Strategy test · trend

Does Aroon trend work?

Recency of the 25-bar high versus low. Tested on every popular stock and coin, with real trading costs taken off.

The short answer

After costs, it kept money on 22 of the 48 stocks and coins we test.

It gave a signal 17,297 times and worked 4,625 of them (27%). On average each trade lost -0.01R.

Instrument	Kept a trade	Hit rate	Worked	Signals
AMC AMC Entertainment	+0.11R	25%	84	334
CRWD CrowdStrike	+0.10R	33%	112	337
NFLX Netflix	+0.10R	32%	108	339
NVDA NVIDIA	+0.09R	34%	115	341
MSFT Microsoft	+0.07R	29%	96	332
META Meta	+0.07R	32%	108	337
HOOD Robinhood	+0.05R	31%	106	339
QQQ Nasdaq 100 ETF	+0.05R	30%	103	345
GOOGL Alphabet (Google)	+0.05R	30%	102	336
AVGO Broadcom	+0.05R	31%	103	330
KO Coca-Cola	+0.05R	28%	96	342
ARM Arm Holdings	+0.05R	31%	57	185
SOFI SoFi	+0.04R	30%	99	332
AVAX Avalanche	+0.03R	25%	129	513
SMCI Super Micro Computer	+0.03R	30%	102	335
RDDT Reddit	+0.03R	27%	38	142
VOO Vanguard S&P 500 ETF	+0.02R	29%	98	339
AMD AMD	+0.02R	29%	99	340
AAPL Apple	+0.01R	30%	98	332
SPY S&P 500 ETF	+0.01R	28%	96	340
ETH Ethereum	+0.01R	25%	125	505
TSLA Tesla	+0.01R	29%	96	333
COST Costco	-0.01R	27%	89	334
WMT Walmart	-0.01R	27%	87	327
DOGE Dogecoin	-0.01R	24%	125	513
DIS Disney	-0.01R	26%	89	336
BAC Bank of America	-0.01R	29%	99	339
SNOW Snowflake	-0.01R	26%	85	331
BA Boeing	-0.02R	27%	90	328
ADA Cardano	-0.03R	24%	123	504
INTC Intel	-0.03R	29%	98	336
GME GameStop	-0.03R	23%	71	310
AMZN Amazon	-0.03R	25%	80	323
LINK Chainlink	-0.04R	26%	135	514
SOL Solana	-0.04R	24%	128	525
JPM JPMorgan Chase	-0.05R	26%	89	338
MSTR Strategy (MicroStrategy)	-0.06R	25%	84	334
PLTR Palantir	-0.06R	25%	86	340
RIVN Rivian	-0.06R	24%	77	322
NKE Nike	-0.06R	23%	78	338
BTC Bitcoin	-0.07R	23%	119	522
F Ford	-0.09R	24%	80	332
UBER Uber	-0.09R	25%	86	340
COIN Coinbase	-0.10R	24%	81	335
PYPL PayPal	-0.10R	22%	74	330
LTC Litecoin	-0.12R	23%	113	495
XRP XRP	-0.13R	22%	113	509
SHOP Shopify	-0.13R	23%	76	334

How we tested

Up to 5 years of daily prices for each stock and coin.
Every time the strategy leaned up or down, we took a pretend trade that way. Stop 1.5 ATR away, target 2.25 ATR away, closed after 10 trading days if it hit neither. ATR is how much the price usually moves in a day.
Worked means it reached the target before the stop. If both were touched on the same day, we count it as a loss.
Costs come off every trade: 0.02% a round trip for stocks, 0.2% for crypto.
Kept a trade is in R, the amount risked. +0.10R means 10 cents kept for every dollar risked, on average, after costs.
Strategies that fired fewer than 40 times on a stock are left out: that few is luck.

Re-run every day. Past results do not promise future ones. This is software output, not financial advice.

Other trend strategies

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Orenth runs all 34 strategies on any stock or coin, and says so when none of them has an edge.

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Analysis software, not financial advice. Every figure here is measured from historical price data and can stop describing the future at any moment. Day trading loses money for the large majority of retail participants, and this tool's own measurements agree with that. Never risk money you cannot afford to lose.
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Analysing

Fetching data, running 34 strategies, and back-testing each one against this instrument's own history.