Every Strategy Family vs Buy-and-Hold
An index of all 22 strategy families Tickfloor backtested (217 strategies total), each with its own results page. Every number here comes straight from the same registry behind the evidence page, so the totals always match.
Families are grouped by method, not by asset: a mean-reversion strategy on crypto and one on an ETF sit in the same family, while two strategies on the same asset land in different families if they trade on different signals. Across all 22 families, 14 of 217 strategies finished ahead of buy-and-hold on the raw number and 1 were significant at p < 0.05 before correction; after Benjamini-Hochberg correction across 260 tests, 0 survived it. Click through to any family below for the per-strategy results, sources and p-values.
- Volatility — 26 strategies across crypto, ETFs, US stocks, 2 ahead of buy-and-hold, best result +3.3 pts/yr.
- Trend — 25 strategies across crypto, ETFs, US stocks, 2 ahead of buy-and-hold, best result +12.6 pts/yr.
- Mean reversion — 24 strategies across crypto, ETFs, US stocks, 0 ahead of buy-and-hold, best result −4.7 pts/yr.
- Momentum — 18 strategies across crypto, ETFs, US stocks, 4 ahead of buy-and-hold, best result +29.2 pts/yr.
- Seasonality — 18 strategies across crypto, ETFs, US stocks, 0 ahead of buy-and-hold, best result −6.6 pts/yr.
- Equity factors — 17 strategies across ETFs, US stocks, 0 ahead of buy-and-hold, best result −2.7 pts/yr.
- Machine learning — 12 strategies across crypto, US stocks, 1 ahead of buy-and-hold, best result +1.0 pts/yr.
- Macro and intermarket — 11 strategies across crypto, ETFs, US stocks, 5 ahead of buy-and-hold, best result +13.2 pts/yr.
- Pairs and stat arb — 10 strategies across crypto, ETFs, US stocks, 0 ahead of buy-and-hold, best result −11.3 pts/yr.
- Social media chart patterns — 10 strategies across crypto, US stocks, 0 ahead of buy-and-hold, best result −14.5 pts/yr.
- Managed futures trend — 10 strategies across crypto, ETFs, US stocks, 0 ahead of buy-and-hold, best result −1.5 pts/yr.
- Calendar — 8 strategies across crypto, ETFs, US stocks, 0 ahead of buy-and-hold, best result −5.6 pts/yr.
- Trading books — 8 strategies across US stocks, 0 ahead of buy-and-hold, best result −14.2 pts/yr.
- Other — 7 strategies across crypto, ETFs, US stocks, 0 ahead of buy-and-hold, best result −0.3 pts/yr.
- Sentiment — 5 strategies across crypto, ETFs, US stocks, 0 ahead of buy-and-hold, best result −14.0 pts/yr.
- Event driven — 2 strategies across US stocks, 0 ahead of buy-and-hold, best result −22.6 pts/yr.
- Carry — 1 strategy across crypto, 0 ahead of buy-and-hold, best result −83.2 pts/yr.
- Low vol regime + breakout — 1 strategy across crypto, 0 ahead of buy-and-hold, best result −62.7 pts/yr.
- Open interest divergence — 1 strategy across crypto, 0 ahead of buy-and-hold, best result −81.6 pts/yr.
- Alternative-data sentiment — 1 strategy across ETFs, 0 ahead of buy-and-hold, best result −11.2 pts/yr.
- Vol regime + sentiment — 1 strategy across crypto, 0 ahead of buy-and-hold, best result −52.2 pts/yr.
- Volatility expansion signal — 1 strategy across crypto, 0 ahead of buy-and-hold, best result −180.9 pts/yr.