Golden cross in, death cross out. The strategy everyone has heard of.
Over 2018-01-01 → 2026-09-23 it returned 1336.2% against 275.8% for buying once on the first day and never touching it — 1060.5% better. All 15 parameter settings tested beat the benchmark; the median returned 1588.0%.
It spent 1527 days below its previous high at the longest stretch — 94% of the whole period under water.
49 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 |
|---|---|---|---|---|---|---|---|
| -46.4% | -30.6% | -16.0% | 8.9% | 41.5% | 84.2% | 833.3% | 36% |
The headline above uses one parameter setting. Here is every setting tested: 15 combinations, median 1588.0%, best 2857.5%, worst 455.7%. 15 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 | 2858% | 2380% | 1616% | · |
| slow 100 | 2036% | 1426% | 1185% | 456% |
| slow 150 | 2408% | 2429% | 2113% | 975% |
| slow 200 | 1588% | 1580% | 892% | 674% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -15% | -25% | 254% | 8% | -42% | 23% | 8% | 55% | 52% |
| Max DD | 38% | 26% | 30% | 31% | 48% | 19% | 23% | 21% | 16% |
| Trades | 1 | 1 | 1 | 2 | 3 | 2 | 2 | 2 | 1 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-05-25 | +4688.58 | 57 bars |
| 2026-02-01 | -24856.21 | 21 bars |
| 2025-10-03 | +40826.95 | 82 bars |
| 2025-07-02 | +1731.02 | 53 bars |
| 2025-01-06 | +20338.74 | 76 bars |
| 2024-10-14 | +494.40 | 7 bars |
| 2024-07-04 | -9234.30 | 38 bars |
| 2024-04-16 | +9140.93 | 63 bars |
| 2024-02-07 | +13922.57 | 102 bars |
| 2023-08-11 | -2042.99 | 37 bars |
| 2023-05-16 | +233.44 | 55 bars |
| 2023-03-12 | +4418.85 | 61 bars |
| 2022-11-21 | -13659.33 | 17 bars |
| 2022-09-08 | -3261.29 | 41 bars |
| 2022-05-01 | -12012.04 | 34 bars |
| 2021-12-12 | +3516.68 | 57 bars |
| 2021-09-29 | +1679.89 | 55 bars |
| 2021-06-04 | +54288.87 | 223 bars |
| 2020-09-21 | +4488.19 | 149 bars |
| 2020-03-15 | -1804.77 | 57 bars |
| 2019-11-25 | -2186.73 | 12 bars |
| 2019-07-20 | +2441.09 | 146 bars |
| 2019-01-31 | -2360.97 | 23 bars |
| 2018-06-05 | -1470.66 | 36 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 | 3a953770548cfa53 |