Alpha vs Buy & Hold — top 15
Strategy return minus buy-and-hold return, per stock. Green = strategy beat B&H. Red = strategy underperformed. The biggest positive bars are usually downside-protection wins (strategy lost less than B&H lost) — not necessarily money-makers.
Strategy vs Buy & Hold — every symbol
Each dot is one stock. X axis = buy-and-hold return for the window. Y axis = strategy return. Dots above the dashed diagonal beat B&H; dots below underperformed.
Beat B&H
Underperformed
All winners — full table
Every symbol where the best-tuned strategy beat B&H. Click a column header to sort. Tap Copy to copy the five param values; paste into the New Strategy form, set the same symbol, and click Backtest to verify.
| Symbol ↕ | Alpha ↓ | Strategy % ↕ | B&H % ↕ | HS ↕ | PA ↕ | TS ↕ | BA ↕ | BC ↕ | hv/rb/hs ↕ | Params |
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How to read this page
- Alpha = strategy return − buy-and-hold return for the same window. A positive alpha means the strategy beat passive ownership; it does not mean the strategy made money.
- Most alpha is downside protection, especially in short windows. In the 1-month and 6-month tabs, many top winners ended negative in absolute terms — the strategy just lost less than buy-and-hold lost. In the 12-month tab, more of the top picks finish positive AND beat B&H (RBLX, U, SNOW, SMCI, DKNG, SHOP).
- The hard stop does most of the work in bad markets. Several 6-month winners have 0 harvests / 0 rebuys / 1 hard stop — the strategy never even crossed the profit-arm threshold; the stock just fell, the −10% hard stop fired, and the rest of the drawdown was avoided. Switching to the "Patient" preset (wider stops) loses this protection.
- These are best-of-grid combos for THIS specific window. The same params won't necessarily win next month. Use them as starting points, not as guaranteed configurations.
- Period: shown in the header. The window rolls forward as new bars come in — the dashboard's Harvest Backtest panel always uses the current calendar window, so manual re-runs will drift slightly from these numbers as time passes.