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This table ranks well-known stock trading strategies by their backtest results, updated daily. Compare the number of trades, the share of profitable trades, year-to-date profit, average annual return, profit factor, expected payoff and maximum drawdown, and click a column header to sort. Open any strategy to view its backtest report, or build your own in the Backtest Builder.
 Strategy Name Total Trades Profit Trades, % Year-to-Date Profit, % Avg Annual Return, % Profit Factor Expected Payoff, $ Max Drawdown, %
 Stocks-Bonds Seasonal Rotation  2  0  -8.79 -8.79 0.00  -439.00  11.00
 Sell in May and Go Away  1  0  -1.27 -1.27 0.00  -127.00  3.00
 The Friday Gold Rush  43  56  -5.36 -5.36 0.84  -12.50  10.00
 200-Day Trend Filter and Pullback Entry  0  0  0.00 0.00 0.00  0.00  0.00
 Golden Cross  0  0  0.00 0.00 0.00  0.00  0.00
 CANSLIM System  0  0  0.00 0.00 0.00  0.00  0.00
 Dogs of the Dow - Low Priced 5  0  0  0.00 0.00 0.00  0.00  0.00
 Larry Connors RSI-2  979  61  4.35 4.35 1.04  0.44  15.00
 Turnaround Tuesday  15  40  0.67 0.67 1.13  4.46  3.00
 Ichimoku Kinko Hyo  129  29  67.81 67.80 1.82  52.60  16.00
 Dobermans of the Dow  10  60  10.70 10.70 6.32  107.00  6.00
 Dogs of the Dow  10  80  21.55 21.60 6.54  216.00  6.00



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