Same idea as MA Cross but exponentially weighted — reacts faster, whipsaws more.
Over 2018-01-01 → 2026-09-23 it returned 1668.3% against 529.9% for buying once on the first day and never touching it — 1138.4% better. All 16 parameter settings tested beat the benchmark; the median returned 1612.2%.
It spent 790 days below its previous high at the longest stretch — 95% of the whole period under water.
95 fills. Signals are taken on the close and filled at the next open.
A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -53.6% | -22.0% | -7.2% | 11.1% | 91.0% | 136.1% | 502.5% | 38% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 1612.2%, best 2514.7%, worst 1022.4%. 16 of them beat buy & hold.
EMA Cross run across its own parameter range over the full period. The same rules flip from profit to loss depending only on the numbers you picked — which is why a single headline return is meaningless on its own.
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 1174% | 1650% | 1668% | 1089% |
| slow 50 | 1881% | 2019% | 1698% | 1264% |
| slow 100 | 2515% | 2214% | 1612% | 1490% |
| slow 200 | 1244% | 1078% | 1985% | 1022% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -38% | 130% | 223% | 46% | -53% | 70% | 74% | 11% | 12% |
| Max DD | 41% | 37% | 18% | 32% | 53% | 14% | 30% | 19% | 14% |
| Trades | 6 | 3 | 3 | 5 | 6 | 3 | 5 | 4 | 5 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-08-13 | -2317.96 | 6 bars |
| 2026-08-02 | -4883.54 | 17 bars |
| 2026-05-23 | +6979.60 | 43 bars |
| 2026-03-27 | -4748.42 | 3 bars |
| 2026-03-23 | -11201.35 | 7 bars |
| 2026-01-25 | -8710.43 | 19 bars |
| 2025-10-16 | -12329.93 | 14 bars |
| 2025-09-26 | -11951.00 | 12 bars |
| 2025-08-21 | +11049.50 | 56 bars |
| 2025-06-22 | +29593.98 | 63 bars |
| 2025-02-06 | -5722.57 | 20 bars |
| 2025-01-10 | -10303.03 | 4 bars |
| 2024-12-30 | +56455.86 | 102 bars |
| 2024-08-29 | -9903.23 | 4 bars |
| 2024-08-05 | -12408.96 | 17 bars |
| 2024-06-17 | -1088.46 | 30 bars |
| 2024-04-16 | +42657.18 | 72 bars |
| 2024-01-19 | +31485.89 | 111 bars |
| 2023-09-25 | -929.24 | 2 bars |
| 2023-07-26 | -1760.77 | 34 bars |
| 2023-05-10 | +7331.14 | 55 bars |
| 2023-03-07 | +12621.69 | 56 bars |
| 2022-12-17 | -3095.66 | 2 bars |
| 2022-11-10 | -13908.07 | 14 bars |
| 2022-08-21 | -5809.62 | 30 bars |
Listed as convention, not as established fact.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"fast":12,"slow":26} |
| Fees | 0.10% taker + 0.05% slippage, both legs |
| Starting capital | 10,000 USDT · long-only spot, no leverage |
| Rolling test | 365 bars × 95 start dates |
| Input hash | cb6875fea574623d |