Famous stock picking rules, honestly tested

Well-known trading rules after costs, delisted stocks and luck. Settings fixed before the test.

• Golden cross Honest estimate a year: US 15.3% · Hong Kong 4.1% Enter when the 50-day average crosses above the 200-day average; exit when it crosses back below (the death cross), or 50% below the entry as a safety stop.
• 52-week high Honest estimate a year: US 2.9% · Hong Kong -14.6% Enter at a new 52-week closing high on 1.5 times normal volume, above the 200-day average; exit below the 20-day low, after 60 days or 8% below the entry.
• RSI 2 pullback Honest estimate a year: US 2.6% · Hong Kong -18.6% Above the 200-day average, enter when the 2-day RSI drops below 10; exit on a close above the 5-day average, after 10 days or 5% below the entry.
• After a 10% fall What the US market did in the weeks and months after it closed 10% below its high.