Same idea as MA Cross but exponentially weighted — reacts faster, whipsaws more.
Over 2020-09-01 → 2026-09-23 it returned 67.4% while buying once on the first day and never touching it returned 118.6% — 51.1% worse. Across the whole parameter grid, 1 of 16 settings beat the benchmark; the median setting returned 88.1%.
It spent 1052 days below its previous high at the longest stretch — 94% of the whole period under water.
78 fills. Signals are taken on the close and filled at the next open.
A single return is one chosen start date. These are 62 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -7.5% | -4.6% | -1.6% | 8.6% | 15.5% | 28.9% | 47.0% | 32% |
The numbers above are one market on one timeframe. A rule that only works there did not work — the market did.
Same rules, same parameters, different candle size on Gold (PAXG).
| Timeframe | Trades | Return | Buy & hold | vs B&H | Beat it | Trades |
|---|---|---|---|---|---|---|
| 4H | 13281 | 16% | 119% | -102% | no | 202 |
| 1D ← | 2214 | 67% | 119% | -51% | no | 39 |
| 1W | 316 | 95% | 123% | -27% | no | 5 |
Same rules, same parameters, different asset — daily candles.
| Market | Return | Buy & hold | vs B&H | Beat it |
|---|---|---|---|---|
| BTC/USDT | 1668% | 530% | +1138% | yes |
| ETH/USDT | 1197% | 276% | +921% | yes |
| Gold (PAXG) ← | 67% | 119% | -51% | no |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 88.1%, best 120.3%, worst 57.1%. 1 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 | 59% | 57% | 67% | 101% |
| slow 50 | 87% | 100% | 87% | 78% |
| slow 100 | 96% | 88% | 93% | 114% |
| slow 200 | 120% | 116% | 110% | 88% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|
| Return | -0% | 4% | 3% | 11% | 20% | -3% |
| Max DD | 12% | 15% | 9% | 12% | 12% | 8% |
| Trades | 5 | 5 | 5 | 8 | 4 | 3 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-09-11 | +137.02 | 36 bars |
| 2026-05-15 | -271.14 | 2 bars |
| 2026-04-25 | -464.24 | 9 bars |
| 2026-03-16 | +2951.31 | 124 bars |
| 2025-11-04 | +2176.85 | 69 bars |
| 2025-08-15 | -213.04 | 10 bars |
| 2025-07-30 | -98.40 | 9 bars |
| 2025-06-28 | -87.45 | 36 bars |
| 2025-05-16 | +2268.57 | 129 bars |
| 2024-12-19 | -433.80 | 7 bars |
| 2024-11-26 | -439.15 | 1 bars |
| 2024-11-10 | +1275.01 | 127 bars |
| 2024-06-08 | -262.88 | 1 bars |
| 2024-06-03 | -52.58 | 22 bars |
| 2024-05-05 | +1170.83 | 64 bars |
| 2024-03-01 | -127.75 | 1 bars |
| 2024-02-10 | -189.34 | 8 bars |
| 2024-01-18 | -192.90 | 2 bars |
| 2024-01-11 | +158.96 | 55 bars |
| 2023-11-13 | -28.36 | 29 bars |
| 2023-09-28 | -220.15 | 8 bars |
| 2023-09-09 | -85.26 | 6 bars |
| 2023-08-11 | -146.95 | 28 bars |
| 2023-05-19 | +427.88 | 68 bars |
| 2023-02-08 | +968.91 | 92 bars |
Listed as convention, not as established fact.
| Period | 2020-09-01 → 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 × 62 start dates |
| Input hash | fdea283671ff88e0 |