Which technical strategy performed best for BNY?
EMA crossover produced the highest total return among the seven tested technical strategies: +274.6% from 2016-09-02 through 2026-09-01, using 0.10% commission and 0.05% slippage.
Seven mechanical technical strategies versus buy and hold, all using the same adjusted daily price history and starting capital.
Change any assumption to update the comparison instantly. Select a strategy for detailed metrics; move across the chart for date-by-date values.
Left axis: $10,000 strategy portfoliosRight axis: adjusted stock price
✓Loaded 2,512 daily bars
✓Selected 10Y period · 2016-09-02 to 2026-09-01
✓Applied 0.10% commission and 0.05% slippage
✓Simulated orders without look-ahead
✓Calculated risk and return metrics
→BNY · SMA crossover · DAILY RESULTS
Answers use the default ten-year assumptions shown above. Change the controls to explore other scenarios.
EMA crossover produced the highest total return among the seven tested technical strategies: +274.6% from 2016-09-02 through 2026-09-01, using 0.10% commission and 0.05% slippage.
No in this historical simulation. EMA crossover trailed buy and hold by 118.3 percentage points. Buy and hold returned +392.9% over the same dates.
Donchian had the smallest maximum drawdown at -31.6%. Maximum drawdown is the largest decline from a prior portfolio peak during the test.
For EMA crossover, moving from no modeled costs to 0.25% commission plus 0.10% slippage reduced the ten-year total return by 31.3 percentage points.
It uses 2,512 adjusted daily bars for BNY Mellon, from 2016-09-02 through 2026-09-01. Signals are executed on the following bar to avoid look-ahead bias.