%K crossing %D in oversold territory. Classic momentum timing.
Over 2018-01-01 → 2026-09-23 it returned -90.2% while buying once on the first day and never touching it returned 275.8% — 365.9% worse. Not one of the 16 parameter settings tested beat the benchmark. The median setting returned -90.8%.
It spent 3160 days below its previous high at the longest stretch — 99% of the whole period under water.
13 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 |
|---|---|---|---|---|---|---|---|
| -90.2% | -57.0% | -37.7% | -14.4% | 19.4% | 56.2% | 105.6% | 58% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median -90.8%, best -90.1%, worst -93.3%. 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 | -92% | -93% | -90% | -91% |
| buyBelow 20 | -92% | -93% | -90% | -91% |
| buyBelow 25 | -93% | -90% | -90% | -91% |
| buyBelow 35 | -90% | -90% | -91% | -90% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -90% | -6% | -20% | 75% | -40% | 33% | 22% | -36% | -12% |
| Max DD | 92% | 51% | 56% | 33% | 70% | 23% | 35% | 56% | 47% |
| Trades | 6 | 7 | 5 | 8 | 8 | 6 | 9 | 7 | 5 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2018-11-08 | -91.55 | 33 bars |
| 2018-09-23 | -1830.81 | 69 bars |
| 2018-07-10 | -409.38 | 25 bars |
| 2018-06-09 | -955.80 | 26 bars |
| 2018-04-14 | -3848.14 | 49 bars |
| 2018-02-19 | -856.02 | 31 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 | 3ac30abd6c1a1d4a |