Any Bullish MA Cross

125% strategy
performance

89.10% buy&hold
performance

41% percentage
of winning trades

2.70 reward to
risk ratio

0.64% average
position return

-21.40% drawdown

A long strategy created by TrendSpider on TrendSpider. Tested at of SPY, 1 hour.

You can import this strategy into your TrendSpider account. Don't have TrendSpider? Create an account first, then import the strategy.

The bullish strategy enters on any important bullish moving average cross (5/20 SMA, 8/21 EMA, 20/50 SMA) and exits on a bearish 5/20 SMA cross below the 100 SMA or after approximately 2 wks hold time.

Chart type the strategy tested at: Candles. Market data: regular session. Trade by: open. Backtest results as of .

Entry Conditions

Any of the following: # Sierra
  60min Exponential Moving Average (8, 0, close) Crosses ↗ 60min Exponential Moving Average (21, 0, close)
  60min Simple Moving Average (5, 0, close) Crosses ↗ 60min Simple Moving Average (20, 0, close)
  60min Simple Moving Average (20, 0, close) Crosses ↗ 60min Simple Moving Average (50, 0, close)

Exit Conditions

All of the following: # Echo
  60min Chart(close) < 60min Simple Moving Average (100, 0, close)
  60min Simple Moving Average (5, 0, close) Crosses ↘ 60min Simple Moving Average (20, 0, close)

OR ANY OF

# Candles Passed

Exit after 155 candles, for any PnL.