Backtest a rule
Each rule is tested on past prices with costs charged and delisted stocks kept in. Open one to change its settings, or add it to your screener to see its signals every day. How it works → See an example →
Cheap with the trend turning up
Each month, hold each industry's cheapest names while their trend is at least average.
Honest estimate, US 2019–2026, default settings: 14.4% a year · from 272 trades
Quality at a fair price
Each month, hold each industry's leaders on profit and price; drop names that slip well down.
Honest estimate, US 2019–2026, default settings: 11.8% a year · from 134 trades
Moving-average trend
Enter when price crosses the fast average, fast above slow; exit below the slow or at the stop.
Honest estimate, US 2019–2026, default settings: 7.7% a year · from 348 trades
4 more rules
52-week-high momentum
Enter at a new high on heavy volume in an uptrend; exit on a trailing low, time limit or stop.
Honest estimate, US 2019–2026, default settings: 4.3% a year · from 531 trades
Volume breakout
Enter on a high-volume break of a recent high; exit below the 20-day average or on a trailing stop.
Honest estimate, US 2019–2026, default settings: 4.1% a year · from 917 trades
Short-term pullback (RSI 2)
In an uptrend, enter after a sharp two-day dip; exit on the bounce, time limit or stop.
Honest estimate, US 2019–2026, default settings: 2.2% a year · from 4,612 trades
Buy and hold with a stop
Hold a basket; a stopped-out name returns once it is back above its 200-day average.
Or write your own rule
HK and US stocks · daily bars · long only.
Why trust the number
Costs are charged
Every trade pays commission, fees and the spread.
Luck is discounted
The more settings you try, the more we take off.
Delisted stocks stay in
US data includes delisted stocks; Hong Kong data mostly lacks them.
1,919 stocks (Hong Kong · US), daily prices 2018–2026.
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