Enter when the histogram turns positive, exit when it turns negative.
Over 2018-01-01 → 2026-09-23 it returned 534.9% against 275.8% for buying once on the first day and never touching it — 259.1% better. All 16 parameter settings tested beat the benchmark; the median returned 1510.1%.
It spent 926 days below its previous high at the longest stretch — 97% of the whole period under water.
233 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 |
|---|---|---|---|---|---|---|---|
| -47.1% | -29.7% | -13.4% | 24.1% | 53.9% | 117.4% | 222.0% | 33% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 1510.1%, best 5601.6%, worst 443.6%. 16 of them beat buy & hold.
MACD 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 8 | fast 12 | fast 16 | fast 20 | |
|---|---|---|---|---|
| slow 21 | 1857% | 562% | 464% | 1561% |
| slow 26 | 1080% | 535% | 1466% | 1510% |
| slow 34 | 444% | 1315% | 1669% | 2525% |
| slow 50 | 2453% | 2871% | 2352% | 5602% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -24% | 10% | 75% | 58% | -18% | 9% | -12% | -18% | 29% |
| Max DD | 70% | 48% | 40% | 42% | 43% | 24% | 27% | 50% | 15% |
| Trades | 10 | 11 | 13 | 12 | 10 | 12 | 12 | 13 | 5 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-09-02 | +4008.44 | 13 bars |
| 2026-07-30 | +8729.33 | 30 bars |
| 2026-06-28 | -4805.55 | 13 bars |
| 2026-04-25 | +4547.31 | 19 bars |
| 2026-03-27 | -763.23 | 40 bars |
| 2026-01-21 | -302.09 | 24 bars |
| 2025-12-26 | -1956.16 | 3 bars |
| 2025-12-18 | -2449.85 | 22 bars |
| 2025-11-04 | -8492.05 | 8 bars |
| 2025-10-11 | -10895.67 | 8 bars |
| 2025-09-20 | -4230.61 | 7 bars |
| 2025-08-26 | -7385.44 | 2 bars |
| 2025-08-20 | -4124.82 | 10 bars |
| 2025-07-31 | +28805.98 | 28 bars |
| 2025-07-02 | -2204.11 | 1 bars |
| 2025-06-13 | -3245.97 | 1 bars |
| 2025-05-24 | +23360.81 | 39 bars |
| 2025-04-07 | -9417.91 | 20 bars |
| 2025-02-27 | -8817.78 | 12 bars |
| 2025-02-02 | -3759.51 | 1 bars |
| 2025-01-28 | -3137.38 | 6 bars |
| 2025-01-20 | -5645.54 | 2 bars |
| 2025-01-10 | -9104.38 | 6 bars |
| 2024-12-11 | +5946.30 | 19 bars |
| 2024-11-21 | +4121.43 | 13 bars |
Listed as convention, not as established fact.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"fast":12,"slow":26,"signal":9} |
| 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 | 01fa700568d936a6 |