Abstarct: The aim of this study is to compare the effectiveness of the Trading strategy versus the Buy and Hold strategy of the Iranian Stock Exchange. The present study including the top 30 companies of Tehran Stock Exchange that has been investigated in each quarter for the years 2009-2019 which including 953 quarterly periods. In this research, for calculating the trading strategy, two methods of Traditional Stoploss (SL1) and Trailing Stoploss (SL2) were used. In Traditional Stoploss method if stock price is lower than 95% average price of last three days, stock order is issued, and in Trailing Stoploss method, maximum price for the last three days is considered as basis and if day stock price is lower than 95% the maximum price in the last three days, the order will be issued. The return variable was calculated for the first, second, third and total months. Eviews and SPSS software were used to examine the relationship between variables. The results of correlation test showed that there is a significant correlation between the returns of the strategies of Stoploss and the strategy of Buy and Hold. Significant and descxriptive statistical analysis were performed on the variables. the results of the comparative test showed that in the three-month period, the strategy of Trailing Stoploss (SL2) worked better than the other two strategies, also it can be said that the trading strategy has functioned better than the buy and hold strategy for the monthly returns. The results of the Wilcoxon nonparametric tests and the Sign test also confirmed the better function of the Stoploss strategy (SL2). After organizing the time series of return from 2009 to 2019, time series tests such as Unit Root test, Self-correlation, Momentum Behavior test and Variance Heterogeneity test were accomplished. The results of the Unit Root test showed that there is no single root in the three strategies, and the results of the Self-correlation and Variance Heterogeneity tests showed that these strategies were not self-correlated and variance heterogeneous at monthly intervals. In addition, the Momentum Behavior test results showed that the acquired return had not the Momentum behavior baxsed on Buy and Hold strategy and Trading strategies (SL1 and SL2). Totally, the results showed that in the Iranian Stock Exchange, the Trailing Stoploss (SL2) strategy functioned better than both the Traditional Stoploss (SL1) strategy and the Buy and Hold strategy.