Keltner Channel Breakout strategy — on every asset

Most of these did not beat buy & hold — but a real few did, and finding out which is the whole point. This one strategy was tested on 47 different assets. With that many attempts, some will beat buy & hold by chance alone — which is why these are listed neutrally, not ranked by which ones came out ahead. To see whether any single result survives scrutiny, run the out-of-sample, walk-forward and multiple-testing checks on its backtest.

Of the 36 with enough data to judge, 5 beat buy & hold · 11 didn't have enough data to judge yet. Results are simulated backtests over the last ~5 years (less for younger assets), shown whole — losses included — not live or future performance. These are famous names that still trade today. Companies that delisted or went bankrupt aren't in the set (survivorship bias) — and that history isn't available from the free public data this tool runs on — so this rate isn't a representative base rate for every stock that has ever traded.

Listed in a neutral catalog order — not ranked by performance. Combinations we can't judge yet — too little data — are grouped separately below.

Here, “beat” means only a higher total return than buy & hold over this one past window — not risk-adjusted, not luck-checked. The out-of-sample, walk-forward and luck checks live on each individual backtest.

On the 36 assets with enough data to judge, the same rule swung from +86.4 pts vs buy & hold on Disney to -611 pts on Broadcom. The typical (median) result was -71.9 pts — and even across these runs, the deepest drawdown you'd have sat through was -55% on Coinbase.

That range is the whole point: one rule is not universally good or bad — it depends entirely on the asset, and with 47 tried, some beat by chance. Shown to reveal the variation, not to pick one to trade.