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 | |
|---|---|---|---|---|---|---|---|
| V | RSI mean-reversion period 5 · oversold 20 · overbought 60 |
116% | 66% | +50 pts | 1.08 | -13% | 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 |
| 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 |
| O | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
58% | 32% | +26 pts | 0.72 | -27% | 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 |
| 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 |
| AMZN | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
79% | 54% | +24 pts | 0.54 | -43% | beat |
| CRM | RSI mean-reversion period 7 · oversold 30 · overbought 60 |
69% | -26% | +94 pts | 0.53 | -38% | 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 |
| 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 |
| DHR | RSI mean-reversion period 5 · oversold 30 · overbought 70 |
33% | -7% | +40 pts | 0.37 | -29% | beat |
| PYPL | RSI mean-reversion period 7 · oversold 20 · overbought 70 |
5% | -43% | +48 pts | 0.19 | -26% | beat |
| PFE | RSI mean-reversion period 14 · oversold 20 · overbought 70 |
6% | -5% | +11 pts | 0.15 | -42% | 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 |
| CCI | RSI mean-reversion period 14 · oversold 30 · overbought 70 |
-18% | -34% | +16 pts | -0.09 | -40% | 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 |
Showing 26 of 26. 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.