Plays

100 plays, one scorecard

Each play is written down exactly as Be The Puck tests it, run on every stock in the universe, and graded against buying and holding the same stock over the same dates. They fall into seven families.

Trend following 30 Breakouts & channels 15 Momentum 17 Mean reversion 15 Volume & money flow 9 Candles & chart patterns 3 Calendar 11

Trend following

Hold while price stays above a moving average or trend line; step aside when it breaks.

Play	Checks	In now	Calls right	Beat B&H Sharpe	Cut drawdown	Switches / yr
PB EMA Lengths unconfirmedBitcoin Playboy	Daily	185 of 377	26%	52 of 375	267 of 375	28.9
Bull Market Support BandBenjamin Cowen	Weekly	183 of 377	26%	88 of 374	305 of 374	5.1
Ripster EMA CloudRipster	Daily	168 of 377	22%	72 of 375	290 of 375	17.2
Trend TemplateMark Minervini	Daily	78 of 377	18%	58 of 374	347 of 374	7.2
Stage AnalysisStan Weinstein	Weekly	173 of 377	23%	106 of 375	334 of 375	3.5
Stage 2 + Mansfield RSStan Weinstein	Weekly	126 of 377	26%	85 of 374	335 of 374	4.2
10-Month SMAMeb Faber	Month-end	195 of 377	30%	122 of 375	316 of 375	1.8
200-Day RulePaul Tudor Jones	Daily	214 of 377	14%	103 of 375	311 of 375	7.9
Golden CrossMarket tradition	Daily	232 of 377	36%	104 of 375	303 of 375	1.4
Granville 200-DayJoseph E. Granville	Daily	186 of 377	15%	108 of 374	325 of 374	5.4
Hull Moving AverageAlan Hull	Weekly	123 of 377	36%	76 of 375	320 of 375	6.5
Kaufman Adaptive MAPerry J. Kaufman	Daily	177 of 377	24%	42 of 375	246 of 375	36.2
TEMA CrossoverPatrick G. Mulloy	Daily	188 of 377	36%	63 of 375	312 of 375	11.9
Seykota 15/150Ed Seykota	Daily	254 of 377	25%	89 of 371	290 of 371	1.4
Guppy Multiple MAsDaryl Guppy	Daily	133 of 377	28%	76 of 375	325 of 375	6.2
Ichimoku CloudGoichi Hosoda	Daily	138 of 377	28%	94 of 375	323 of 375	5.5
Supertrend Origin unverifiedOlivier Seban	Daily	149 of 377	36%	62 of 375	307 of 375	7.2
Williams AlligatorBill Williams	Daily	97 of 377	41%	63 of 375	329 of 375	14.2
Vortex IndicatorEtienne Botes & Douglas Siepman	Daily	154 of 377	35%	62 of 375	295 of 375	25.9
AroonTushar S. Chande	Daily	149 of 377	37%	95 of 375	311 of 375	10.0
Parabolic SARJ. Welles Wilder Jr.	Daily	182 of 377	38%	51 of 375	299 of 375	22.3
ADX TrendJ. Welles Wilder Jr.	Daily	39 of 377	33%	46 of 375	350 of 375	7.2
MACD Zero LineGerald Appel	Daily	150 of 377	29%	92 of 375	313 of 375	8.6
Zweig 4% ModelMartin Zweig	Weekly	150 of 377	35%	52 of 375	307 of 375	10.5
MAMA/FAMA CrossJohn F. Ehlers	Daily	160 of 377	31%	81 of 375	315 of 375	10.5
Schaff Trend CycleDoug Schaff	Daily	188 of 377	37%	49 of 375	309 of 375	11.1
Zero Lag EC CrossJohn F. Ehlers & Ric Way	Daily	152 of 377	30%	84 of 375	309 of 375	7.6
DP Trend ModelCarl Swenlin & Erin Swenlin	Daily	159 of 377	29%	88 of 375	317 of 375	4.7
Elder Triple ScreenAlexander Elder	Daily	69 of 377	34%	35 of 375	347 of 375	9.5
Holy GrailLinda Bradford Raschke & Larry Connors	Daily	4 of 377	42%	18 of 375	375 of 375	1.9

Breakouts & channels

Buy when price escapes its recent range; sell when it breaks back the other way or hits a trailing stop.

Play	Checks	In now	Calls right	Beat B&H Sharpe	Cut drawdown	Switches / yr
Four-Week RuleRichard Donchian	Daily	161 of 377	36%	74 of 375	318 of 375	5.8
Turtle System 1Richard Dennis & William Eckhardt	Daily	56 of 377	31%	60 of 375	347 of 375	6.5
Turtle System 2Richard Dennis & William Eckhardt	Daily	66 of 377	30%	63 of 375	351 of 375	4.4
Clenow TrendAndreas F. Clenow	Daily	69 of 377	30%	63 of 375	354 of 375	4.6
Darvas BoxNicolas Darvas	Daily	97 of 377	35%	44 of 375	336 of 375	5.3
Keltner ChannelChester W. Keltner & Linda Bradford Raschke	Daily	57 of 377	32%	44 of 375	344 of 375	7.2
Bollinger BreakoutJohn Bollinger	Daily	96 of 377	33%	54 of 375	330 of 375	10.0
Chandelier ExitChuck LeBeau	Daily	132 of 377	35%	73 of 375	312 of 375	8.8
Wilder Volatility SystemJ. Welles Wilder Jr.	Daily	143 of 377	35%	62 of 375	304 of 375	8.3
P&F Double TopA.W. Cohen & Thomas J. Dorsey	Daily	168 of 377	37%	87 of 375	307 of 375	4.5
Chande Kroll StopTushar S. Chande & Stanley Kroll	Daily	151 of 377	27%	62 of 375	294 of 375	15.4
Acceleration BandsPrice Headley	Daily	14 of 377	28%	21 of 375	362 of 375	8.5
TTM SqueezeJohn F. Carter	Daily	43 of 377	36%	37 of 375	371 of 375	6.1
NR7 BreakoutToby Crabel	Daily	199 of 377	33%	52 of 375	268 of 375	31.3
Bollinger SqueezeJohn Bollinger	Daily	27 of 377	31%	26 of 375	375 of 375	1.8

Momentum

Own what has been rising fastest, measured by rate of change or strength against the market.

Play	Checks	In now	Calls right	Beat B&H Sharpe	Cut drawdown	Switches / yr
12-Month MomentumMoskowitz, Ooi & Pedersen	Month-end	231 of 377	35%	123 of 373	311 of 373	1.3
12-1 MomentumNarasimhan Jegadeesh & Sheridan Titman	Month-end	258 of 377	45%	122 of 373	299 of 373	1.3
Dual MomentumGary Antonacci	Month-end	178 of 377	37%	100 of 373	324 of 373	1.5
Stocks on the MoveAndreas F. Clenow	Daily	121 of 377	20%	65 of 375	346 of 375	6.8
52-Week HighThomas J. George & Chuan-Yang Hwang	Month-end	137 of 377	35%	71 of 374	332 of 374	1.0
Levy Relative StrengthRobert A. Levy	Weekly	122 of 377	28%	83 of 375	333 of 375	5.5
MACD Signal CrossGerald Appel	Daily	207 of 377	34%	56 of 375	295 of 375	20.1
Elder ImpulseAlexander Elder	Daily	197 of 377	29%	47 of 375	253 of 375	35.1
Know Sure ThingMartin J. Pring	Daily	205 of 377	39%	54 of 375	303 of 375	14.1
Coppock CurveEdwin S. C. Coppock	Month-end	297 of 377	37%	155 of 367	295 of 367	0.7
CCI +100Donald R. Lambert	Daily	102 of 377	28%	44 of 375	311 of 375	27.9
TRIX Signal CrossJack K. Hutson	Daily	189 of 377	38%	59 of 375	309 of 375	12.3
TSI Zero LineWilliam Blau	Daily	148 of 377	29%	86 of 375	309 of 375	8.4
13612W MomentumWouter J. Keller & Jan Willem Keuning	Month-end	178 of 377	34%	128 of 373	317 of 373	3.7
Market-State MomentumMichael J. Cooper, Roberto C. Gutierrez Jr. & Allaudeen Hameed	Month-end	252 of 377	42%	89 of 363	289 of 363	1.2
Frog in the PanZhi Da, Umit G. Gurun & Mitch Warachka	Daily	217 of 377	44%	86 of 373	315 of 373	1.4
PMO Signal CrossCarl Swenlin	Daily	189 of 377	33%	65 of 375	300 of 375	15.6

Mean reversion

Buy a sharp dip or an oversold reading and sell the bounce, often only inside a longer uptrend.

Play	Checks	In now	Calls right	Beat B&H Sharpe	Cut drawdown	Switches / yr
RSI 30/70J. Welles Wilder Jr.	Daily	156 of 377	62%	39 of 375	353 of 375	1.8
RSI(2) PullbackLarry Connors & Cesar Alvarez	Daily	39 of 377	60%	55 of 375	368 of 375	13.8
Double 7sLarry Connors & Cesar Alvarez	Daily	96 of 377	63%	87 of 375	352 of 375	17.4
Bollinger ReversionJohn Bollinger	Daily	105 of 377	64%	57 of 375	360 of 375	8.5
Stochastic 20/80George C. Lane	Daily	242 of 377	63%	60 of 375	339 of 375	7.2
Williams %RLarry Williams	Daily	233 of 377	61%	46 of 375	319 of 375	12.9
DeMark 9-CountTom DeMark	Daily	205 of 377	62%	65 of 375	351 of 375	3.3
Mayer MultipleTrace Mayer	Daily	375 of 377	82%	48 of 375	28 of 375	0.0
ConnorsRSI PullbackLarry Connors & Cesar Alvarez & Matt Radtke	Daily	6 of 377	59%	41 of 375	375 of 375	1.1
Laguerre RSIJohn F. Ehlers	Daily	236 of 377	47%	43 of 375	304 of 375	14.8
StochRSI 20/80Tushar S. Chande & Stanley Kroll	Daily	203 of 377	55%	38 of 375	308 of 375	19.8
IBS ReversionAlexander S. Pagonidis	Daily	61 of 377	57%	99 of 375	345 of 375	83.0
Connors %b Band settings unconfirmedLarry Connors & Cesar Alvarez	Daily	88 of 377	58%	67 of 375	365 of 375	4.3
Fisher TransformJohn F. Ehlers	Daily	248 of 377	37%	67 of 375	275 of 375	48.6
1-Month ReversalNarasimhan Jegadeesh & Bruce N. Lehmann	Month-end	255 of 377	59%	79 of 375	348 of 375	6.0

Volume & money flow

Read buying and selling pressure from trading volume, not just price.

Play	Checks	In now	Calls right	Beat B&H Sharpe	Cut drawdown	Switches / yr
On-Balance VolumeJoseph E. Granville	Daily	188 of 377	27%	59 of 375	272 of 375	33.3
Chaikin Money FlowMarc Chaikin	Daily	191 of 377	39%	51 of 375	297 of 375	9.3
Money Flow IndexGene Quong & Avrum Soudack	Daily	173 of 377	59%	52 of 375	353 of 375	2.1
Negative Volume IndexNorman Fosback & Paul Dysart	Daily	242 of 377	34%	63 of 374	291 of 374	5.0
Force IndexAlexander Elder	Daily	187 of 377	28%	52 of 375	264 of 375	31.8
Buff AveragesBuff Dormeier	Daily	175 of 377	34%	56 of 375	299 of 375	16.7
Chaikin OscillatorMarc Chaikin	Daily	244 of 377	35%	22 of 375	233 of 375	26.6
Volume Flow IndicatorMarkos Katsanos	Daily	219 of 377	32%	78 of 373	302 of 373	4.9
Klinger OscillatorStephen J. Klinger	Daily	238 of 377	35%	36 of 375	274 of 375	41.8

Candles & chart patterns

Read short-term price patterns, like candlesticks and failed breakouts, as signs a move is turning.

Play	Checks	In now	Calls right	Beat B&H Sharpe	Cut drawdown	Switches / yr
Engulfing SwitchSteve Nison & Thomas N. Bulkowski	Daily	169 of 377	50%	44 of 375	326 of 375	6.2
HikkakeDaniel L. Chesler	Daily	101 of 377	35%	67 of 375	348 of 375	4.4
Turtle Soup Plus OneLinda Bradford Raschke & Larry Connors	Daily	13 of 377	44%	25 of 375	375 of 375	2.5

Calendar

Hold only in the parts of the year or month that have historically been strongest.

Play	Checks	In now	Calls right	Beat B&H Sharpe	Cut drawdown	Switches / yr
Halloween IndicatorSven Bouman & Ben Jacobsen & Yale Hirsch & Jeffrey Hirsch	Daily	0 of 377	54%	124 of 375	333 of 375	2.0
Best Six + MACDYale Hirsch & Jeffrey Hirsch	Daily	176 of 377	54%	98 of 375	329 of 375	2.0
Seasonal TimingSy Harding	Daily	0 of 377	54%	95 of 375	328 of 375	2.0
Santa Claus RallyYale Hirsch & Jeffrey Hirsch	Daily	0 of 377	47%	107 of 375	375 of 375	2.0
Turn of the MonthJosef Lakonishok & Seymour Smidt & Robert A. Ariel	Daily	0 of 377	49%	62 of 375	368 of 375	24.1
Presidential Sweet SpotYale Hirsch & Jeffrey Hirsch	Daily	377 of 377	46%	52 of 375	373 of 375	0.5
Pre-HolidayRobert A. Ariel & Josef Lakonishok & Seymour Smidt	Daily	0 of 377	49%	92 of 375	375 of 375	18.0
January BarometerYale Hirsch & Jeffrey Hirsch	Month-end	375 of 377	40%	61 of 375	322 of 375	0.9
Weekend EffectKenneth French & Josef Lakonishok & Seymour Smidt	Daily	377 of 377	50%	61 of 375	255 of 375	104.7
Pre-FOMC DriftDavid Lucca & Emanuel Moench	Daily	0 of 377	47%	43 of 375	375 of 375	15.9
Lunar CycleKathy Yuan, Lu Zheng & Qiaoqiao Zhu	Daily	377 of 377	49%	35 of 375	329 of 375	24.8

The benchmark

Buy and hold (benchmark)

Own it and never sell. Every other play on Be The Puck is graded against this one.

Buy and hold by stock

Calls right: the share of closed calls where an in call was followed by a higher price, or an out call by a lower one. Trend plays often win well under half their calls and make it back on a few long trends. Switches per year is the median across stocks.