Same idea as MA Cross but exponentially weighted — reacts faster, whipsaws more.
Over 2018-01-01 → 2026-09-23 it returned 1196.7% against 275.8% for buying once on the first day and never touching it — 920.9% better. All 16 parameter settings tested beat the benchmark; the median returned 1453.0%.
It spent 1961 days below its previous high at the longest stretch — 97% of the whole period under water.
91 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 |
|---|---|---|---|---|---|---|---|
| -48.9% | -29.8% | -12.9% | 18.8% | 58.3% | 167.4% | 852.4% | 32% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 1453.0%, best 3429.8%, worst 728.4%. 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 | 1453% | 2058% | 1197% | 3430% |
| slow 50 | 2869% | 1781% | 1011% | 1810% |
| slow 100 | 929% | 1890% | 2495% | 1676% |
| slow 200 | 814% | 1310% | 1118% | 728% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -32% | 23% | 267% | 34% | -47% | 8% | -0% | 73% | 26% |
| Max DD | 44% | 51% | 30% | 45% | 56% | 35% | 46% | 27% | 19% |
| Trades | 3 | 3 | 2 | 6 | 6 | 5 | 7 | 3 | 2 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-05-17 | -2558.98 | 39 bars |
| 2026-03-28 | -16062.52 | 11 bars |
| 2026-01-23 | -7042.10 | 18 bars |
| 2025-10-11 | -19315.46 | 6 bars |
| 2025-09-25 | +48478.69 | 83 bars |
| 2025-06-22 | +17397.00 | 53 bars |
| 2025-01-08 | -5975.41 | 1 bars |
| 2024-12-23 | +8017.44 | 45 bars |
| 2024-11-04 | -3951.31 | 19 bars |
| 2024-10-04 | -8519.07 | 10 bars |
| 2024-07-28 | -6047.07 | 8 bars |
| 2024-06-19 | -4358.38 | 29 bars |
| 2024-04-13 | -8325.78 | 2 bars |
| 2024-04-04 | +24792.50 | 55 bars |
| 2024-01-26 | +13739.41 | 94 bars |
| 2023-10-10 | -5462.08 | 8 bars |
| 2023-07-26 | -1308.44 | 32 bars |
| 2023-06-11 | -5119.25 | 12 bars |
| 2023-05-09 | -5438.04 | 3 bars |
| 2023-05-02 | +6881.32 | 47 bars |
| 2023-03-06 | +12072.66 | 58 bars |
| 2022-12-17 | -7128.40 | 3 bars |
| 2022-11-11 | -12502.82 | 15 bars |
| 2022-09-16 | -15061.72 | 5 bars |
| 2022-08-27 | -4496.45 | 39 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 | ecfb44527d964b98 |