Strategy test · trend

Does Linear regression channel work?

Regression slope scaled by fit quality. Tested on every popular stock and coin, with real trading costs taken off.

The short answer

After costs, it kept money on 23 of the 48 stocks and coins we test.

It gave a signal 11,722 times and worked 3,061 of them (26%). On average each trade lost -0.02R.

Instrument	Kept a trade	Hit rate	Worked	Signals
KO Coca-Cola	+0.16R	31%	51	166
CRWD CrowdStrike	+0.08R	32%	78	241
AAPL Apple	+0.08R	33%	74	224
META Meta	+0.08R	32%	76	239
AMC AMC Entertainment	+0.07R	26%	64	248
AVAX Avalanche	+0.07R	27%	101	378
BA Boeing	+0.07R	31%	69	222
NVDA NVIDIA	+0.07R	32%	75	232
COST Costco	+0.07R	30%	57	191
VOO Vanguard S&P 500 ETF	+0.07R	29%	53	184
HOOD Robinhood	+0.06R	33%	81	249
NFLX Netflix	+0.05R	28%	66	233
JPM JPMorgan Chase	+0.04R	29%	61	212
ARM Arm Holdings	+0.04R	29%	38	130
AVGO Broadcom	+0.03R	29%	64	219
MSFT Microsoft	+0.02R	26%	54	207
ADA Cardano	+0.02R	24%	93	381
SPY S&P 500 ETF	+0.02R	27%	50	183
AMD AMD	+0.01R	29%	73	248
MSTR Strategy (MicroStrategy)	+0.01R	29%	73	251
SMCI Super Micro Computer	+0.01R	30%	74	244
WMT Walmart	+0.01R	26%	49	191
NKE Nike	+0.01R	27%	61	230
TSLA Tesla	-0.01R	29%	71	242
SOL Solana	-0.01R	25%	94	378
DOGE Dogecoin	-0.02R	24%	89	366
SOFI SoFi	-0.02R	29%	66	230
PYPL PayPal	-0.03R	23%	49	215
ETH Ethereum	-0.04R	22%	78	351
DIS Disney	-0.04R	25%	51	201
COIN Coinbase	-0.04R	26%	67	256
RDDT Reddit	-0.05R	25%	25	99
GME GameStop	-0.05R	22%	49	220
SNOW Snowflake	-0.06R	24%	54	227
BAC Bank of America	-0.06R	25%	57	224
QQQ Nasdaq 100 ETF	-0.06R	28%	54	193
RIVN Rivian	-0.07R	23%	56	246
BTC Bitcoin	-0.08R	22%	71	326
GOOGL Alphabet (Google)	-0.08R	25%	55	219
LINK Chainlink	-0.11R	24%	88	372
LTC Litecoin	-0.11R	25%	88	350
INTC Intel	-0.11R	25%	55	221
F Ford	-0.12R	22%	46	210
AMZN Amazon	-0.13R	20%	43	214
XRP XRP	-0.14R	21%	72	349
PLTR Palantir	-0.15R	22%	53	236
UBER Uber	-0.21R	19%	44	227
SHOP Shopify	-0.23R	21%	51	247

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.

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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.