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 51 to 76 / 100.
Side-by-side comparison
| Strategy | Asset | Score | WCDD₉₅ | Median return | 5th-percentile |
|---|---|---|---|---|---|
| Buy and Hold S&P 500 | SPY | 58.5 / 100 | 51% | -1.6% | -48.5% |
| Buy and Hold Bitcoin | BTC | 53.2 / 100 | 57% | 5.0% | -54.1% |
| RSI with SMA 200 Trend Filter | SPY | 75.6 / 100 | 7% | 0.0% | -4.8% |
| MACD Signal Line Crossover | SPY | 60.4 / 100 | 18% | -0.2% | -14.2% |
| SMA 200 Crossover | SPY | 50.6 / 100 | 21% | 0.0% | -11.4% |
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
Related failure-mode definitions
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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.