%K crossing %D in oversold territory. Classic momentum timing.
Over 2018-01-01 → 2026-09-23 it returned -46.2% while buying once on the first day and never touching it returned 529.9% — 576.1% worse. Not one of the 16 parameter settings tested beat the benchmark. The median setting returned -46.2%.
It spent 3168 days below its previous high at the longest stretch — 99% of the whole period under water.
140 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 |
|---|---|---|---|---|---|---|---|
| -49.8% | -35.3% | -29.3% | -0.7% | 24.5% | 37.8% | 65.8% | 51% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median -46.2%, best -25.3%, worst -61.6%. 0 of them beat buy & hold.
Stochastic 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.
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -35% | -59% | -55% | -62% |
| buyBelow 20 | -49% | -55% | -53% | -43% |
| buyBelow 25 | -37% | -46% | -30% | -35% |
| buyBelow 35 | -55% | -25% | -46% | -41% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -50% | -9% | -26% | 29% | -31% | 54% | 21% | -9% | -25% |
| Max DD | 63% | 37% | 52% | 34% | 57% | 20% | 21% | 24% | 34% |
| Trades | 7 | 6 | 5 | 9 | 8 | 6 | 9 | 8 | 6 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-09-21 | +242.83 | 8 bars |
| 2026-08-10 | +57.34 | 11 bars |
| 2026-07-08 | -1110.90 | 50 bars |
| 2026-05-05 | +254.47 | 4 bars |
| 2026-04-16 | +292.62 | 23 bars |
| 2026-03-06 | -1506.44 | 42 bars |
| 2026-01-06 | +436.40 | 20 bars |
| 2025-12-05 | -1337.12 | 33 bars |
| 2025-10-29 | +280.04 | 9 bars |
| 2025-10-04 | +545.45 | 9 bars |
| 2025-09-13 | -139.70 | 48 bars |
| 2025-06-28 | +397.45 | 5 bars |
| 2025-06-12 | +172.07 | 10 bars |
| 2025-04-19 | +134.79 | 18 bars |
| 2025-03-26 | -716.24 | 46 bars |
| 2025-01-20 | +272.63 | 29 bars |
| 2024-11-11 | +953.14 | 5 bars |
| 2024-10-17 | +486.09 | 12 bars |
| 2024-09-16 | -17.02 | 13 bars |
| 2024-08-27 | -245.45 | 25 bars |
| 2024-07-18 | -216.19 | 32 bars |
| 2024-06-07 | +154.56 | 3 bars |
| 2024-05-20 | +37.46 | 35 bars |
| 2024-03-31 | +185.49 | 6 bars |
| 2024-02-01 | -7.96 | 16 bars |
Listed as convention, not as established fact.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 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 | 1a5f783f29a3f1dd |