Golden cross in, death cross out. The strategy everyone has heard of.
Over 2018-01-01 → 2026-09-23 it returned 1370.7% against 529.9% for buying once on the first day and never touching it — 840.8% better. Across the whole parameter grid, 14 of 15 settings beat the benchmark; the median setting returned 929.8%.
It spent 817 days below its previous high at the longest stretch — 93% of the whole period under water.
63 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 |
|---|---|---|---|---|---|---|---|
| -44.7% | -22.4% | -6.9% | 9.6% | 64.6% | 168.1% | 466.1% | 34% |
The headline above uses one parameter setting. Here is every setting tested: 15 combinations, median 929.8%, best 3192.0%, worst 529.7%. 14 of them beat buy & hold.
MA 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | 1404% | 1180% | 639% | · |
| slow 100 | 3192% | 951% | 868% | 580% |
| slow 150 | 2830% | 930% | 839% | 530% |
| slow 200 | 977% | 1108% | 671% | 691% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -45% | -21% | 190% | 9% | -34% | 44% | 13% | 12% | 25% |
| Max DD | 49% | 26% | 18% | 24% | 44% | 19% | 30% | 18% | 22% |
| Trades | 4 | 2 | 2 | 2 | 4 | 2 | 2 | 2 | 2 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-06-03 | -10707.74 | 53 bars |
| 2026-04-07 | +4686.98 | 8 bars |
| 2026-02-02 | -22263.53 | 20 bars |
| 2025-10-26 | -3762.95 | 26 bars |
| 2025-08-31 | +18305.89 | 127 bars |
| 2025-02-18 | -8862.87 | 28 bars |
| 2025-01-10 | +39336.41 | 105 bars |
| 2024-08-13 | -12175.94 | 14 bars |
| 2024-06-28 | -13736.50 | 31 bars |
| 2024-04-26 | +29994.13 | 74 bars |
| 2024-01-29 | +30184.17 | 114 bars |
| 2023-08-11 | -2721.86 | 44 bars |
| 2023-05-15 | -165.67 | 57 bars |
| 2023-03-14 | +17354.74 | 62 bars |
| 2022-11-15 | -10837.39 | 13 bars |
| 2022-09-01 | -8023.78 | 28 bars |
| 2022-04-24 | -7683.43 | 30 bars |
| 2022-03-24 | +2778.02 | 7 bars |
| 2021-12-01 | -847.87 | 50 bars |
| 2021-09-27 | +6362.60 | 55 bars |
| 2021-05-03 | +51203.72 | 197 bars |
| 2020-09-13 | -769.79 | 47 bars |
| 2020-07-01 | +2360.32 | 66 bars |
| 2020-03-09 | -246.32 | 56 bars |
| 2019-11-25 | -3244.76 | 15 bars |
Listed as convention, not as established fact.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"fast":20,"slow":60} |
| 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 | f57a41d552668c4e |