MA Cross (50/200 EMA)

Overview

The 50/200 EMA crossover is the oldest trend-following signal in trading. LONG when the 50 crosses above the 200 (golden cross), SHORT when below (death cross). This preset applies it to crypto 4H timeframe across 235 coins.

In the original 2026-04-22 backtest it stood out for the lowest max drawdown (33.5%) of the presets measured that day, despite a modest PF (1.09). A fresh out-of-sample re-test on 2026-06-28 (product engine, regime-robustness + 5-axis adversarial kill) failed: the modest directional result did not hold up as a regime-independent edge. The backtest is reproducible, but we no longer present this as a confirmed live directional strategy.

How It Works

1. Setup — compute 50-period and 200-period EMAs on 4H bars
2. Long entry — 50 EMA crosses above 200 EMA
3. Short entry — 50 EMA crosses below 200 EMA
4. Exit — opposite cross OR TP 10% / SL 5%
5. Position sizing — equal weight per signal (no leverage adjustment)

Why It Works (Thesis)

Simple. Robust. The long EMAs smooth out whipsaw. Signal frequency is low (1,111 trades over 2 years across 235 coins = ~0.1 trades / coin / week), which keeps commission drag minimal. Profit comes from a small number of big-move regimes; the other 90% of the time it’s flat.

Results (2-year backtest, measured 2026-04-22)

Metric	Value
Total trades	1,111
Win rate	47.79%
Profit factor	1.09
Sharpe	0.54
Total return	+85.06%
Max drawdown	33.5%

Caveats

• Failed fresh out-of-sample regime-robustness (2026-06-28). The earlier framing as a low-drawdown “stability” component did not survive re-testing as a standalone directional edge. Status downgraded from verified to testing for this reason.
• Very thin edge (PF 1.09) even in the original sample.
• Classic signal — unlikely to have any unique edge left.
• Not live-tracked. TrustGap applies — “verified” would mean the backtest is reproducible, not that the live edge is confirmed.