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 | |
|---|---|---|---|---|---|---|---|
| NVDA | Moving-average cross fast 50 · slow 150 |
1,292% | 1,499% | -207 pts | 1.40 | -36% | lost |
| MU | Moving-average cross fast 50 · slow 100 |
1,295% | 1,082% | +214 pts | 1.38 | -43% | beat |
| 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 |
| META | Moving-average cross fast 10 · slow 75 |
244% | 168% | +76 pts | 1.16 | -27% | beat |
| MPC | Donchian breakout entry 20 · exit 20 |
215% | 333% | -117 pts | 1.12 | -35% | lost |
| V | RSI mean-reversion period 5 · oversold 20 · overbought 60 |
116% | 66% | +50 pts | 1.08 | -13% | beat |
| GE | Donchian breakout entry 20 · exit 30 |
237% | 455% | -217 pts | 1.08 | -42% | lost |
| KO | RSI mean-reversion period 14 · oversold 30 · overbought 70 |
74% | 84% | -10 pts | 1.08 | -16% | lost |
| LLY | Bollinger bands period 50 · width 1.5 |
147% | 535% | -388 pts | 1.06 | -16% | lost |
| QQQ | Moving-average cross fast 40 · slow 150 |
117% | 138% | -21 pts | 1.04 | -16% | lost |
| CAT | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
157% | 366% | -209 pts | 1.03 | -23% | lost |
| COP | Bollinger bands period 30 · width 2.0 |
129% | 155% | -26 pts | 1.01 | -18% | lost |
| NVDA | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
422% | 1,499% | -1,077 pts | 1.01 | -47% | lost |
| AVGO | Donchian breakout entry 20 · exit 50 |
380% | 846% | -466 pts | 1.01 | -38% | lost |
| MU | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
440% | 1,082% | -641 pts | 1.00 | -43% | lost |
| NVDA | Bollinger bands period 20 · width 2.0 |
224% | 1,499% | -1,275 pts | 1.00 | -40% | lost |
| MU | Donchian breakout entry 20 · exit 50 |
526% | 1,082% | -556 pts | 0.99 | -54% | lost |
| XOM | Bollinger bands period 30 · width 2.0 |
71% | 204% | -133 pts | 0.99 | -12% | lost |
| CSCO | Moving-average cross fast 40 · slow 150 |
153% | 178% | -25 pts | 0.98 | -20% | lost |
| WMT | RSI mean-reversion period 5 · oversold 25 · overbought 70 |
93% | 188% | -95 pts | 0.96 | -25% | lost |
| LLY | Moving-average cross fast 20 · slow 100 |
205% | 535% | -331 pts | 0.96 | -29% | lost |
| AMAT | Moving-average cross fast 20 · slow 100 |
295% | 439% | -144 pts | 0.94 | -36% | lost |
| AVGO | Moving-average cross fast 50 · slow 100 |
314% | 846% | -532 pts | 0.93 | -43% | lost |
| LLY | RSI mean-reversion period 7 · oversold 20 · overbought 80 |
167% | 535% | -368 pts | 0.92 | -23% | lost |
| AVGO | RSI mean-reversion period 14 · oversold 20 · overbought 80 |
217% | 846% | -628 pts | 0.92 | -29% | lost |
| MPC | Bollinger bands period 50 · width 2.0 |
63% | 333% | -270 pts | 0.91 | -10% | lost |
| GE | Moving-average cross fast 15 · slow 50 |
164% | 455% | -290 pts | 0.91 | -37% | lost |
| AMD | Moving-average cross fast 30 · slow 150 |
360% | 548% | -188 pts | 0.91 | -37% | lost |
| SO | Bollinger bands period 50 · width 1.5 |
59% | 88% | -30 pts | 0.89 | -15% | lost |
| NFLX | Moving-average cross fast 10 · slow 150 |
197% | 50% | +147 pts | 0.89 | -29% | beat |
| AXP | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
121% | 158% | -37 pts | 0.89 | -26% | lost |
| META | Bollinger bands period 20 · width 1.5 |
123% | 168% | -45 pts | 0.88 | -20% | lost |
| MS | Donchian breakout entry 20 · exit 50 |
144% | 220% | -76 pts | 0.87 | -35% | lost |
| V | Bollinger bands period 20 · width 1.5 |
83% | 66% | +17 pts | 0.86 | -14% | beat |
| 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 |
| CVS | Bollinger bands period 20 · width 3.0 |
28% | 61% | -33 pts | 0.83 | -7% | lost |
| SPY | Moving-average cross fast 10 · slow 75 |
57% | 104% | -46 pts | 0.82 | -20% | 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 |
| CAT | Moving-average cross fast 50 · slow 100 |
140% | 366% | -226 pts | 0.80 | -38% | 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 |
| PG | Bollinger bands period 30 · width 2.0 |
44% | 34% | +9 pts | 0.80 | -14% | beat |
| GS | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
120% | 262% | -141 pts | 0.79 | -28% | lost |
| GOOGL | Donchian breakout entry 20 · exit 50 |
146% | 262% | -116 pts | 0.79 | -56% | lost |
| PG | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
71% | 34% | +37 pts | 0.78 | -19% | beat |
| GS | Moving-average cross fast 30 · slow 50 |
108% | 262% | -153 pts | 0.77 | -37% | lost |
| GILD | Moving-average cross fast 50 · slow 100 |
106% | 136% | -30 pts | 0.77 | -25% | lost |
| JPM | Donchian breakout entry 20 · exit 10 |
61% | 145% | -84 pts | 0.77 | -28% | lost |
| FCX | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
201% | 112% | +89 pts | 0.77 | -40% | beat |
| JPM | Moving-average cross fast 30 · slow 50 |
86% | 145% | -59 pts | 0.77 | -22% | lost |
| GS | Donchian breakout entry 20 · exit 50 |
121% | 262% | -141 pts | 0.76 | -49% | lost |
| SPG | Moving-average cross fast 50 · slow 100 |
103% | 140% | -37 pts | 0.76 | -27% | lost |
| MRK | RSI mean-reversion period 7 · oversold 25 · overbought 80 |
77% | 84% | -7 pts | 0.76 | -28% | lost |
| GS | Bollinger bands period 20 · width 1.5 |
76% | 262% | -185 pts | 0.76 | -20% | lost |
| MRK | Bollinger bands period 20 · width 1.5 |
56% | 84% | -28 pts | 0.76 | -20% | lost |
| AAPL | RSI mean-reversion period 14 · oversold 20 · overbought 70 |
69% | 153% | -85 pts | 0.75 | -23% | lost |
| MA | Bollinger bands period 20 · width 1.5 |
70% | 43% | +27 pts | 0.75 | -18% | beat |
| MS | RSI mean-reversion period 5 · oversold 30 · overbought 70 |
104% | 220% | -116 pts | 0.75 | -24% | lost |
| 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 |
| LIN | Donchian breakout entry 20 · exit 50 |
80% | 106% | -26 pts | 0.74 | -23% | lost |
| HON | RSI mean-reversion period 14 · oversold 25 · overbought 70 |
61% | 27% | +34 pts | 0.73 | -13% | beat |
| MPC | Moving-average cross fast 5 · slow 50 |
101% | 333% | -231 pts | 0.72 | -44% | lost |
| 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 |
| AMAT | RSI mean-reversion period 14 · oversold 30 · overbought 70 |
128% | 439% | -311 pts | 0.72 | -41% | lost |
| MPC | RSI mean-reversion period 14 · oversold 20 · overbought 80 |
68% | 333% | -265 pts | 0.72 | -28% | lost |
| LIN | RSI mean-reversion period 5 · oversold 30 · overbought 70 |
64% | 106% | -42 pts | 0.72 | -17% | lost |
| MRK | Moving-average cross fast 40 · slow 75 |
79% | 84% | -5 pts | 0.72 | -20% | lost |
| 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 |
| IBM | RSI mean-reversion period 14 · oversold 25 · overbought 70 |
61% | 162% | -101 pts | 0.71 | -29% | lost |
| WMT | Moving-average cross fast 50 · slow 75 |
84% | 188% | -104 pts | 0.71 | -28% | lost |
| RTX | Moving-average cross fast 20 · slow 75 |
79% | 176% | -97 pts | 0.70 | -23% | lost |
| GOOGL | Moving-average cross fast 5 · slow 50 |
100% | 262% | -162 pts | 0.69 | -47% | lost |
| WFC | Bollinger bands period 30 · width 2.0 |
69% | 139% | -70 pts | 0.69 | -20% | lost |
| XOM | Moving-average cross fast 40 · slow 150 |
100% | 204% | -104 pts | 0.67 | -25% | lost |
| CVX | Moving-average cross fast 40 · slow 50 |
83% | 113% | -30 pts | 0.67 | -31% | lost |
| MU | Bollinger bands period 20 · width 2.5 |
70% | 1,082% | -1,012 pts | 0.67 | -14% | lost |
| 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 |
| ORCL | Donchian breakout entry 20 · exit 50 |
149% | 198% | -48 pts | 0.66 | -51% | lost |
| SBUX | RSI mean-reversion period 7 · oversold 20 · overbought 70 |
70% | 6% | +64 pts | 0.66 | -32% | beat |
| AAPL | Moving-average cross fast 10 · slow 50 |
67% | 153% | -86 pts | 0.65 | -24% | lost |
| CVX | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
62% | 113% | -52 pts | 0.65 | -17% | lost |
| TXN | Bollinger bands period 30 · width 3.0 |
13% | 99% | -86 pts | 0.64 | -3% | lost |
| TXN | RSI mean-reversion period 5 · oversold 25 · overbought 80 |
89% | 99% | -10 pts | 0.64 | -36% | lost |
| JNJ | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
50% | 69% | -20 pts | 0.64 | -15% | lost |
| GE | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
75% | 455% | -379 pts | 0.64 | -31% | lost |
| AMD | RSI mean-reversion period 5 · oversold 25 · overbought 70 |
135% | 548% | -413 pts | 0.63 | -36% | lost |
| QQQ | Donchian breakout entry 20 · exit 50 |
61% | 138% | -77 pts | 0.63 | -41% | lost |
| AVGO | Bollinger bands period 50 · width 1.5 |
73% | 846% | -773 pts | 0.63 | -31% | lost |
| DUK | Bollinger bands period 50 · width 1.5 |
37% | 63% | -26 pts | 0.63 | -17% | lost |
| UPS | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
79% | -17% | +96 pts | 0.62 | -24% | beat |
| AMAT | Bollinger bands period 30 · width 1.5 |
86% | 439% | -354 pts | 0.61 | -29% | 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 |
| JPM | RSI mean-reversion period 5 · oversold 25 · overbought 80 |
64% | 145% | -81 pts | 0.60 | -28% | lost |
| COST | RSI mean-reversion period 7 · oversold 25 · overbought 80 |
49% | 211% | -161 pts | 0.60 | -26% | lost |
| INTC | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
134% | 109% | +25 pts | 0.60 | -56% | beat |
| AAPL | Donchian breakout entry 20 · exit 50 |
74% | 153% | -80 pts | 0.60 | -32% | lost |
| QQQ | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
60% | 138% | -78 pts | 0.59 | -28% | lost |
| SBUX | Bollinger bands period 20 · width 1.5 |
61% | 6% | +55 pts | 0.59 | -26% | beat |
| MS | Moving-average cross fast 30 · slow 50 |
70% | 220% | -150 pts | 0.59 | -33% | lost |
| LMT | Moving-average cross fast 5 · slow 50 |
55% | 73% | -18 pts | 0.59 | -22% | lost |
| QCOM | Bollinger bands period 30 · width 3.0 |
34% | 82% | -48 pts | 0.59 | -11% | lost |
| O | Bollinger bands period 50 · width 1.5 |
34% | 32% | +2 pts | 0.59 | -19% | beat |
| ABBV | RSI mean-reversion period 14 · oversold 30 · overbought 60 |
31% | 74% | -43 pts | 0.59 | -18% | lost |
| ISRG | Moving-average cross fast 5 · slow 100 |
71% | 71% | +0 pts | 0.59 | -37% | beat |
| COP | Moving-average cross fast 30 · slow 75 |
79% | 155% | -76 pts | 0.57 | -37% | lost |
| IBM | Donchian breakout entry 20 · exit 50 |
72% | 162% | -90 pts | 0.57 | -26% | lost |
| SO | RSI mean-reversion period 5 · oversold 30 · overbought 70 |
39% | 88% | -50 pts | 0.56 | -23% | lost |
| MSFT | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
69% | 72% | -3 pts | 0.56 | -34% | lost |
| SPG | RSI mean-reversion period 5 · oversold 25 · overbought 70 |
53% | 140% | -87 pts | 0.55 | -26% | lost |
| TMUS | Bollinger bands period 30 · width 2.0 |
41% | 53% | -12 pts | 0.55 | -21% | lost |
| CVX | Bollinger bands period 50 · width 1.5 |
40% | 113% | -73 pts | 0.55 | -15% | lost |
| JNJ | Moving-average cross fast 40 · slow 50 |
38% | 69% | -32 pts | 0.55 | -19% | lost |
| 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 |
| ABBV | Bollinger bands period 30 · width 1.5 |
29% | 74% | -45 pts | 0.54 | -17% | lost |
| TSLA | Moving-average cross fast 10 · slow 50 |
91% | 67% | +24 pts | 0.54 | -50% | beat |
| SPY | Bollinger bands period 30 · width 1.5 |
35% | 104% | -68 pts | 0.54 | -16% | lost |
| DUK | RSI mean-reversion period 14 · oversold 20 · overbought 80 |
42% | 63% | -21 pts | 0.54 | -24% | lost |
| PSX | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
53% | 141% | -88 pts | 0.53 | -32% | lost |
| T | Moving-average cross fast 10 · slow 50 |
53% | 40% | +14 pts | 0.53 | -26% | beat |
| DIA | Donchian breakout entry 20 · exit 50 |
34% | 73% | -39 pts | 0.53 | -26% | lost |
| 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 |
| AMD | Bollinger bands period 30 · width 2.0 |
73% | 548% | -475 pts | 0.52 | -36% | lost |
| GILD | Donchian breakout entry 150 · exit 50 |
49% | 136% | -87 pts | 0.52 | -22% | lost |
| QQQ | Bollinger bands period 30 · width 1.5 |
43% | 138% | -95 pts | 0.52 | -22% | lost |
| LOW | Donchian breakout entry 20 · exit 10 |
41% | 33% | +7 pts | 0.52 | -16% | beat |
| NEM | RSI mean-reversion period 5 · oversold 20 · overbought 60 |
60% | 99% | -39 pts | 0.52 | -36% | lost |
| MSFT | Donchian breakout entry 20 · exit 50 |
53% | 72% | -19 pts | 0.51 | -40% | lost |
| D | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
52% | 17% | +35 pts | 0.50 | -46% | beat |
| NEM | Moving-average cross fast 30 · slow 150 |
74% | 99% | -25 pts | 0.50 | -52% | lost |
| DIA | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
31% | 73% | -42 pts | 0.50 | -18% | lost |
| MMM | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
62% | 22% | +41 pts | 0.50 | -43% | beat |
| JPM | Bollinger bands period 20 · width 1.5 |
38% | 145% | -107 pts | 0.50 | -16% | lost |
| MS | Bollinger bands period 30 · width 2.0 |
42% | 220% | -178 pts | 0.49 | -25% | lost |
| LMT | Donchian breakout entry 20 · exit 50 |
50% | 73% | -23 pts | 0.49 | -25% | lost |
| PEP | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
33% | 24% | +9 pts | 0.49 | -19% | beat |
| GOOGL | Bollinger bands period 30 · width 1.5 |
44% | 262% | -218 pts | 0.49 | -26% | lost |
| HON | Bollinger bands period 30 · width 2.0 |
31% | 27% | +4 pts | 0.48 | -13% | beat |
| COP | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
48% | 155% | -106 pts | 0.48 | -24% | lost |
| META | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
56% | 168% | -112 pts | 0.48 | -41% | lost |
| 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 |
| AMGN | RSI mean-reversion period 14 · oversold 30 · overbought 70 |
39% | 64% | -24 pts | 0.48 | -20% | lost |
| AMGN | Donchian breakout entry 20 · exit 50 |
50% | 64% | -13 pts | 0.47 | -20% | lost |
| MSFT | Bollinger bands period 30 · width 1.5 |
41% | 72% | -31 pts | 0.47 | -18% | lost |
| FDX | RSI mean-reversion period 7 · oversold 30 · overbought 80 |
59% | 59% | -0 pts | 0.47 | -44% | lost |
| TMUS | RSI mean-reversion period 5 · oversold 25 · overbought 80 |
42% | 53% | -11 pts | 0.47 | -28% | lost |
| C | Moving-average cross fast 5 · slow 75 |
46% | 136% | -90 pts | 0.46 | -52% | lost |
| GILD | Bollinger bands period 20 · width 2.0 |
23% | 136% | -113 pts | 0.45 | -16% | lost |
| AAPL | Bollinger bands period 30 · width 1.5 |
41% | 153% | -112 pts | 0.45 | -25% | lost |
| SLB | Donchian breakout entry 55 · exit 10 |
40% | 108% | -69 pts | 0.45 | -24% | lost |
| DIA | Bollinger bands period 30 · width 1.5 |
24% | 73% | -49 pts | 0.44 | -14% | lost |
| SPY | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
31% | 104% | -72 pts | 0.44 | -21% | lost |
| RTX | Donchian breakout entry 40 · exit 10 |
27% | 176% | -149 pts | 0.44 | -15% | lost |
| RTX | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
39% | 176% | -137 pts | 0.44 | -33% | lost |
| SCHW | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
50% | 53% | -3 pts | 0.44 | -41% | lost |
| INTC | Bollinger bands period 50 · width 1.5 |
53% | 109% | -55 pts | 0.44 | -49% | lost |
| WFC | Moving-average cross fast 10 · slow 200 |
51% | 139% | -88 pts | 0.44 | -40% | lost |
| D | Moving-average cross fast 50 · slow 150 |
36% | 17% | +19 pts | 0.44 | -28% | beat |
| GOOGL | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
47% | 262% | -215 pts | 0.43 | -37% | lost |
| SCHW | Donchian breakout entry 20 · exit 10 |
38% | 53% | -16 pts | 0.43 | -21% | lost |
| PSX | Bollinger bands period 20 · width 2.0 |
27% | 141% | -115 pts | 0.42 | -19% | lost |
| XOM | RSI mean-reversion period 14 · oversold 20 · overbought 80 |
24% | 204% | -180 pts | 0.42 | -13% | lost |
| WFC | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
45% | 139% | -94 pts | 0.41 | -32% | lost |
| NEE | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
41% | 39% | +2 pts | 0.41 | -41% | beat |
| RTX | Bollinger bands period 30 · width 1.5 |
28% | 176% | -148 pts | 0.41 | -26% | 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 |
| WMT | Bollinger bands period 20 · width 2.5 |
15% | 188% | -173 pts | 0.40 | -11% | lost |
| HD | Donchian breakout entry 20 · exit 10 |
28% | 29% | -1 pts | 0.40 | -26% | lost |
| PLD | RSI mean-reversion period 14 · oversold 25 · overbought 80 |
38% | 63% | -25 pts | 0.39 | -39% | 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 |
| DUK | Moving-average cross fast 10 · slow 200 |
27% | 63% | -36 pts | 0.39 | -25% | lost |
| 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 |
| BAC | RSI mean-reversion period 14 · oversold 30 · overbought 80 |
37% | 67% | -30 pts | 0.38 | -44% | lost |
| LOW | Bollinger bands period 30 · width 1.5 |
29% | 33% | -5 pts | 0.38 | -19% | lost |
| MCD | Moving-average cross fast 20 · slow 50 |
23% | 44% | -21 pts | 0.38 | -14% | lost |
| TSLA | Donchian breakout entry 40 · exit 30 |
40% | 67% | -27 pts | 0.37 | -56% | lost |
| FCX | Bollinger bands period 20 · width 3.0 |
18% | 112% | -94 pts | 0.37 | -18% | lost |
| AMGN | Bollinger bands period 20 · width 1.5 |
24% | 64% | -39 pts | 0.37 | -22% | lost |
| DHR | RSI mean-reversion period 5 · oversold 30 · overbought 70 |
33% | -7% | +40 pts | 0.37 | -29% | beat |
| AXP | Moving-average cross fast 20 · slow 200 |
36% | 158% | -122 pts | 0.37 | -39% | lost |
| JNJ | Donchian breakout entry 40 · exit 10 |
16% | 69% | -54 pts | 0.36 | -24% | lost |
| APD | Bollinger bands period 20 · width 1.5 |
26% | 17% | +9 pts | 0.35 | -28% | beat |
| SLB | Bollinger bands period 50 · width 3.0 |
18% | 108% | -90 pts | 0.35 | -10% | lost |
| LIN | Bollinger bands period 50 · width 1.5 |
20% | 106% | -86 pts | 0.35 | -16% | lost |
| AMGN | Moving-average cross fast 30 · slow 75 |
27% | 64% | -36 pts | 0.35 | -20% | lost |
| AMZN | Donchian breakout entry 20 · exit 50 |
34% | 54% | -21 pts | 0.34 | -50% | lost |
| GILD | RSI mean-reversion period 5 · oversold 25 · overbought 60 |
22% | 136% | -114 pts | 0.34 | -17% | lost |
| NOW | Moving-average cross fast 20 · slow 100 |
24% | -14% | +37 pts | 0.34 | -42% | beat |
| BLK | Donchian breakout entry 20 · exit 50 |
29% | 64% | -35 pts | 0.34 | -37% | lost |
| C | RSI mean-reversion period 14 · oversold 20 · overbought 80 |
26% | 136% | -110 pts | 0.34 | -31% | lost |
| EOG | RSI mean-reversion period 5 · oversold 20 · overbought 60 |
27% | 145% | -118 pts | 0.34 | -29% | lost |
| ORCL | Moving-average cross fast 50 · slow 150 |
36% | 198% | -162 pts | 0.33 | -46% | lost |
| IBM | Moving-average cross fast 30 · slow 75 |
27% | 162% | -135 pts | 0.33 | -25% | lost |
| 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 |
| SCHW | Moving-average cross fast 40 · slow 50 |
26% | 53% | -27 pts | 0.31 | -36% | lost |
| BLK | Moving-average cross fast 10 · slow 75 |
23% | 64% | -41 pts | 0.31 | -22% | lost |
| NEE | Bollinger bands period 50 · width 1.5 |
22% | 39% | -17 pts | 0.31 | -31% | lost |
| MSFT | Moving-average cross fast 40 · slow 50 |
22% | 72% | -49 pts | 0.30 | -31% | lost |
| ADBE | Moving-average cross fast 40 · slow 150 |
23% | -56% | +79 pts | 0.30 | -37% | beat |
| DIA | Moving-average cross fast 30 · slow 75 |
15% | 73% | -58 pts | 0.30 | -26% | lost |
| 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 |
| LMT | Bollinger bands period 30 · width 1.5 |
16% | 73% | -57 pts | 0.29 | -21% | lost |
| FCX | Moving-average cross fast 40 · slow 50 |
22% | 112% | -90 pts | 0.28 | -49% | lost |
| C | Bollinger bands period 30 · width 1.5 |
20% | 136% | -116 pts | 0.28 | -27% | lost |
| UNP | RSI mean-reversion period 7 · oversold 25 · overbought 70 |
18% | 38% | -20 pts | 0.28 | -16% | lost |
| MMM | Bollinger bands period 50 · width 2.5 |
14% | 22% | -7 pts | 0.27 | -18% | lost |
| KO | Moving-average cross fast 50 · slow 75 |
15% | 84% | -69 pts | 0.27 | -28% | lost |
| PEP | Donchian breakout entry 20 · exit 50 |
17% | 24% | -8 pts | 0.27 | -25% | lost |
| COST | Moving-average cross fast 20 · slow 50 |
17% | 211% | -193 pts | 0.26 | -34% | lost |
| TMUS | Moving-average cross fast 30 · slow 75 |
17% | 53% | -35 pts | 0.26 | -38% | lost |
| GE | Bollinger bands period 30 · width 3.0 |
11% | 455% | -444 pts | 0.26 | -13% | lost |
| SO | Moving-average cross fast 15 · slow 100 |
15% | 88% | -73 pts | 0.26 | -26% | 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 |
| INTU | Moving-average cross fast 10 · slow 200 |
17% | -27% | +44 pts | 0.25 | -44% | beat |
| INTC | Moving-average cross fast 10 · slow 50 |
11% | 109% | -98 pts | 0.24 | -69% | lost |
| LIN | Moving-average cross fast 50 · slow 200 |
15% | 106% | -91 pts | 0.24 | -30% | lost |
| SHW | Donchian breakout entry 20 · exit 30 |
15% | 40% | -24 pts | 0.24 | -37% | lost |
| EOG | Moving-average cross fast 40 · slow 75 |
15% | 145% | -129 pts | 0.24 | -43% | lost |
| INTC | Donchian breakout entry 20 · exit 50 |
3% | 109% | -106 pts | 0.23 | -78% | lost |
| 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 |
| AXP | Bollinger bands period 50 · width 1.5 |
13% | 158% | -145 pts | 0.22 | -26% | lost |
| CSCO | Bollinger bands period 30 · width 1.5 |
11% | 178% | -168 pts | 0.21 | -25% | lost |
| V | Donchian breakout entry 20 · exit 50 |
12% | 66% | -54 pts | 0.21 | -34% | lost |
| LMT | RSI mean-reversion period 5 · oversold 30 · overbought 80 |
12% | 73% | -61 pts | 0.21 | -25% | lost |
| VZ | RSI mean-reversion period 14 · oversold 25 · overbought 70 |
11% | 12% | -2 pts | 0.21 | -30% | lost |
| TGT | Donchian breakout entry 20 · exit 30 |
9% | -20% | +29 pts | 0.21 | -49% | beat |
| NFLX | RSI mean-reversion period 5 · oversold 25 · overbought 80 |
2% | 50% | -48 pts | 0.20 | -68% | lost |
| UNH | Moving-average cross fast 50 · slow 200 |
11% | 20% | -9 pts | 0.20 | -35% | lost |
| KO | Bollinger bands period 20 · width 2.0 |
6% | 84% | -77 pts | 0.19 | -26% | lost |
| TSLA | Bollinger bands period 50 · width 2.0 |
1% | 67% | -66 pts | 0.19 | -57% | lost |
| PYPL | RSI mean-reversion period 7 · oversold 20 · overbought 70 |
5% | -43% | +48 pts | 0.19 | -26% | beat |
| APD | Donchian breakout entry 20 · exit 50 |
9% | 17% | -7 pts | 0.18 | -36% | lost |
| MCD | Bollinger bands period 30 · width 1.5 |
7% | 44% | -37 pts | 0.18 | -13% | lost |
| PEP | Bollinger bands period 30 · width 1.5 |
7% | 24% | -17 pts | 0.18 | -14% | lost |
| BA | Moving-average cross fast 5 · slow 50 |
8% | -12% | +20 pts | 0.18 | -35% | beat |
| SCHW | Bollinger bands period 20 · width 1.5 |
8% | 53% | -46 pts | 0.17 | -40% | lost |
| BMY | Donchian breakout entry 20 · exit 50 |
6% | 9% | -3 pts | 0.15 | -38% | lost |
| PFE | RSI mean-reversion period 14 · oversold 20 · overbought 70 |
6% | -5% | +11 pts | 0.15 | -42% | beat |
| DE | Moving-average cross fast 50 · slow 100 |
4% | 69% | -66 pts | 0.15 | -36% | lost |
| BLK | RSI mean-reversion period 5 · oversold 25 · overbought 80 |
5% | 64% | -59 pts | 0.15 | -40% | lost |
| PLD | Bollinger bands period 50 · width 2.0 |
6% | 63% | -57 pts | 0.15 | -25% | lost |
| LOW | Moving-average cross fast 10 · slow 50 |
6% | 33% | -28 pts | 0.15 | -32% | lost |
| 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 |
| UNH | RSI mean-reversion period 7 · oversold 25 · overbought 80 |
3% | 20% | -17 pts | 0.13 | -57% | lost |
| BAC | Bollinger bands period 20 · width 1.5 |
4% | 67% | -63 pts | 0.13 | -35% | lost |
| EOG | Bollinger bands period 30 · width 3.0 |
4% | 145% | -141 pts | 0.12 | -13% | lost |
| IWM | RSI mean-reversion period 14 · oversold 30 · overbought 70 |
3% | 36% | -33 pts | 0.12 | -29% | lost |
| APD | RSI mean-reversion period 7 · oversold 20 · overbought 80 |
3% | 17% | -14 pts | 0.12 | -29% | lost |
| 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 |
| BAC | Moving-average cross fast 5 · slow 75 |
2% | 67% | -64 pts | 0.11 | -43% | lost |
| IWM | Moving-average cross fast 30 · slow 100 |
3% | 36% | -34 pts | 0.11 | -33% | lost |
| IWM | Donchian breakout entry 20 · exit 50 |
2% | 36% | -35 pts | 0.11 | -42% | lost |
| AMT | Bollinger bands period 20 · width 1.5 |
2% | -4% | +6 pts | 0.11 | -34% | beat |
| TMO | RSI mean-reversion period 5 · oversold 30 · overbought 60 |
2% | 5% | -4 pts | 0.11 | -40% | lost |
| ORCL | Bollinger bands period 50 · width 1.5 |
-1% | 198% | -199 pts | 0.11 | -44% | 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 |
| SPG | Bollinger bands period 30 · width 1.5 |
1% | 140% | -139 pts | 0.10 | -29% | lost |
| JNJ | Bollinger bands period 50 · width 1.5 |
3% | 69% | -67 pts | 0.10 | -20% | 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 |
| PEP | Moving-average cross fast 10 · slow 100 |
1% | 24% | -24 pts | 0.08 | -26% | lost |
| SLB | Moving-average cross fast 5 · slow 150 |
-11% | 108% | -119 pts | 0.07 | -55% | 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 | Bollinger bands period 50 · width 1.5 |
-1% | -22% | +21 pts | 0.06 | -27% | beat |
| FDX | Bollinger bands period 30 · width 1.5 |
-4% | 59% | -64 pts | 0.06 | -45% | lost |
| MDT | Donchian breakout entry 40 · exit 50 |
-1% | -22% | +21 pts | 0.06 | -28% | beat |
Showing 300 of 404. 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.