Data Over Emotion

Great investing isn’t about being smart. It’s about not being emotional.

The rules make the trades, no fear, no greed, no second-guessing. See what that produced across stocks and ETFs.

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All case studies

The three figures on each card come from one window of that study, named on the card, so they always cover the same dates.

Strategy return
what the algorithm's account returned
Buy and hold
bought on day one, held to the end
DCA
the same dollar amount on a fixed schedule

How to read a case study

Showing 10 of 10 case studies

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Backtested results. Past performance does not guarantee future results. For educational purposes only.

How to read a case study

Every study uses the same starting point and the same terms, so one ticker can be read against another.

The starting point

$100,000

Every run starts from the same hypothetical $100,000 in cash and zero shares.

Strategy return
What the algorithm's account returned over the window.
Buy and hold
Buying on day one and holding to the end.
DCA
Dollar-cost averaging: buying the same dollar amount on a fixed schedule.
Outperformance
The strategy's return minus the benchmark's, in percentage points.
Realized profit
Gains the algorithm actually sold and banked as cash.
Window
The start and end dates of one run. Each study tests three.
Reading a gap

In the MSFT study the strategy returned +111.5% and buy and hold returned +49.7% over the same window. That is an outperformance of 61.8 percentage points, not a return of 61.8%.