Stock Backtester Updated daily
Research/Strategy scorecard
Cross-market evidence

Strategy scorecard

See how often each mechanical rule beat buy and hold—and what the typical advantage, return and drawdown looked like across the full stock universe.

Stocks
100
Strategies
7
Periods
4
Updated
2026-09-02
Market-wide comparison

Seven strategies across four periods

Select any column to sort
Investment period
Highest beat rateRSI42.0%
Strongest median edgeRSI-9.4 pp
Smallest median drawdownSMA crossover0.0%
RSIBuy below RSI 30 · Exit above RSI 55RSI: 42 beat buy and hold; 58 trailed it. Shared axis runs from −50 to +50 percentage points; extreme values are counted in the outer bins.140-50.0 pp to -46.4 pp: 14 stocks-46.4 pp to -42.9 pp: 0 stocks-42.9 pp to -39.3 pp: 1 stock-39.3 pp to -35.7 pp: 4 stocks-35.7 pp to -32.1 pp: 2 stocks-32.1 pp to -28.6 pp: 3 stocks-28.6 pp to -25.0 pp: 5 stocks-25.0 pp to -21.4 pp: 3 stocks-21.4 pp to -17.9 pp: 5 stocks-17.9 pp to -14.3 pp: 4 stocks-14.3 pp to -10.7 pp: 8 stocks-10.7 pp to -7.1 pp: 2 stocks-7.1 pp to -3.6 pp: 1 stock-3.6 pp to 0.0 pp: 6 stocks0.0 pp to +3.6 pp: 7 stocks+3.6 pp to +7.1 pp: 9 stocks+7.1 pp to +10.7 pp: 6 stocks+10.7 pp to +14.3 pp: 3 stocks+14.3 pp to +17.9 pp: 3 stocks+17.9 pp to +21.4 pp: 1 stock+21.4 pp to +25.0 pp: 3 stocks+25.0 pp to +28.6 pp: 2 stocks+28.6 pp to +32.1 pp: 3 stocks+32.1 pp to +35.7 pp: 1 stock+35.7 pp to +39.3 pp: 1 stock+39.3 pp to +42.9 pp: 0 stocks+42.9 pp to +46.4 pp: 2 stocks+46.4 pp to +50.0 pp: 1 stock−500+5042.0%-9.4 pp+4.2%0.56-8.7%Consumer Discretionary+11.3 ppEnergy · -37.1 pp
EMA crossoverBuy when EMA 20 crosses above EMA 100EMA crossover: 24 beat buy and hold; 76 trailed it. Shared axis runs from −50 to +50 percentage points; extreme values are counted in the outer bins.120-50.0 pp to -46.4 pp: 7 stocks-46.4 pp to -42.9 pp: 0 stocks-42.9 pp to -39.3 pp: 2 stocks-39.3 pp to -35.7 pp: 1 stock-35.7 pp to -32.1 pp: 0 stocks-32.1 pp to -28.6 pp: 2 stocks-28.6 pp to -25.0 pp: 4 stocks-25.0 pp to -21.4 pp: 7 stocks-21.4 pp to -17.9 pp: 9 stocks-17.9 pp to -14.3 pp: 9 stocks-14.3 pp to -10.7 pp: 8 stocks-10.7 pp to -7.1 pp: 8 stocks-7.1 pp to -3.6 pp: 12 stocks-3.6 pp to 0.0 pp: 7 stocks0.0 pp to +3.6 pp: 6 stocks+3.6 pp to +7.1 pp: 5 stocks+7.1 pp to +10.7 pp: 3 stocks+10.7 pp to +14.3 pp: 4 stocks+14.3 pp to +17.9 pp: 0 stocks+17.9 pp to +21.4 pp: 1 stock+21.4 pp to +25.0 pp: 2 stocks+25.0 pp to +28.6 pp: 1 stock+28.6 pp to +32.1 pp: 0 stocks+32.1 pp to +35.7 pp: 1 stock+35.7 pp to +39.3 pp: 0 stocks+39.3 pp to +42.9 pp: 0 stocks+42.9 pp to +46.4 pp: 0 stocks+46.4 pp to +50.0 pp: 1 stock−500+5024.0%-10.5 pp0.0%0.00-17.7%Communication Services+7.0 ppIndustrials · -18.6 pp
BollingerBuy below lower band · Exit at middle bandBollinger: 36 beat buy and hold; 64 trailed it. Shared axis runs from −50 to +50 percentage points; extreme values are counted in the outer bins.130-50.0 pp to -46.4 pp: 13 stocks-46.4 pp to -42.9 pp: 3 stocks-42.9 pp to -39.3 pp: 1 stock-39.3 pp to -35.7 pp: 0 stocks-35.7 pp to -32.1 pp: 1 stock-32.1 pp to -28.6 pp: 7 stocks-28.6 pp to -25.0 pp: 4 stocks-25.0 pp to -21.4 pp: 3 stocks-21.4 pp to -17.9 pp: 2 stocks-17.9 pp to -14.3 pp: 6 stocks-14.3 pp to -10.7 pp: 11 stocks-10.7 pp to -7.1 pp: 6 stocks-7.1 pp to -3.6 pp: 6 stocks-3.6 pp to 0.0 pp: 1 stock0.0 pp to +3.6 pp: 3 stocks+3.6 pp to +7.1 pp: 5 stocks+7.1 pp to +10.7 pp: 5 stocks+10.7 pp to +14.3 pp: 7 stocks+14.3 pp to +17.9 pp: 5 stocks+17.9 pp to +21.4 pp: 4 stocks+21.4 pp to +25.0 pp: 2 stocks+25.0 pp to +28.6 pp: 2 stocks+28.6 pp to +32.1 pp: 1 stock+32.1 pp to +35.7 pp: 1 stock+35.7 pp to +39.3 pp: 0 stocks+39.3 pp to +42.9 pp: 0 stocks+42.9 pp to +46.4 pp: 0 stocks+46.4 pp to +50.0 pp: 1 stock−500+5036.0%-11.4 pp+4.0%0.38-9.7%Consumer Discretionary+10.8 ppEnergy · -30.2 pp
MACDBuy on bullish MACD signal-line crossMACD: 27 beat buy and hold; 73 trailed it. Shared axis runs from −50 to +50 percentage points; extreme values are counted in the outer bins.120-50.0 pp to -46.4 pp: 12 stocks-46.4 pp to -42.9 pp: 0 stocks-42.9 pp to -39.3 pp: 2 stocks-39.3 pp to -35.7 pp: 8 stocks-35.7 pp to -32.1 pp: 3 stocks-32.1 pp to -28.6 pp: 2 stocks-28.6 pp to -25.0 pp: 7 stocks-25.0 pp to -21.4 pp: 4 stocks-21.4 pp to -17.9 pp: 5 stocks-17.9 pp to -14.3 pp: 3 stocks-14.3 pp to -10.7 pp: 6 stocks-10.7 pp to -7.1 pp: 6 stocks-7.1 pp to -3.6 pp: 3 stocks-3.6 pp to 0.0 pp: 12 stocks0.0 pp to +3.6 pp: 8 stocks+3.6 pp to +7.1 pp: 6 stocks+7.1 pp to +10.7 pp: 1 stock+10.7 pp to +14.3 pp: 5 stocks+14.3 pp to +17.9 pp: 3 stocks+17.9 pp to +21.4 pp: 2 stocks+21.4 pp to +25.0 pp: 0 stocks+25.0 pp to +28.6 pp: 1 stock+28.6 pp to +32.1 pp: 1 stock+32.1 pp to +35.7 pp: 0 stocks+35.7 pp to +39.3 pp: 0 stocks+39.3 pp to +42.9 pp: 0 stocks+42.9 pp to +46.4 pp: 0 stocks+46.4 pp to +50.0 pp: 0 stocks−500+5027.0%-12.6 pp-1.0%-0.05-18.1%Utilities+2.5 ppEnergy · -37.6 pp
DonchianBuy 55-day high · Exit 20-day lowDonchian: 27 beat buy and hold; 73 trailed it. Shared axis runs from −50 to +50 percentage points; extreme values are counted in the outer bins.110-50.0 pp to -46.4 pp: 11 stocks-46.4 pp to -42.9 pp: 1 stock-42.9 pp to -39.3 pp: 2 stocks-39.3 pp to -35.7 pp: 0 stocks-35.7 pp to -32.1 pp: 3 stocks-32.1 pp to -28.6 pp: 6 stocks-28.6 pp to -25.0 pp: 5 stocks-25.0 pp to -21.4 pp: 5 stocks-21.4 pp to -17.9 pp: 8 stocks-17.9 pp to -14.3 pp: 6 stocks-14.3 pp to -10.7 pp: 8 stocks-10.7 pp to -7.1 pp: 6 stocks-7.1 pp to -3.6 pp: 7 stocks-3.6 pp to 0.0 pp: 5 stocks0.0 pp to +3.6 pp: 4 stocks+3.6 pp to +7.1 pp: 4 stocks+7.1 pp to +10.7 pp: 5 stocks+10.7 pp to +14.3 pp: 4 stocks+14.3 pp to +17.9 pp: 3 stocks+17.9 pp to +21.4 pp: 1 stock+21.4 pp to +25.0 pp: 1 stock+25.0 pp to +28.6 pp: 3 stocks+28.6 pp to +32.1 pp: 0 stocks+32.1 pp to +35.7 pp: 0 stocks+35.7 pp to +39.3 pp: 0 stocks+39.3 pp to +42.9 pp: 0 stocks+42.9 pp to +46.4 pp: 1 stock+46.4 pp to +50.0 pp: 1 stock−500+5027.0%-13.2 pp+1.0%0.11-12.9%Communication Services+12.4 ppInformation Technology · -19.6 pp
MomentumBuy above the 252-day close · Exit below itMomentum: 30 beat buy and hold; 70 trailed it. Shared axis runs from −50 to +50 percentage points; extreme values are counted in the outer bins.150-50.0 pp to -46.4 pp: 15 stocks-46.4 pp to -42.9 pp: 2 stocks-42.9 pp to -39.3 pp: 3 stocks-39.3 pp to -35.7 pp: 4 stocks-35.7 pp to -32.1 pp: 2 stocks-32.1 pp to -28.6 pp: 5 stocks-28.6 pp to -25.0 pp: 4 stocks-25.0 pp to -21.4 pp: 3 stocks-21.4 pp to -17.9 pp: 5 stocks-17.9 pp to -14.3 pp: 7 stocks-14.3 pp to -10.7 pp: 3 stocks-10.7 pp to -7.1 pp: 4 stocks-7.1 pp to -3.6 pp: 5 stocks-3.6 pp to 0.0 pp: 8 stocks0.0 pp to +3.6 pp: 4 stocks+3.6 pp to +7.1 pp: 4 stocks+7.1 pp to +10.7 pp: 3 stocks+10.7 pp to +14.3 pp: 3 stocks+14.3 pp to +17.9 pp: 5 stocks+17.9 pp to +21.4 pp: 2 stocks+21.4 pp to +25.0 pp: 2 stocks+25.0 pp to +28.6 pp: 2 stocks+28.6 pp to +32.1 pp: 1 stock+32.1 pp to +35.7 pp: 2 stocks+35.7 pp to +39.3 pp: 0 stocks+39.3 pp to +42.9 pp: 0 stocks+42.9 pp to +46.4 pp: 0 stocks+46.4 pp to +50.0 pp: 2 stocks−500+5030.0%-14.3 pp0.0%—0.0%Communication Services+13.5 ppEnergy · -42.3 pp
SMA crossoverBuy when SMA 50 crosses above SMA 200SMA crossover: 31 beat buy and hold; 69 trailed it. Shared axis runs from −50 to +50 percentage points; extreme values are counted in the outer bins.150-50.0 pp to -46.4 pp: 15 stocks-46.4 pp to -42.9 pp: 2 stocks-42.9 pp to -39.3 pp: 3 stocks-39.3 pp to -35.7 pp: 5 stocks-35.7 pp to -32.1 pp: 2 stocks-32.1 pp to -28.6 pp: 4 stocks-28.6 pp to -25.0 pp: 3 stocks-25.0 pp to -21.4 pp: 3 stocks-21.4 pp to -17.9 pp: 7 stocks-17.9 pp to -14.3 pp: 7 stocks-14.3 pp to -10.7 pp: 1 stock-10.7 pp to -7.1 pp: 5 stocks-7.1 pp to -3.6 pp: 5 stocks-3.6 pp to 0.0 pp: 7 stocks0.0 pp to +3.6 pp: 5 stocks+3.6 pp to +7.1 pp: 5 stocks+7.1 pp to +10.7 pp: 2 stocks+10.7 pp to +14.3 pp: 3 stocks+14.3 pp to +17.9 pp: 5 stocks+17.9 pp to +21.4 pp: 2 stocks+21.4 pp to +25.0 pp: 2 stocks+25.0 pp to +28.6 pp: 2 stocks+28.6 pp to +32.1 pp: 1 stock+32.1 pp to +35.7 pp: 2 stocks+35.7 pp to +39.3 pp: 0 stocks+39.3 pp to +42.9 pp: 0 stocks+42.9 pp to +46.4 pp: 0 stocks+46.4 pp to +50.0 pp: 2 stocks−500+5031.0%-14.8 pp0.0%-0.300.0%Communication Services+13.5 ppEnergy · -42.3 pp
How to read the scorecard

“Beat hold” counts stocks where a strategy’s total return exceeded buying on the first day and holding through the same period. “Median edge” is the middle difference across stocks, reducing the influence of a few extreme winners.

These aggregates describe historical simulations, not expected returns. Each stock uses the same daily-bar timing and default cost assumptions. Review the methodology before interpreting the rankings.