Question
How does buy-and-hold compare to active strategies?
Direct comparison of buy-and-hold reports (SPY, BTC) against active rule-based strategies in the catalog.
Short answer
Direct comparison of 5 strategies across the curated case set. Scores span from 53 to 75 / 100.
Side-by-side comparison
| Strategy | Asset | Score | WCDD₉₅ | Median return | 5th-percentile |
|---|---|---|---|---|---|
| Buy and Hold S&P 500 | SPY | 54.0 / 100 | 58% | -8.9% | -55.7% |
| Buy and Hold Bitcoin | BTC | 52.5 / 100 | 56% | 2.1% | -53.9% |
| RSI with SMA 200 Trend Filter | SPY | 75.3 / 100 | 7% | 0.0% | -4.8% |
| MACD Signal Line Crossover | SPY | 54.7 / 100 | 16% | -0.4% | -13.9% |
| SMA 200 Crossover | SPY | 53.8 / 100 | 19% | 0.0% | -12.9% |
Scores are V2 per-FM-bucket composites under the same curated case set. Comparisons reflect behaviour on this fixed set; not a recommendation between strategies.
Related strategy reports
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Data is sourced from the curated case set: 31 empirical anchors + 32 synthetic stress probes across 9 score buckets, V2 per-FM-bucket scoring with a-priori augmentation. See /methodology.
Programmatic access: POST /api/v1/agent/analyze · GET /api/v1/catalog/query · see /interop.