian breakout entry 40 · exit 50 |
-1% | -22% | +21 pts | 0.06 | -28% | beat |
| TXN | Donchian breakout entry 40 · exit 50 |
-11% | 99% | -110 pts | 0.04 | -48% | lost |
| EOG | Donchian breakout entry 55 · exit 30 |
-9% | 145% | -153 pts | 0.04 | -53% | lost |
| AMT | Donchian breakout entry 20 · exit 50 |
-8% | -4% | -5 pts | 0.02 | -48% | lost |
| UPS | Donchian breakout entry 20 · exit 50 |
-14% | -17% | +2 pts | 0.00 | -53% | lost |
| DUK | Donchian breakout entry 100 · exit 20 |
-2% | 63% | -65 pts | -0.00 | -17% | lost |
| T | Donchian breakout entry 150 · exit 30 |
-6% | 40% | -45 pts | -0.01 | -35% | lost |
| TMO | Donchian breakout entry 40 · exit 50 |
-13% | 5% | -19 pts | -0.05 | -40% | lost |
| NEE | Donchian breakout entry 40 · exit 50 |
-14% | 39% | -52 pts | -0.05 | -45% | lost |
| CRM | Donchian breakout entry 20 · exit 50 |
-28% | -26% | -3 pts | -0.07 | -52% | lost |
| PG | Donchian breakout entry 20 · exit 50 |
-11% | 34% | -45 pts | -0.08 | -32% | lost |
| BA | Donchian breakout entry 100 · exit 10 |
-6% | -12% | +5 pts | -0.08 | -20% | lost |
| SO | Donchian breakout entry 100 · exit 20 |
-6% | 88% | -94 pts | -0.08 | -18% | lost |
| MA | Donchian breakout entry 20 · exit 50 |
-18% | 43% | -60 pts | -0.09 | -38% | lost |
| DE | Donchian breakout entry 20 · exit 30 |
-19% | 69% | -88 pts | -0.10 | -36% | lost |
| UNP | Donchian breakout entry 55 · exit 50 |
-15% | 38% | -53 pts | -0.12 | -41% | lost |
| MRK | Donchian breakout entry 20 · exit 30 |
-20% | 84% | -104 pts | -0.13 | -44% | lost |
| D | Donchian breakout entry 40 · exit 50 |
-18% | 17% | -35 pts | -0.14 | -43% | lost |
| HON | Donchian breakout entry 20 · exit 50 |
-23% | 27% | -50 pts | -0.19 | -33% | lost |
| DHR | Donchian breakout entry 20 · exit 30 |
-27% | -7% | -19 pts | -0.20 | -47% | lost |
| MCD | Donchian breakout entry 150 · exit 50 |
-14% | 44% | -58 pts | -0.21 | -31% | lost |
| SBUX | Donchian breakout entry 40 · exit 50 |
-29% | 6% | -35 pts | -0.23 | -50% | lost |
| DIS | Donchian breakout entry 20 · exit 30 |
-30% | -46% | +16 pts | -0.24 | -61% | beat |
| UNH | Donchian breakout entry 20 · exit 50 |
-40% | 20% | -59 pts | -0.26 | -66% | lost |
| CMCSA | Donchian breakout entry 20 · exit 30 |
-38% | -49% | +11 pts | -0.35 | -44% | beat |
| PYPL | Donchian breakout entry 55 · exit 50 |
-27% | -43% | +15 pts | -0.35 | -31% | lost |
| ABT | Donchian breakout entry 40 · exit 50 |
-28% | -19% | -10 pts | -0.41 | -35% | lost |
| ADBE | Donchian breakout entry 20 · exit 50 |
-66% | -56% | -10 pts | -0.59 | -76% | lost |
| NKE | Donchian breakout entry 20 · exit 50 |
-67% | -65% | -2 pts | -0.67 | -73% | lost |
Showing 101 of 101. 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.