Backtest vs buy-and-hold 12
| Symbol | Strategy | Buy & hold | Difference | Trades |
|---|
| XLE |
+0.00% |
-7.70% |
✓ +7.70% |
0 |
| GLD |
+0.00% |
-5.95% |
✓ +5.95% |
0 |
| VOO |
+0.00% |
-1.39% |
✓ +1.39% |
0 |
| SPY |
+0.00% |
-1.38% |
✓ +1.38% |
0 |
| QQQ |
+0.00% |
-1.33% |
✓ +1.33% |
0 |
| EFA |
+0.00% |
-0.33% |
✓ +0.33% |
0 |
| NANC |
+0.00% |
+1.14% |
-1.14% |
0 |
| DIA |
+0.00% |
+1.74% |
-1.74% |
0 |
| EEM |
+0.00% |
+2.19% |
-2.19% |
0 |
| TLT |
+0.00% |
+3.24% |
-3.24% |
1 |
| GOP |
+0.00% |
+3.31% |
-3.31% |
0 |
| IWM |
+0.00% |
+5.53% |
-5.53% |
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.