StratLab's own strategies
Well-known rule sets that StratLab ran through its own backtest and four checks, each shown with the verdict it earned, the ones that failed as plainly as the ones that held up.
Each strategy's page has the rules that were tested, the return after costs beside buy and hold, and the result of each check. A verdict describes the past, not what comes next, and nothing here is investment advice.
- ST S2: Stage 2 + Supertrend · NIFTY 50 stocks
- ST S2: Stage 2 + Supertrend · 20 of the largest US companies
- 20/50 EMA cross · NIFTY 50 stocks
- 20/50 EMA cross · 20 of the largest US companies
- 20/50 EMA cross · 12 large European companies
- 20/50 EMA cross · 10 large coins
- 20/50 EMA cross · 7 MCX mini contracts (metals and energy)
- RSI(2) mean reversion · NIFTY 50 stocks
- RSI(2) mean reversion · 20 of the largest US companies
- RSI(2) mean reversion · 12 large UK companies
- RSI(2) mean reversion · 12 large European companies
- RSI(2) mean reversion · 12 large Japanese companies
- 52-week breakout with ATR stop · NIFTY 50 stocks
- 52-week breakout with ATR stop · 20 of the largest US companies
- 52-week breakout with ATR stop · 12 large European companies
- Bollinger squeeze breakout · NIFTY 50 stocks
- Bollinger squeeze breakout · 20 of the largest US companies
- Opening-range breakout (intraday) · 25 most liquid F&O stocks
- Golden cross · NIFTY 50 stocks
- Golden cross · 20 of the largest US companies
- Golden cross · 12 large UK companies
- Golden cross · 14 global commodity futures
- Donchian 20/10 (turtle-style) · NIFTY 50 stocks
- Donchian 20/10 (turtle-style) · 20 of the largest US companies
- Donchian 20/10 (turtle-style) · 12 large Japanese companies
- Donchian 20/10 (turtle-style) · 10 large coins
- Donchian 20/10 (turtle-style) · 7 major currency pairs
- Donchian 20/10 (turtle-style) · 7 MCX mini contracts (metals and energy)
- Donchian 20/10 (turtle-style) · 4 rupee currency pairs
- Donchian 20/10 (turtle-style) · 14 global commodity futures
- MACD signal cross · NIFTY 50 stocks
- MACD signal cross · 20 of the largest US companies
- MACD signal cross · 12 large UK companies
- Supertrend flip · NIFTY 50 stocks
- Supertrend flip · 20 of the largest US companies
- Supertrend flip · 12 large Japanese companies
- Bollinger band reversion · 10 large coins
- Bollinger band reversion · 7 major currency pairs
- Bollinger band reversion · 7 MCX mini contracts (metals and energy)
- Bollinger band reversion · 4 rupee currency pairs
- Bollinger band reversion · 14 global commodity futures
- 20/50 EMA cross, long and short · 7 major currency pairs
- 20/50 EMA cross, long and short · 4 rupee currency pairs