Backtest vs buy-and-hold 12
| Symbol | Strategy | Buy & hold | Difference | Trades |
|---|
| GLD |
+0.00% |
-13.32% |
✓ +13.32% |
0 |
| XLE |
-0.04% |
-5.51% |
✓ +5.47% |
1 |
| TLT |
+0.02% |
+0.94% |
-0.92% |
1 |
| EFA |
0.00% |
+1.28% |
-1.28% |
1 |
| SPY |
+0.24% |
+2.90% |
-2.66% |
1 |
| VOO |
+0.22% |
+2.92% |
-2.70% |
1 |
| DIA |
+0.11% |
+5.02% |
-4.91% |
2 |
| NANC |
+0.02% |
+6.45% |
-6.43% |
1 |
| GOP |
+0.01% |
+7.46% |
-7.45% |
3 |
| EEM |
-0.01% |
+7.76% |
-7.77% |
3 |
| QQQ |
+0.52% |
+8.46% |
-7.94% |
1 |
| IWM |
-0.04% |
+8.82% |
-8.87% |
3 |
"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.