Tests 1010: 16 Backtests
2 of 16 strategies finished ahead of the benchmark on the raw number, and 0 had an unadjusted p-value under 0.05. None cleared the correction for trying 777 tests in total (a q-value below 0.10), so no result here is a confirmed edge. Scored 2026-10-10, using data up to 2025-03-15.
Strategies here tested on crypto, ETFs, US stocks. See the full family index, the full method and every result, or download the raw registry (JSON).
Results
| Rule | Market | Vs benchmark | Sample | p-value | Corrected q | Receipt |
|---|---|---|---|---|---|---|
| Awesome Oscillator zero-line cross: long while AO(5,34 on hl2) > 0, crypto 1d x18 receipt Source: Bill Williams Awesome Oscillator, TradingView/YouTube AO strategy videos | crypto | +26.2 pts/yr | 787 trades | 0.211 | 1.000 | Result file not published yet View on-site receipt |
| Bollinger breakout momentum: long when close > SMA20 + 2sd, exit when close < SMA20, crypto 1d x18 receipt Source: YouTube 'Bollinger band breakout' (ride the upper-band break, not fade it) | crypto | +9.3 pts/yr | 695 trades | 0.406 | 1.000 | Result file not published yet View on-site receipt |
| Guppy multiple moving average: long while all 6 short EMAs (3-15) sit above all 6 long EMAs (30-60), crypto 1d x18 receipt Source: Daryl Guppy GMMA, TradingView/YouTube ribbon videos | crypto | −3.7 pts/yr | 662 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| RSI(14) momentum: buy when RSI > 70, exit when RSI < 50, crypto 1d x18 receipt Source: YouTube/TradingView 'overbought is bullish' RSI momentum rule | crypto | −7.2 pts/yr | 330 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| Golden cross: long while SMA50 > SMA200, US stocks 1d x40 receipt Source: Investopedia / countless YouTube 'golden cross strategy' | US stocks | −8.9 pts/yr | 261 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| Turnaround Tuesday: buy Monday close after a down Monday, sell Tuesday close, QQQ+DIA 1d receipt Source: Stephen Bigalow / Stock Trader's Almanac 'Turnaround Tuesday' | ETFs | −9.5 pts/yr | 569 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| Gold/silver ratio reversion: long SLV when GLD/SLV 60d z > 1.5, long GLD when z < -1.5, else cash, daily receipt Source: YouTube/Reddit 'gold silver ratio trade' (swap into the cheap metal) | ETFs | −10.9 pts/yr | 590 rebalances | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| Swing pullback to the rising 20 EMA: buy a touch-and-close-above in an EMA20 > EMA50 uptrend, exit on close < EMA50, US stocks 1d x40 receipt Source: Swing-trading YouTube 'buy the pullback to the 20 EMA' | US stocks | −13.3 pts/yr | 1,662 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| CCI(20) trend: long while CCI > +100, US stocks 1d x40 receipt Source: Donald Lambert CCI; 'CCI +100 breakout' YouTube trend videos | US stocks | −14.4 pts/yr | 4,756 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| Connors Double 7: buy a 7-day closing low above SMA200, sell a 7-day closing high, US stocks 1d x40 receipt Source: Larry Connors / QuantifiedStrategies 'Double 7' strategy | US stocks | −15.1 pts/yr | 2,611 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| Connors cumulative RSI(2): buy when 2-day sum of RSI(2) < 35 above SMA200, exit on close > SMA5, US stocks 1d x40 receipt Source: Larry Connors 'Short Term Trading Strategies That Work' cumulative RSI | US stocks | −16.4 pts/yr | 2,198 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| Bull Market Support Band: long while close above both the 20-week SMA and 21-week EMA (140d SMA / 147d EMA proxy), crypto 1d x18 receipt Source: YouTube/Twitter 'bull market support band' (Bitcoin 20w SMA + 21w EMA) | crypto | −33.8 pts/yr | 772 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| Mayer Multiple buy zone: long while close < SMA200 (multiple < 1.0), crypto 1d x18 receipt Source: Trace Mayer 'Mayer Multiple' (price / 200d SMA, below 1 = accumulation zone) | crypto | −49.4 pts/yr | 614 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| RSI(14) cross back above 30: enter on the cross up through 30, exit when RSI >= 50, crypto 1d x18 receipt Source: r/Daytrading and YouTube 'wait for RSI to leave oversold' variant of the RSI 30 rule | crypto | −59.3 pts/yr | 244 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| Death cross short: short while SMA50 < SMA200, flat otherwise, crypto 1d x18 receipt Source: YouTube 'death cross' bearish-signal videos; short-side twin of the golden cross | crypto | −92.4 pts/yr | 133 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
| ICT previous-day high/low sweep: fade a wick through yesterday's high/low that closes back inside, hold 12h, crypto 1h x8 receipt Source: ICT/SMC YouTube 'liquidity sweep of previous day high/low' | crypto | −134.3 pts/yr | 14,402 trades | 1.000 | 1.000 | Result file not published yet View on-site receipt |
- Awesome Oscillator zero-line cross: long while AO(5,34 on hl2) > 0, crypto 1d x18
crypto · +26.2 pts/yr · 787 trades · corrected q 1.000
Source, p-value and result file
- Source
- Bill Williams Awesome Oscillator, TradingView/YouTube AO strategy videos
- p-value
- 0.211
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Bollinger breakout momentum: long when close > SMA20 + 2sd, exit when close < SMA20, crypto 1d x18
crypto · +9.3 pts/yr · 695 trades · corrected q 1.000
Source, p-value and result file
- Source
- YouTube 'Bollinger band breakout' (ride the upper-band break, not fade it)
- p-value
- 0.406
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Guppy multiple moving average: long while all 6 short EMAs (3-15) sit above all 6 long EMAs (30-60), crypto 1d x18
crypto · −3.7 pts/yr · 662 trades · corrected q 1.000
Source, p-value and result file
- Source
- Daryl Guppy GMMA, TradingView/YouTube ribbon videos
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- RSI(14) momentum: buy when RSI > 70, exit when RSI < 50, crypto 1d x18
crypto · −7.2 pts/yr · 330 trades · corrected q 1.000
Source, p-value and result file
- Source
- YouTube/TradingView 'overbought is bullish' RSI momentum rule
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Golden cross: long while SMA50 > SMA200, US stocks 1d x40
US stocks · −8.9 pts/yr · 261 trades · corrected q 1.000
Source, p-value and result file
- Source
- Investopedia / countless YouTube 'golden cross strategy'
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Turnaround Tuesday: buy Monday close after a down Monday, sell Tuesday close, QQQ+DIA 1d
ETFs · −9.5 pts/yr · 569 trades · corrected q 1.000
Source, p-value and result file
- Source
- Stephen Bigalow / Stock Trader's Almanac 'Turnaround Tuesday'
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Gold/silver ratio reversion: long SLV when GLD/SLV 60d z > 1.5, long GLD when z < -1.5, else cash, daily
ETFs · −10.9 pts/yr · 590 rebalances · corrected q 1.000
Source, p-value and result file
- Source
- YouTube/Reddit 'gold silver ratio trade' (swap into the cheap metal)
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Swing pullback to the rising 20 EMA: buy a touch-and-close-above in an EMA20 > EMA50 uptrend, exit on close < EMA50, US stocks 1d x40
US stocks · −13.3 pts/yr · 1,662 trades · corrected q 1.000
Source, p-value and result file
- Source
- Swing-trading YouTube 'buy the pullback to the 20 EMA'
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- CCI(20) trend: long while CCI > +100, US stocks 1d x40
US stocks · −14.4 pts/yr · 4,756 trades · corrected q 1.000
Source, p-value and result file
- Source
- Donald Lambert CCI; 'CCI +100 breakout' YouTube trend videos
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Connors Double 7: buy a 7-day closing low above SMA200, sell a 7-day closing high, US stocks 1d x40
US stocks · −15.1 pts/yr · 2,611 trades · corrected q 1.000
Source, p-value and result file
- Source
- Larry Connors / QuantifiedStrategies 'Double 7' strategy
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Connors cumulative RSI(2): buy when 2-day sum of RSI(2) < 35 above SMA200, exit on close > SMA5, US stocks 1d x40
US stocks · −16.4 pts/yr · 2,198 trades · corrected q 1.000
Source, p-value and result file
- Source
- Larry Connors 'Short Term Trading Strategies That Work' cumulative RSI
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Bull Market Support Band: long while close above both the 20-week SMA and 21-week EMA (140d SMA / 147d EMA proxy), crypto 1d x18
crypto · −33.8 pts/yr · 772 trades · corrected q 1.000
Source, p-value and result file
- Source
- YouTube/Twitter 'bull market support band' (Bitcoin 20w SMA + 21w EMA)
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Mayer Multiple buy zone: long while close < SMA200 (multiple < 1.0), crypto 1d x18
crypto · −49.4 pts/yr · 614 trades · corrected q 1.000
Source, p-value and result file
- Source
- Trace Mayer 'Mayer Multiple' (price / 200d SMA, below 1 = accumulation zone)
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- RSI(14) cross back above 30: enter on the cross up through 30, exit when RSI >= 50, crypto 1d x18
crypto · −59.3 pts/yr · 244 trades · corrected q 1.000
Source, p-value and result file
- Source
- r/Daytrading and YouTube 'wait for RSI to leave oversold' variant of the RSI 30 rule
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- Death cross short: short while SMA50 < SMA200, flat otherwise, crypto 1d x18
crypto · −92.4 pts/yr · 133 trades · corrected q 1.000
Source, p-value and result file
- Source
- YouTube 'death cross' bearish-signal videos; short-side twin of the golden cross
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
- ICT previous-day high/low sweep: fade a wick through yesterday's high/low that closes back inside, hold 12h, crypto 1h x8
crypto · −134.3 pts/yr · 14,402 trades · corrected q 1.000
Source, p-value and result file
- Source
- ICT/SMC YouTube 'liquidity sweep of previous day high/low'
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- Result file not published yet
View on-site receipt
How to read these results
"Vs benchmark" is the strategy's annualized return minus an equal-weight benchmark, rebalanced daily, on the same assets and days. Strategies are charged trading costs; the benchmark pays none. Ahead is not a confirmed edge: the p-value is the unadjusted chance of a gap this large by luck, and the corrected q allows for how many strategies were tried, because testing hundreds of ideas throws up lucky winners. Every strategy saw only data up to the same cutoff date. The receipt is the frozen result file for that rule.
"Sample" is trades for rules that enter and exit a position, and rebalances for portfolio rules. A rebalance is a scheduled date on which a portfolio rule re-ranks and held at least one position. It is the sample size for portfolio rules. A holdings change is a rebalance where what the portfolio held, or its weights, differed from the previous one. Only these cost money to trade. The two are different counts and are never swapped. Definitions.