Research status — Not yet OOS-validated. Do not use for live trading.
47.79%
break-even 45.6% at its realized average win/loss
re-measured (top 10 coins · 1H · 2026-10-06): 47.5%
Percentage of trades that were profitable
1.09
re-measured (top 10 coins · 1H · 2026-10-06): 1.08
Gross profit / gross loss ratio
33.5%
Largest peak-to-trough decline
as published (top 10 coins · 4H · 2026-04-22)
Marks next to a metric: ~ = borderline (PF between break-even and 1.5; win rate ≤5 pts above break-even, or 50–55% if none shown) · ! = below the bar, or the strategy is already retired or shelved — a closed verdict outranks its number. No mark = clears it and is still standing.
No live tracking — measured, not guaranteed
Card re-measured: 2026-10-06 · 1,318 trades analyzed
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 the crypto 4H timeframe. The numbers on this page come from a 2026-04-22 run on the top 10 coins (the simulator’s preset measurement at that time) — not the whole coin list; the current list is on /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
- Setup — compute 50-period and 200-period EMAs on 4H bars
- Long entry — 50 EMA crosses above 200 EMA
- Short entry — 50 EMA crosses below 200 EMA
- Exit — TP 10% / SL 5% / max-hold timeout (opposite crosses do not close positions)
- Position sizing — equal weight per signal (no leverage adjustment)
Why It Works (Thesis)
Simple. Robust. The long EMAs smooth out whipsaw. In that run it fired about once per coin per week (1,111 trades over 2 years across 10 coins). 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.