The claims made about shares, tested the same way as the ones made about options. Nothing on this shelf has been run yet.
The ferret
"Nothing on this shelf yet. I would rather say so than put up a row with a shrug in it."
The method carries over without modification — pin the claim to a specification, judge on expectancy, hold data back and prove it out of sample. Only the two options-specific traps on the methodology page drop away, because a share has no expiry deciding the outcome for you.
Tell us what to test first| Test | Market | Verdict |
|---|---|---|
| Moving-average crossover · 50/200 | Large cap | Pending |
| Price above the 200-day | Index | Pending |
| Test | Market | Verdict |
|---|---|---|
| Buying the dip · fixed % pullback | Index | Pending |
| RSI oversold · 2-day | Large cap | Pending |
| Test | Market | Verdict |
|---|---|---|
| The 52-week high | All caps | Pending |
| Donchian channel breakout | All caps | Pending |
| Test | Market | Verdict |
|---|---|---|
| Relative strength ranking · 12-month | All caps | Pending |
| Sector rotation · monthly | Sector ETFs | Pending |
| Test | Market | Verdict |
|---|---|---|
| Dividend capture | High yield | Pending |
| Dividend aristocrats, held | Large cap | Pending |
| Strategy | Market | Trades | Win % | Expectancy | Verdict |
|---|---|---|---|---|---|
| Moving-average crossover · 50/200 | Large cap | — | — | — | Pending |
| Price above the 200-day | Index | — | — | — | Pending |
| Buying the dip · fixed % pullback | Index | — | — | — | Pending |
| RSI oversold · 2-day | Large cap | — | — | — | Pending |
| The 52-week high | All caps | — | — | — | Pending |
| Donchian channel breakout | All caps | — | — | — | Pending |
| Relative strength ranking · 12-month | All caps | — | — | — | Pending |
| Sector rotation · monthly | Sector ETFs | — | — | — | Pending |
| Dividend capture | High yield | — | — | — | Pending |
| Dividend aristocrats, held | Large cap | — | — | — | Pending |