Analysts
The people behind the plays
81 traders, authors and researchers, from Richard Donchian's 1950s rules to Ben Cowen's crypto band, plus the golden cross, which has no single author. Each bio and rule was checked against their books, papers or interviews, and every play is graded the same way, whoever published it.
Trend following
Hold while price stays above a moving average or trend line; step aside when it breaks.
PB EMABitcoin PlayboyFounder of the PlayBit trading community
26%calls right52 of 375beat buy & hold (Sharpe)185 of 377in now
Bull Market Support BandBenjamin CowenCrypto analyst, Into The Cryptoverse26%calls right88 of 374beat buy & hold (Sharpe)183 of 377in now
Ripster EMA CloudRipsterCreator of the EMA Cloud system22%calls right72 of 375beat buy & hold (Sharpe)168 of 377in now
Trend TemplateMark MinerviniStock trader and author18%calls right58 of 374beat buy & hold (Sharpe)78 of 377in now
Stage Analysis · Stage 2 + Mansfield RSStan WeinsteinAuthor of Secrets for Profiting in Bull and Bear Markets25%calls right191 of 749beat buy & hold (Sharpe)299 of 754in now
10-Month SMAMeb FaberCo-founder and CIO, Cambria Investment Management30%calls right122 of 375beat buy & hold (Sharpe)195 of 377in now
200-Day RulePaul Tudor JonesGlobal macro hedge fund manager14%calls right103 of 375beat buy & hold (Sharpe)214 of 377in now
Golden CrossMarket traditionWidely used rule with no single originator36%calls right104 of 375beat buy & hold (Sharpe)232 of 377in now
Granville 200-Day · On-Balance VolumeJoseph E. GranvilleMarket-letter writer; creator of On-Balance Volume25%calls right167 of 749beat buy & hold (Sharpe)374 of 754in now
Hull Moving AverageAlan HullAustralian investment educator; creator of HMA36%calls right76 of 375beat buy & hold (Sharpe)123 of 377in now
Kaufman Adaptive MAPerry J. KaufmanSystematic trader and trading-systems author24%calls right42 of 375beat buy & hold (Sharpe)177 of 377in now
TEMA CrossoverPatrick G. MulloyAuthor of 1994 DEMA/TEMA articles36%calls right63 of 375beat buy & hold (Sharpe)188 of 377in now
Seykota 15/150Ed SeykotaPioneer of computerized trend-following systems25%calls right89 of 371beat buy & hold (Sharpe)254 of 377in now
Guppy Multiple MAsDaryl GuppyAustralian trader, author and market commentator28%calls right76 of 375beat buy & hold (Sharpe)133 of 377in now
Ichimoku CloudGoichi HosodaJapanese journalist; creator of Ichimoku charts28%calls right94 of 375beat buy & hold (Sharpe)138 of 377in now
SupertrendOlivier SebanFrench trader and personal-finance author36%calls right62 of 375beat buy & hold (Sharpe)149 of 377in now
Williams AlligatorBill WilliamsTrader-educator; founder of Profitunity41%calls right63 of 375beat buy & hold (Sharpe)97 of 377in now
Vortex IndicatorEtienne Botes & Douglas SiepmanCo-creators of the Vortex Indicator35%calls right62 of 375beat buy & hold (Sharpe)154 of 377in now
Aroon · Chande Kroll Stop · StochRSI 20/80Tushar S. ChandeIndicator developer and commodity trading advisor41%calls right195 of 1125beat buy & hold (Sharpe)503 of 1131in now
Parabolic SAR · ADX Trend · Wilder Volatility System · RSI 30/70J. Welles Wilder Jr.Engineer who invented RSI, ADX and Parabolic SAR37%calls right198 of 1500beat buy & hold (Sharpe)520 of 1508in now
MACD Zero Line · MACD Signal CrossGerald AppelMoney manager who created the MACD32%calls right148 of 750beat buy & hold (Sharpe)357 of 754in now
Elder Triple Screen · Elder Impulse · Force IndexAlexander ElderPsychiatrist-turned-trader and trading educator29%calls right134 of 1125beat buy & hold (Sharpe)453 of 1131in now
Holy Grail · Keltner Channel · Turtle Soup Plus OneLinda Bradford RaschkeMarket Wizard trader who modernised Keltner Channels36%calls right87 of 1125beat buy & hold (Sharpe)74 of 1131in now
Holy Grail · RSI(2) Pullback · Double 7s · ConnorsRSI Pullback · Connors %b · Turtle Soup Plus OneLarry ConnorsAuthor of quantified short-term trading strategies59%calls right293 of 2250beat buy & hold (Sharpe)246 of 2262in now
Zweig 4% ModelMartin ZweigMarket timer, newsletter writer and author35%calls right52 of 375beat buy & hold (Sharpe)150 of 377in now
MAMA/FAMA Cross · Zero Lag EC Cross · Laguerre RSI · Fisher TransformJohn F. EhlersEngineer who brought digital signal processing to trading; founder of MESA Software37%calls right275 of 1500beat buy & hold (Sharpe)796 of 1508in now
DP Trend Model · PMO Signal CrossCarl SwenlinFounder of DecisionPoint32%calls right153 of 750beat buy & hold (Sharpe)348 of 754in now
Zero Lag EC CrossRic WayCo-author of the Zero Lag strategy30%calls right84 of 375beat buy & hold (Sharpe)152 of 377in now
Schaff Trend CycleDoug SchaffCreator of the Schaff Trend Cycle; founder of FX-Strategy37%calls right49 of 375beat buy & hold (Sharpe)188 of 377in now
DP Trend ModelErin SwenlinDecisionPoint vice president; documents the trend-model signals29%calls right88 of 375beat buy & hold (Sharpe)159 of 377in now
Breakouts & channels
Buy when price escapes its recent range; sell when it breaks back the other way or hits a trailing stop.
Clenow Trend · Stocks on the MoveAndreas F. ClenowZurich-based fund manager and quant author
24%calls right128 of 750beat buy & hold (Sharpe)190 of 754in now
Bollinger Breakout · Bollinger Squeeze · Bollinger ReversionJohn BollingerAnalyst and creator of Bollinger Bands46%calls right137 of 1125beat buy & hold (Sharpe)228 of 1131in now
Keltner ChannelChester W. KeltnerChicago grain trader behind Keltner Channels32%calls right44 of 375beat buy & hold (Sharpe)57 of 377in now
Chandelier ExitChuck LeBeauTrading-systems researcher who created the Chandelier Exit35%calls right73 of 375beat buy & hold (Sharpe)132 of 377in now
Four-Week RuleRichard DonchianManaged-futures pioneer and trend-following analyst36%calls right74 of 375beat buy & hold (Sharpe)161 of 377in now
Turtle System 1 · Turtle System 2Richard Dennis & William EckhardtCommodity traders who ran the Turtle experiment30%calls right123 of 750beat buy & hold (Sharpe)122 of 754in now
Darvas BoxNicolas DarvasProfessional dancer and self-taught stock trader35%calls right44 of 375beat buy & hold (Sharpe)97 of 377in now
Chande Kroll Stop · StochRSI 20/80Stanley KrollFutures trader and author; co-author of The New Technical Trader42%calls right100 of 750beat buy & hold (Sharpe)354 of 754in now
P&F Double TopA.W. CohenOriginator of the three-point reversal point & figure method37%calls right87 of 375beat buy & hold (Sharpe)168 of 377in now
P&F Double TopThomas J. DorseyPopularised modern point & figure signals37%calls right87 of 375beat buy & hold (Sharpe)168 of 377in now
Acceleration BandsPrice HeadleyCreator of Acceleration Bands; founder of BigTrends28%calls right21 of 375beat buy & hold (Sharpe)14 of 377in now
TTM SqueezeJohn F. CarterCreator of the TTM Squeeze36%calls right37 of 375beat buy & hold (Sharpe)43 of 377in now
NR7 BreakoutToby CrabelOriginator of the NR4/NR7 narrow-range patterns33%calls right52 of 375beat buy & hold (Sharpe)199 of 377in now
Momentum
Own what has been rising fastest, measured by rate of change or strength against the market.
12-Month MomentumMoskowitz, Ooi & PedersenAuthors of Time Series Momentum (2012)
35%calls right123 of 373beat buy & hold (Sharpe)231 of 377in now
Coppock CurveEdwin S. C. CoppockEconomist; founder of Trendex Research37%calls right155 of 367beat buy & hold (Sharpe)297 of 377in now
Know Sure ThingMartin J. PringTechnical analyst, author and strategist39%calls right54 of 375beat buy & hold (Sharpe)205 of 377in now
CCI +100Donald R. LambertCommodities analyst who created the CCI28%calls right44 of 375beat buy & hold (Sharpe)102 of 377in now
52-Week HighThomas J. George & Chuan-Yang HwangFinance professors; 52-week-high momentum researchers35%calls right71 of 374beat buy & hold (Sharpe)137 of 377in now
12-1 MomentumNarasimhan Jegadeesh & Sheridan TitmanFinance professors who documented stock momentum45%calls right122 of 373beat buy & hold (Sharpe)258 of 377in now
Dual MomentumGary AntonacciMomentum researcher and author of Dual Momentum Investing37%calls right100 of 373beat buy & hold (Sharpe)178 of 377in now
Levy Relative StrengthRobert A. LevyEarly academic tester of relative strength28%calls right83 of 375beat buy & hold (Sharpe)122 of 377in now
TRIX Signal CrossJack K. HutsonFounder and editor of Technical Analysis of Stocks & Commodities38%calls right59 of 375beat buy & hold (Sharpe)189 of 377in now
TSI Zero LineWilliam BlauTrader and author specialising in momentum indicators29%calls right86 of 375beat buy & hold (Sharpe)148 of 377in now
13612W MomentumWouter J. Keller & Jan Willem KeuningAuthors of momentum-based tactical asset-allocation papers34%calls right128 of 373beat buy & hold (Sharpe)178 of 377in now
Market-State MomentumMichael J. Cooper, Roberto C. Gutierrez Jr. & Allaudeen HameedFinance academics who linked momentum to the state of the market42%calls right89 of 363beat buy & hold (Sharpe)252 of 377in now
Frog in the PanZhi Da, Umit G. Gurun & Mitch WarachkaFinance academics who studied how information flow shapes momentum44%calls right86 of 373beat buy & hold (Sharpe)217 of 377in now
Mean reversion
Buy a sharp dip or an oversold reading and sell the bounce, often only inside a longer uptrend.
Stochastic 20/80George C. LaneEducator who popularised the stochastic oscillator
63%calls right60 of 375beat buy & hold (Sharpe)242 of 377in now
Williams %RLarry WilliamsFutures trader and creator of Williams %R61%calls right46 of 375beat buy & hold (Sharpe)233 of 377in now
DeMark 9-CountTom DeMarkMarket-timing analyst behind the DeMARK Indicators62%calls right65 of 375beat buy & hold (Sharpe)205 of 377in now
RSI(2) Pullback · Double 7s · ConnorsRSI Pullback · Connors %bCesar AlvarezQuant researcher and Connors co-author61%calls right250 of 1500beat buy & hold (Sharpe)229 of 1508in now
Mayer MultipleTrace MayerEarly bitcoin investor and podcast host82%calls right48 of 375beat buy & hold (Sharpe)375 of 377in now
ConnorsRSI PullbackMatt RadtkeResearcher and author at Connors Research59%calls right41 of 375beat buy & hold (Sharpe)6 of 377in now
IBS ReversionAlexander S. PagonidisAuthor of 'The IBS Effect' paper57%calls right99 of 375beat buy & hold (Sharpe)61 of 377in now
1-Month ReversalNarasimhan Jegadeesh & Bruce N. LehmannFinance academics who documented short-term return reversals59%calls right79 of 375beat buy & hold (Sharpe)255 of 377in now
Volume & money flow
Read buying and selling pressure from trading volume, not just price.
Money Flow IndexGene Quong & Avrum SoudackCo-creators of the Money Flow Index
59%calls right52 of 375beat buy & hold (Sharpe)173 of 377in now
Chaikin Money Flow · Chaikin OscillatorMarc ChaikinStockbroker-turned-analyst behind Chaikin Money Flow36%calls right73 of 750beat buy & hold (Sharpe)435 of 754in now
Negative Volume IndexNorman FosbackTurned Dysart's volume indexes into a tested bull/bear signal34%calls right63 of 374beat buy & hold (Sharpe)242 of 377in now
Negative Volume IndexPaul DysartOriginator of the negative and positive volume indexes34%calls right63 of 374beat buy & hold (Sharpe)242 of 377in now
Buff AveragesBuff DormeierVolume analyst; creator of Buff Averages and the VPCI34%calls right56 of 375beat buy & hold (Sharpe)175 of 377in now
Volume Flow IndicatorMarkos KatsanosTrading-systems analyst; creator of the Volume Flow Indicator32%calls right78 of 373beat buy & hold (Sharpe)219 of 377in now
Klinger OscillatorStephen J. KlingerCreator of the Klinger Volume Oscillator35%calls right36 of 375beat buy & hold (Sharpe)238 of 377in now
Candles & chart patterns
Read short-term price patterns, like candlesticks and failed breakouts, as signs a move is turning.
Engulfing SwitchSteve NisonIntroduced Japanese candlestick charting to the West
50%calls right44 of 375beat buy & hold (Sharpe)169 of 377in now
Engulfing SwitchThomas N. BulkowskiMeasured how candle and chart patterns actually perform50%calls right44 of 375beat buy & hold (Sharpe)169 of 377in now
HikkakeDaniel L. CheslerCreator of the hikkake pattern35%calls right67 of 375beat buy & hold (Sharpe)101 of 377in now
Calendar
Hold only in the parts of the year or month that have historically been strongest.
Halloween IndicatorSven Bouman & Ben JacobsenResearchers behind the Halloween indicator study
54%calls right124 of 375beat buy & hold (Sharpe)0 of 377in now
Halloween Indicator · Best Six + MACD · Santa Claus Rally · Presidential Sweet Spot · January BarometerYale Hirsch & Jeffrey HirschFounder and editor of the Stock Trader's Almanac50%calls right442 of 1875beat buy & hold (Sharpe)928 of 1885in now
Seasonal TimingSy HardingNewsletter editor and seasonal market timer54%calls right95 of 375beat buy & hold (Sharpe)0 of 377in now
Turn of the Month · Pre-HolidayRobert A. ArielResearcher who documented the monthly effect49%calls right154 of 750beat buy & hold (Sharpe)0 of 754in now
Turn of the Month · Pre-Holiday · Weekend EffectJosef Lakonishok & Seymour SmidtFinance professors behind a 90-year seasonality study50%calls right215 of 1125beat buy & hold (Sharpe)377 of 1131in now
Weekend EffectKenneth FrenchDocumented the weekend effect in U.S. stocks50%calls right61 of 375beat buy & hold (Sharpe)377 of 377in now
Pre-FOMC DriftDavid Lucca & Emanuel MoenchDocumented the pre-FOMC announcement drift47%calls right43 of 375beat buy & hold (Sharpe)0 of 377in now
Lunar CycleKathy Yuan, Lu Zheng & Qiaoqiao ZhuDocumented lower stock returns around full moons in 48 countries49%calls right35 of 375beat buy & hold (Sharpe)377 of 377in now
The yardsticks
The benchmark every play is graded against, and the researcher who says timing rarely beats it.