The Test Bench › every finding

All 160 findings

One page each: what was claimed, how it was tested, what came back, and the verdict. The sortable, filterable version of the same material is on the test bench.

famous_system

• 10-Month Moving-Average Timing (dshort / Faber) — REAL
• All Weather (Ray Dalio) — MYTH
• Global / Dual Momentum (GEM) — OVERSOLD
• Golden Butterfly (Portfolio Charts) — REAL
• HFEA ('Excellent Adventure', 3x leveraged) — MYTH
• Hedge Funds, Average (HFRI composite, net of fees) — MYTH
• Point & Figure Charting (X's and O's) — MARGINAL
• The '50% Profit Management' Rule — MYTH
• The '91% Beat the Market' Screen — OVERSOLD
• The 'In & Out' Composite Gate — MARGINAL
• The 4-ETF Momentum Rotation — DEAD
• The Buffett Bet (index fund vs hedge funds-of-funds) — MYTH
• The Classic 60/40 — MARGINAL
• The Flight to Long Bonds (TLT) — MYTH
• The Permanent Portfolio (Browne) — REAL

gate

• Advance/Decline Ratio — DEAD
• CAPE / P-E10 (as a timing signal) — DEAD
• Cross-Sectional Dispersion — DEAD
• Curve 10Y2Y>0 — DEAD
• Donchian Channel Breakout (20/55-day) — MARGINAL
• Equal-Weight vs Cap-Weight Divergence — DEAD
• Equity Risk Premium / Fed model (as a timing signal) — DEAD
• Excess CAPE Yield (as a timing signal) — DEAD
• FedHike<50%(long) — DEAD
• GoldenCross50>200 — DEAD
• HY_OAS falling20d — MARGINAL
• HY_OAS<5% — DEAD
• HY_OAS<60dMA — DEAD
• Higher Highs & Higher Lows (Dow Theory) — MARGINAL
• IG_OAS<60dMA — MARGINAL
• Intermarket Ratios (8-pair basket) — DEAD
• MA100 — DEAD
• MA10mo(210d) — MARGINAL
• MA200 — MARGINAL
• MA50 — DEAD
• MOVE<100 — DEAD
• McClellan Oscillator — DEAD
• McClellan Summation Index — DEAD
• NFCI_risk<0 — DEAD
• NYSE Advance/Decline Line — OVERSOLD
• Nasdaq Advance/Decline — DEAD
• Net Liquidity (Fed B/S − RRP) — DEAD
• Percent of Stocks Above the 20-Day Average — DEAD
• Percent of Stocks Above the 200-Day Average — DEAD
• Percent of Stocks Above the 50-Day Average — DEAD
• Put/Call Ratio (All) — DEAD
• Put/Call Ratio (Equity) — DEAD
• Put/Call Ratio (Index) — DEAD
• RVX (Russell Implied Vol) — DEAD
• Recession Models (Sahm / claims / leading) — DEAD
• Recession Monitor (3M/10Y + 2Y/10Y inversion) — DEAD
• Risk Ratios (SPY:TLT + 5 sector RS) — DEAD
• SKEW<145 — DEAD
• Small-Cap Breadth (Russell % above 50-Day) — DEAD
• StLouisFSI<0.5 — MARGINAL
• The 5-10-20 EMA Timer — MARGINAL
• The Arms Index (TRIN) — DEAD
• The Bullish Percent Index (Point & Figure) — DEAD
• The Hedgeye Quads (GIP macro model) — MARGINAL
• The High-Low Index (highs minus lows) — DEAD
• The Hindenburg Omen — DEAD
• The Turtle System (Dennis & Eckhardt) — MARGINAL
• US Dollar (DTWEXBGS) — DEAD
• Up/Down (Advancing) Volume — DEAD
• Up/Down Volume (Nasdaq A-D volume) — MARGINAL
• VIX9D<VIX — MARGINAL
• VIX<20 — DEAD
• VIX<25 — MARGINAL
• VIX<VIX3M(contango) — MARGINAL
• VRP+ (VIX>rvol20) — DEAD
• VVIX<110 — DEAD
• VXN (Nasdaq Implied Vol) — DEAD
• VXTH (Tail-Hedge Index) — DEAD
• Zweig Breadth Thrust — DEAD

index_rule

• Alpha Architect US Quant Momentum (QMOM) — MARGINAL
• Cap-Weight (the index everyone buys) — REAL
• Cheapest 100 by P/E (value) — DEAD
• Cheapest 100 by Price/Book (deep value) — DEAD
• Dow Jones 30 (DIA) — REAL
• Fastest-Growing Market Cap (top 100) — MARGINAL
• Fidelity Momentum Factor (FDMO) — REAL
• Invesco Dorsey Wright Momentum (PDP) — MARGINAL
• Invesco S&P 500 Momentum (SPMO) — WINNER
• Lowest-Volatility 100 — MARGINAL
• Most Expensive 100 by P/E (hot growth) — DEAD
• Nasdaq-100 (QQQ) — WINNER
• Price Momentum (buy what's already rising) — WINNER
• Russell 2000 small-cap (IWM) — DEAD
• S&P 500, equal-weighted (RSP) — MARGINAL
• S&P MidCap 400 (MDY) — MARGINAL
• The 100 Biggest, Equal-Weight — DEAD
• Total US market (VTI) — REAL
• Vanguard US Momentum Factor (VFMO) — REAL
• iShares MSCI USA Momentum Factor (MTUM) — REAL

indicator

• ADX (14) — DEAD
• Accum/Dist (slope) — DEAD
• Awesome Oscillator — DEAD
• Bollinger %B (20,2) — DEAD
• CCI (20) — DEAD
• Chaikin Money Flow (20) — DEAD
• Coppock Curve — DEAD
• Detrended Price Osc (20) — DEAD
• MACD histogram — DEAD
• MACD line — DEAD
• Money Flow Index (14) — DEAD
• On-Balance Volume (slope) — DEAD
• Price vs 200-day MA — DEAD
• Price vs 50-day MA — DEAD
• RSI (14) — DEAD
• Rate of Change (12) — DEAD
• Stochastic %K (14) — DEAD
• Stochastic RSI (14) — DEAD
• The Entire TA Library (pandas-ta, 257 indicators) — DEAD
• True Strength Index — DEAD
• Vortex (14) — DEAD
• Williams %R (14) — DEAD

option_strategy

• Big Lizard — WINNER
• Big Lizard + Risk Reducer — REAL
• Iron Condor — MYTH
• Iron Fly — MYTH
• Jade Lizard — REAL
• Poor Man's Covered Call (PMCC) — MARGINAL
• Risk Reducer book-exit (put-write) — REAL
• Short Put — REAL
• Short Straddle — WINNER
• Short Strangle — WINNER

scanner

• 6-Month Price Momentum (top 50) — DEAD
• Buy the Fastest Earnings Growers — DEAD
• CAN SLIM (full) — REAL
• CANSLIM + Earnings Acceleration — DEAD
• CANSLIM + Sector Overlay — DEAD
• Earnings-Surprise (SUE / PEAD) — OVERSOLD
• IBD Relative-Strength Leaders — OVERSOLD
• Random-50 (null control) — NO VERDICT
• Value (Earnings Yield E/P) — MARGINAL

thesis_etf

• 5G & Connectivity (thesis ETFs) — WINNER
• AI & Big Data (thesis ETFs) — WINNER
• Blockchain & Web3 Equity (thesis ETFs) — DEAD
• Cannabis (thesis ETFs) — DEAD
• Clean / Renewable Energy (thesis ETFs) — DEAD
• Clean Transport/Smart Mobility (thesis ETFs) — DEAD
• Clean Water/Agri/Food (thesis ETFs) — DEAD
• Cloud & Software (thesis ETFs) — DEAD
• Crypto Price (BTC/ETH) (thesis ETFs) — NO VERDICT
• Cybersecurity (thesis ETFs) — DEAD
• Disruptive / Innovation (thesis ETFs) — DEAD
• EV & Battery (thesis ETFs) — DEAD
• Fintech (thesis ETFs) — DEAD
• Gaming & Esports (thesis ETFs) — DEAD
• Genomics & Biotech (thesis ETFs) — DEAD
• Infrastructure (thesis ETFs) — DEAD
• Internet & Social (thesis ETFs) — DEAD
• Longevity & Aging (thesis ETFs) — DEAD
• Nuclear & Uranium (thesis ETFs) — DEAD
• Rare Earth & Materials (thesis ETFs) — DEAD
• Robotics & Automation (thesis ETFs) — MARGINAL
• Robotics-Health/MedTech (thesis ETFs) — DEAD
• Semiconductors (thesis ETFs) — WINNER
• Space & Defense (thesis ETFs) — WINNER
• Water (thesis ETFs) — DEAD