Backtest vs buy-and-hold 12
| Symbol | Strategy | Buy & hold | Difference | Trades |
|---|
| GLD |
-0.07% |
-13.32% |
✓ +13.25% |
2 |
| XLE |
+0.00% |
-5.51% |
✓ +5.51% |
1 |
| TLT |
0.00% |
+0.94% |
-0.94% |
1 |
| EFA |
+0.00% |
+1.28% |
-1.28% |
0 |
| SPY |
+0.13% |
+2.90% |
-2.77% |
1 |
| VOO |
+0.12% |
+2.92% |
-2.80% |
1 |
| DIA |
+0.00% |
+5.02% |
-5.02% |
0 |
| NANC |
+0.00% |
+6.45% |
-6.45% |
0 |
| GOP |
+0.02% |
+7.46% |
-7.45% |
1 |
| EEM |
+0.00% |
+7.76% |
-7.76% |
0 |
| QQQ |
+0.00% |
+8.46% |
-8.46% |
0 |
| IWM |
+0.00% |
+8.82% |
-8.82% |
0 |
"Difference" is strategy return minus simply holding the asset. On short, mostly-rising history these strategies tend to win only where the asset fell (they sat in cash) — real edge needs more data and choppier markets.