Strategy test · trend

Does TSI trend work?

Double-smoothed momentum. 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 13,408 times and worked 3,575 of them (27%). On average each trade lost -0.01R.

Instrument	Kept a trade	Hit rate	Worked	Signals
NFLX Netflix	+0.17R	35%	97	281
CRWD CrowdStrike	+0.14R	34%	96	282
AMC AMC Entertainment	+0.12R	25%	67	268
MSFT Microsoft	+0.09R	28%	77	271
GOOGL Alphabet (Google)	+0.09R	32%	86	273
NVDA NVIDIA	+0.09R	33%	84	254
AVGO Broadcom	+0.08R	31%	81	260
AAPL Apple	+0.07R	32%	84	264
QQQ Nasdaq 100 ETF	+0.05R	32%	85	269
HOOD Robinhood	+0.04R	32%	85	264
KO Coca-Cola	+0.04R	26%	67	258
DOGE Dogecoin	+0.02R	26%	108	410
VOO Vanguard S&P 500 ETF	+0.02R	29%	81	278
AVAX Avalanche	+0.02R	26%	103	401
WMT Walmart	+0.02R	26%	67	255
META Meta	+0.02R	31%	81	264
JPM JPMorgan Chase	+0.01R	28%	76	273
SPY S&P 500 ETF	+0.01R	28%	78	274
RDDT Reddit	+0.01R	27%	29	107
SNOW Snowflake	+0.01R	25%	65	264
ETH Ethereum	+0.01R	24%	98	408
AMD AMD	+0.01R	30%	78	259
BA Boeing	-0.01R	28%	71	254
DIS Disney	-0.01R	26%	67	261
SOFI SoFi	-0.01R	28%	72	254
TSLA Tesla	-0.01R	31%	74	242
COST Costco	-0.02R	27%	67	249
BAC Bank of America	-0.02R	27%	74	273
MSTR Strategy (MicroStrategy)	-0.02R	27%	71	260
ADA Cardano	-0.03R	24%	94	391
NKE Nike	-0.04R	25%	64	258
ARM Arm Holdings	-0.04R	27%	42	153
SMCI Super Micro Computer	-0.04R	29%	71	249
SOL Solana	-0.05R	24%	96	396
AMZN Amazon	-0.05R	24%	64	266
GME GameStop	-0.06R	22%	57	256
BTC Bitcoin	-0.07R	22%	92	413
PYPL PayPal	-0.07R	22%	57	258
LINK Chainlink	-0.07R	26%	95	370
PLTR Palantir	-0.09R	26%	64	250
INTC Intel	-0.10R	26%	64	249
SHOP Shopify	-0.10R	25%	69	272
RIVN Rivian	-0.11R	21%	52	243
UBER Uber	-0.12R	24%	59	241
COIN Coinbase	-0.12R	25%	60	242
LTC Litecoin	-0.13R	24%	86	361
XRP XRP	-0.15R	21%	78	379
F Ford	-0.20R	18%	42	231

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.