Technical Analysis with Optimal Trader

Results - 1 day delay

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Price State Best Settings    
Volatility Short Term Volatility Trend Hurst Exponent Best Model Optim Period Robust Optim Robust Param Limit Curve Fitting Trading Horizon Annualized Returns
Low Low Negative 0.00 - 0.48 RSI 2 1129 On Off On 1 day 30%
Low Low Negative 0.00 - 0.48 Stochastic RSI  228 On Off On 1 week 5%
Low Low Negative 0.00 - 0.48 Stochastic Oscillator 2 161 On On On 1 month 2%
Low Low Negative 0.48 - 0.53 RSI 1 100 On On Off 1 day 34%
Low Low Negative 0.48 - 0.53 Stochastic Oscillator 2 48 On Off On 1 week 8%
Low Low Negative 0.48 - 0.53 Regression Analysis 1 1404 On Off Off 1 month 6%
Low Low Negative 0.53 - 0.57 Parabolic SAR 910 On Off Off 1 day 9%
Low Low Negative 0.53 - 0.57 Momentum, Adaptive 24 On Off On 1 week 3%
Low Low Negative 0.53 - 0.57 Stochastic Oscillator 2 15 On On Off 1 month 5%
Low Low Negative 0.57 - 1.01 Trailing Stop-Loss 910 Off On Off 1 day 25%
Low Low Negative 0.57 - 1.01 Momentum, Classic 488 On On On 1 week 9%
Low Low Negative 0.57 - 1.01 Momentum, Classic 400 On On On 1 month 4%
Low Low Neutral 0.00 - 0.48 ANN (local) 910 Off Off On 1 day 19%
Low Low Neutral 0.00 - 0.48 MACD Osc., Adaptive 1750 On Off On 1 week 15%
Low Low Neutral 0.00 - 0.48 ANN (local) 599 On Off On 1 month 9%
Low Low Neutral 0.48 - 0.53 Regression Analysis 1 228 Off Off On 1 day 11%
Low Low Neutral 0.48 - 0.53 MACD Osc., Adaptive 1750 On Off On 1 week 5%
Low Low Neutral 0.48 - 0.53 RSI 1 228 Off On On 1 month 3%
Low Low Neutral 0.53 - 0.57 RSI 1 910 Off Off On 1 day 15%
Low Low Neutral 0.53 - 0.57 Momentum, Adaptive 910 On Off On 1 week 8%
Low Low Neutral 0.53 - 0.57 Trailing Stop-Loss 191 Off On On 1 month 3%
Low Low Neutral 0.57 - 1.01 Regression Analysis 2 330 Off Off Off 1 day 16%
Low Low Neutral 0.57 - 1.01 Stochastic Oscillator 2 400 On Off On 1 week 13%
Low Low Neutral 0.57 - 1.01 Stochastic RSI  228 On On On 1 month 7%
Low Low Positive 0.00 - 0.48 Stochastic RSI  1750 On Off On 1 day 65%
Low Low Positive 0.00 - 0.48 Regression Analysis 1 1750 On Off Off 1 week 29%
Low Low Positive 0.00 - 0.48 Regression Analysis 1 1750 On Off Off 1 month 12%
Low Low Positive 0.48 - 0.53 Stochastics Inverted  737 Off Off Off 1 day 21%
Low Low Positive 0.48 - 0.53 MACD Osc., Adaptive 41 On Off On 1 week 19%
Low Low Positive 0.48 - 0.53 Stochastic RSI  137 On Off On 1 month 8%
Low Low Positive 0.53 - 0.57 Regression Analysis 2 24 Off Off Off 1 day 9%
Low Low Positive 0.53 - 0.57 Parabolic SAR 137 On Off On 1 week 27%
Low Low Positive 0.53 - 0.57 Stochastic RSI  100 On Off On 1 month 14%
Low Low Positive 0.57 - 1.01 ANN (local) 2 On On Off 1 day 40%
Low Low Positive 0.57 - 1.01 Parabolic SAR 488 On Off On 1 week 30%
Low Low Positive 0.57 - 1.01 RSI 2 488 On Off On 1 month 17%
Low High Negative 0.00 - 0.48 MACD Osc., Adaptive 56 On On Off 1 day 50%
Low High Negative 0.00 - 0.48 Regression Analysis 1 86 On Off Off 1 week 22%
Low High Negative 0.00 - 0.48 Trailing Stop-Loss 191 Off Off On 1 month 7%
Low High Negative 0.48 - 0.53 Momentum, Adaptive 599 On On On 1 day 22%
Low High Negative 0.48 - 0.53 RSI 2 137 Off On Off 1 week 5%
Low High Negative 0.48 - 0.53 Parabolic SAR 330 On On On 1 month 1%
Low High Negative 0.53 - 0.57 ANN (local) 100 On On On 1 day 26%
Low High Negative 0.53 - 0.57 RSI 2 737 On On On 1 week -1%
Low High Negative 0.53 - 0.57 Parabolic SAR 1404 On On On 1 month 3%
Low High Negative 0.57 - 1.01 Momentum, Classic 1404 On Off On 1 day 14%
Low High Negative 0.57 - 1.01 Momentum, Classic 1404 On Off On 1 week 3%
Low High Negative 0.57 - 1.01 Momentum, Classic 910 On On On 1 month 4%
Low High Neutral 0.00 - 0.48 Stochastics Inverted  1404 Off On Off 1 day 108%
Low High Neutral 0.00 - 0.48 RSI 1 64 On Off On 1 week 26%
Low High Neutral 0.00 - 0.48 RSI 1 191 Off Off Off 1 month 3%
Low High Neutral 0.48 - 0.53 ANN (local) 400 Off Off Off 1 day 11%
Low High Neutral 0.48 - 0.53 Momentum, Classic 1404 On On On 1 week 0%
Low High Neutral 0.48 - 0.53 Regression Analysis 1 737 On Off On 1 month 0%
Low High Neutral 0.53 - 0.57 RSI 2 1750 On Off On 1 day 24%
Low High Neutral 0.53 - 0.57 MACD Osc., Adaptive 1404 Off On On 1 week 6%
Low High Neutral 0.53 - 0.57 Momentum, Classic 910 On On On 1 month 1%
Low High Neutral 0.57 - 1.01 Momentum, Classic 1750 Off On On 1 day 22%
Low High Neutral 0.57 - 1.01 MACD Osc., Adaptive 1404 On On On 1 week 13%
Low High Neutral 0.57 - 1.01 Regression Analysis 1 1404 On On Off 1 month 0%
Low High Positive 0.00 - 0.48 Regression Analysis 2 24 On Off Off 1 day 55%
Low High Positive 0.00 - 0.48 RSI 1 161 Off On On 1 week 55%
Low High Positive 0.00 - 0.48 Stochastic RSI  10 On On Off 1 month 13%
Low High Positive 0.48 - 0.53 Parabolic SAR 737 On Off Off 1 day 54%
Low High Positive 0.48 - 0.53 Stochastic RSI  2 On Off On 1 week 49%
Low High Positive 0.48 - 0.53 Stochastic Oscillator 2 117 On Off On 1 month 18%
Low High Positive 0.53 - 0.57 RSI 2 1129 Off Off On 1 day 21%
Low High Positive 0.53 - 0.57 MACD Osc., Modified 1404 On On On 1 week 18%
Low High Positive 0.53 - 0.57 MACD Osc., Adaptive 24 On Off Off 1 month 14%
Low High Positive 0.57 - 1.01 Stochastic RSI  29 Off On Off 1 day 28%
Low High Positive 0.57 - 1.01 Stochastics Inverted  1750 Off On Off 1 week 24%
Low High Positive 0.57 - 1.01 Regression Analysis 2 273 On On On 1 month 18%
High Low Negative 0.00 - 0.48 Momentum, Adaptive 15 Off Off Off 1 day 0%
High Low Negative 0.00 - 0.48 Momentum, Adaptive 15 Off Off Off 1 week 0%
High Low Negative 0.00 - 0.48 MACD Osc., Adaptive 15 Off Off Off 1 month 0%
High Low Negative 0.48 - 0.53 Stochastics Inverted  910 Off On On 1 day 8%
High Low Negative 0.48 - 0.53 Regression Analysis 2 488 On Off On 1 week 38%
High Low Negative 0.48 - 0.53 Regression Analysis 1 1129 On Off On 1 month 23%
High Low Negative 0.53 - 0.57 Stochastic Oscillator 2 910 On Off On 1 day 190%
High Low Negative 0.53 - 0.57 MACD Osc., Modified 737 On Off On 1 week 42%
High Low Negative 0.53 - 0.57 RSI 2 400 On Off Off 1 month 13%
High Low Negative 0.57 - 1.01 RSI 1 1129 On On On 1 day 81%
High Low Negative 0.57 - 1.01 Regression Analysis 2 228 On On On 1 week 49%
High Low Negative 0.57 - 1.01 Stochastics Inverted  1404 On Off On 1 month 39%
High Low Neutral 0.00 - 0.48 ANN (local) 24 Off Off On 1 day 8%
High Low Neutral 0.00 - 0.48 RSI 2 910 On Off On 1 week 11%
High Low Neutral 0.00 - 0.48 Parabolic SAR 100 On Off On 1 month 3%
High Low Neutral 0.48 - 0.53 Stochastic Oscillator 2 488 On On On 1 day 208%
High Low Neutral 0.48 - 0.53 RSI 2 35 On On Off 1 week 26%
High Low Neutral 0.48 - 0.53 MACD Osc., Modified 273 On Off On 1 month 13%
High Low Neutral 0.53 - 0.57 Stochastic Oscillator 2 1750 On Off Off 1 day 244%
High Low Neutral 0.53 - 0.57 Stochastic RSI  1750 On Off On 1 week 76%
High Low Neutral 0.53 - 0.57 MACD Osc., Modified 910 On Off On 1 month 24%
High Low Neutral 0.57 - 1.01 Momentum, Classic 400 Off Off Off 1 day 193%
High Low Neutral 0.57 - 1.01 Stochastic Oscillator 2 228 On Off On 1 week 47%
High Low Neutral 0.57 - 1.01 Stochastic RSI  1129 On On On 1 month 34%
High Low Positive 0.00 - 0.48 MACD Osc., Adaptive 330 Off Off Off 1 day 25%
High Low Positive 0.00 - 0.48 Stochastics Inverted  56 Off Off Off 1 week -2%
High Low Positive 0.00 - 0.48 MACD Osc., Adaptive 910 Off Off On 1 month 11%
High Low Positive 0.48 - 0.53 Momentum, Adaptive 2 Off Off Off 1 day 9%
High Low Positive 0.48 - 0.53 Momentum, Adaptive 2 Off Off Off 1 week 5%
High Low Positive 0.48 - 0.53 RSI 1 228 On Off On 1 month 6%
High Low Positive 0.53 - 0.57 MACD Osc., Adaptive 599 On On Off 1 day 82%
High Low Positive 0.53 - 0.57 Momentum, Adaptive 137 On Off On 1 week 126%
High Low Positive 0.53 - 0.57 RSI 2 137 On Off On 1 month 47%
High Low Positive 0.57 - 1.01 Stochastics Inverted  488 Off On Off 1 day 125%
High Low Positive 0.57 - 1.01 Momentum, Adaptive 64 On Off On 1 week 107%
High Low Positive 0.57 - 1.01 Stochastics Inverted  75 On Off On 1 month 55%
High High Negative 0.00 - 0.48 Parabolic SAR 100 On On Off 1 day 30%
High High Negative 0.00 - 0.48 MACD Osc., Adaptive 1750 Off Off Off 1 week 54%
High High Negative 0.00 - 0.48 Momentum, Adaptive 400 On On On 1 month 5%
High High Negative 0.48 - 0.53 ANN (local) 15 On Off Off 1 day 392%
High High Negative 0.48 - 0.53 Stochastics Inverted  330 On On Off 1 week 99%
High High Negative 0.48 - 0.53 RSI 2 1404 On Off On 1 month 16%
High High Negative 0.53 - 0.57 Regression Analysis 2 19 Off Off Off 1 day 152%
High High Negative 0.53 - 0.57 RSI 1 2 On Off On 1 week 76%
High High Negative 0.53 - 0.57 Regression Analysis 2 24 On Off On 1 month 36%
High High Negative 0.57 - 1.01 Stochastics Inverted  737 Off On On 1 day 383%
High High Negative 0.57 - 1.01 Regression Analysis 1 191 On Off On 1 week 90%
High High Negative 0.57 - 1.01 Stochastics Inverted  400 Off On On 1 month 27%
High High Neutral 0.00 - 0.48 Stochastic RSI  400 Off Off On 1 day 84%
High High Neutral 0.00 - 0.48 Stochastics Inverted  24 Off Off Off 1 week 101%
High High Neutral 0.00 - 0.48 Regression Analysis 2 191 On On On 1 month 9%
High High Neutral 0.48 - 0.53 Regression Analysis 2 137 On Off On 1 day 87%
High High Neutral 0.48 - 0.53 MACD Osc., Adaptive 161 Off Off On 1 week 9%
High High Neutral 0.48 - 0.53 Momentum, Classic 6 On Off Off 1 month 16%
High High Neutral 0.53 - 0.57 RSI 1 2 On Off On 1 week 234%
High High Neutral 0.53 - 0.57 Parabolic SAR 1404 On On Off 1 month 14%
High High Neutral 0.57 - 1.01 Momentum, Adaptive 19 On Off Off 1 day 125%
High High Neutral 0.57 - 1.01 ANN (local) 19 On Off On 1 week 86%
High High Neutral 0.57 - 1.01 Momentum, Adaptive 1750 On Off Off 1 month 44%
High High Positive 0.00 - 0.48 MACD Osc., Modified 1750 On Off On 1 day 121%
High High Positive 0.00 - 0.48 Momentum, Adaptive 1750 On Off On 1 week 98%
High High Positive 0.00 - 0.48 Regression Analysis 1 1404 On Off On 1 month 19%
High High Positive 0.48 - 0.53 Regression Analysis 1 15 On Off Off 1 day 189%
High High Positive 0.48 - 0.53 Regression Analysis 2 1750 On Off On 1 week 13%
High High Positive 0.48 - 0.53 RSI 2 1129 On Off On 1 month 9%
High High Positive 0.53 - 0.57 RSI 1 10 On Off Off 1 week 34%
High High Positive 0.53 - 0.57 RSI 2 1404 On On Off 1 month 36%
High High Positive 0.57 - 1.01 Regression Analysis 2 599 On Off Off 1 day 187%
High High Positive 0.57 - 1.01 Stochastic Oscillator 2 599 On Off Off 1 week 85%
High High Positive 0.57 - 1.01 Momentum, Adaptive 1750 On On On 1 month 50%

 

The values for the table above are only valid when orders are carried with a delay of one day. When trading mutual funds, your orders are carried out with a delay of (at least) one day.

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