%K crossing %D in oversold territory. Classic momentum timing.
Over 2020-09-01 → 2026-09-23 it returned 20.4% while buying once on the first day and never touching it returned 118.6% — 98.1% worse. Not one of the 16 parameter settings tested beat the benchmark. The median setting returned 20.6%.
It spent 1007 days below its previous high at the longest stretch — 97% of the whole period under water.
93 fills. Signals are taken on the close and filled at the next open.
A single return is one chosen start date. These are 62 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -9.8% | -5.0% | -1.1% | 1.4% | 7.7% | 16.9% | 24.5% | 39% |
The numbers above are one market on one timeframe. A rule that only works there did not work — the market did.
Same rules, same parameters, different candle size on Gold (PAXG).
| Timeframe | Trades | Return | Buy & hold | vs B&H | Beat it | Trades |
|---|---|---|---|---|---|---|
| 4H | 13281 | -45% | 119% | -163% | no | 241 |
| 1D ← | 2214 | 20% | 119% | -98% | no | 46 |
| 1W | 316 | 38% | 123% | -85% | no | 6 |
Same rules, same parameters, different asset — daily candles.
| Market | Return | Buy & hold | vs B&H | Beat it |
|---|---|---|---|---|
| BTC/USDT | -46% | 530% | -576% | no |
| ETH/USDT | -90% | 276% | -366% | no |
| Gold (PAXG) ← | 20% | 119% | -98% | no |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 20.6%, best 33.5%, worst -1.9%. 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 | 12% | 34% | 26% | 20% |
| buyBelow 20 | 18% | 27% | 24% | 29% |
| buyBelow 25 | 5% | 20% | 21% | 31% |
| buyBelow 35 | 14% | 27% | 21% | -2% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|
| Return | -5% | -1% | 1% | 11% | 14% | -11% |
| Max DD | 11% | 17% | 10% | 6% | 6% | 22% |
| Trades | 6 | 6 | 8 | 7 | 8 | 5 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-08-10 | +763.23 | 26 bars |
| 2026-07-07 | -1218.53 | 49 bars |
| 2026-05-11 | +150.34 | 10 bars |
| 2026-04-04 | -1486.92 | 28 bars |
| 2026-02-16 | +605.31 | 13 bars |
| 2026-01-14 | +669.94 | 12 bars |
| 2025-12-01 | +473.79 | 12 bars |
| 2025-11-13 | +141.22 | 20 bars |
| 2025-08-29 | +266.99 | 10 bars |
| 2025-08-10 | +134.94 | 11 bars |
| 2025-07-15 | -195.86 | 24 bars |
| 2025-05-26 | -1.36 | 27 bars |
| 2025-04-02 | +244.09 | 5 bars |
| 2025-03-15 | +518.76 | 13 bars |
| 2025-01-13 | +145.62 | 42 bars |
| 2024-11-25 | +60.30 | 17 bars |
| 2024-10-22 | +330.37 | 11 bars |
| 2024-09-15 | +300.50 | 12 bars |
| 2024-08-19 | +459.29 | 23 bars |
| 2024-07-08 | +8.22 | 43 bars |
| 2024-05-17 | +117.56 | 21 bars |
| 2024-02-26 | -151.76 | 54 bars |
| 2023-12-21 | -64.62 | 13 bars |
| 2023-11-19 | +67.22 | 9 bars |
| 2023-10-16 | +220.02 | 15 bars |
Listed as convention, not as established fact.
| Period | 2020-09-01 → 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 × 62 start dates |
| Input hash | 855769d5e2fa326b |