Accepted

Trend Cross Swing · 12/50 · 100D Trend · MA20>MA50

Trend-following profile stayed resilient across multiple Bursa validation windows.

US Trend moving_average_crossover Grid Low Accepted
Score 43.47
Total Return +28.03%
Win Rate 52.54%
Max Drawdown -3.46%
Trades 59
Timeframe 6Y primary validated by 3Y, 1Y, 6M, and walk-forward slices
Overview

Primary Metrics

Annual Return 4.20%
Profit Factor 2.71
Average Trade 4.69%
Exposure 6.59%
Consistency 0.91
Positive Segments 4 / 4
Setup

Strategy Definition

Tracks a bullish 12/50 moving-average crossover inside a 100-day uptrend. The preferred setup context is MA20>MA50. Risk plan uses a 8% stop, 18% target, and up to 45 holding days.

Parameters
Fast Window 12
Slow Window 50
Exit Rules
Stop Loss Pct 0.08
Take Profit Pct 0.18
Max Hold Days 45
Reversal Exit True
Trend Filter
Sma Window 100
Validation

Validation Snapshot

Trade sample, history, or segment behavior is still too weak to trust.

Score 43.47 Very Weak
Sample 59 trades
History 6.0 years
Win Rate 52.5%
Drawdown -3.5%
Walk-Forward 1 25 Apr 2020 to 25 Apr 2022
Positive
Total Return +10.1% Trades 22 Win 54.5% Drawdown -1.6%
Walk-Forward 2 25 Apr 2022 to 24 Apr 2024
Positive
Total Return +5.1% Trades 13 Win 53.9% Drawdown -3.5%
Walk-Forward 3 24 Apr 2024 to 24 Apr 2026
Positive
Total Return +10.6% Trades 24 Win 50.0% Drawdown -2.0%
Show Research Notes
Publishing
Badge -
State Accepted
Updated 27 Apr 2026 00:04 UTC
Created 27 Apr 2026 00:04 UTC
Quality Filter

Passed the score validation gate.

Provenance
Lineage Hash b7c68d5f79e8
Parents 0
Lineage Depth 1
Universe 90 symbols
Data Signature 3c4e9f19cd2b
Grid Trend Cross Swing · 12/50 · 100D Trend · MA20>MA50 Score 43.47
Execution

Market Footprint

Curve

Cumulative Total Return

Consistency

Total Return Per Trade

Net returns include estimated transaction costs and configured slippage.

Showing 1 to 20 of 45 symbols
Prev 1 2 3 Next
Symbol Trades Total Return Win Rate Last Trade
Gilead Sciences, Inc. GILD
2 +38.38% 100.00% 11 Feb 2026
Morgan Stanley MS
2 +38.37% 100.00% 06 Nov 2024
Berkshire Hathaway Inc. BRK.A
1 +17.65% 100.00% 03 Sep 2020
Boeing Company (The) BA
1 +17.64% 100.00% 03 Dec 2020
Meta Platforms, Inc. META
1 +17.64% 100.00% 07 Feb 2025
Philip Morris International Inc PM
1 +17.64% 100.00% 11 Feb 2026
Shopify Inc. SHOP
1 +17.64% 100.00% 17 Jun 2021
Tesla, Inc. TSLA
1 +17.64% 100.00% 15 Sep 2025
Merck & Company, Inc. MRK
1 +17.63% 100.00% 25 Nov 2025
Advanced Micro Devices, Inc. AMD
1 +17.62% 100.00% 11 Dec 2023
Broadcom Inc. AVGO
1 +17.62% 100.00% 26 May 2023
GE Aerospace GE
1 +17.62% 100.00% 23 Oct 2020
Alibaba Group Holding Limited Sponsored ADR BABA
1 +17.61% 100.00% 19 Sep 2024
AbbVie Inc. ABBV
1 +15.65% 100.00% 10 Jan 2022
Amgen Inc. AMGN
1 +15.29% 100.00% 21 Sep 2023
Booking Holdings Inc. Common Stock BKNG
1 +13.31% 100.00% 05 Nov 2021
T-Mobile US, Inc. TMUS
1 +12.61% 100.00% 09 Jun 2021
KLA Corporation KLAC
2 +11.59% 50.00% 28 Dec 2023
TJX Companies, Inc. (The) TJX
1 +10.36% 100.00% 18 Aug 2023
Amphenol Corporation APH
1 +8.76% 100.00% 23 Dec 2021
Page 1 of 3
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Showing 1 to 25 of 59 trades
Prev 1 2 3 Next
Symbol Trigger Level Exit Hold Total Return Exit Rule
BRK.A
16 Jul 2020 RM 282,983.84
03 Sep 2020 RM 332,920.66
35 days +17.65% Take Profit
DIS
06 Aug 2020 RM 127.16
30 Sep 2020 RM 123.89
38 days -2.57% Trend Reversal
GE
14 Oct 2020 RM 33.55
23 Oct 2020 RM 39.46
7 days +17.62% Take Profit
UBER
03 Sep 2020 RM 34.14
29 Oct 2020 RM 34.00
39 days -0.41% Trend Reversal
MS
05 Nov 2020 RM 52.08
24 Nov 2020 RM 61.26
13 days +17.63% Take Profit
BA
16 Nov 2020 RM 194.86
03 Dec 2020 RM 229.23
12 days +17.64% Take Profit
NEE
08 Oct 2020 RM 74.78
07 Dec 2020 RM 73.16
41 days -2.17% Trend Reversal
KO
12 Nov 2020 RM 53.13
12 Jan 2021 RM 50.03
40 days -5.83% Trend Reversal
RTX
16 Nov 2020 RM 67.67
19 Jan 2021 RM 69.25
42 days +2.33% Trend Reversal
TXN
23 Mar 2021 RM 182.19
12 May 2021 RM 176.33
35 days -3.22% Trend Reversal
UNP
09 Mar 2021 RM 212.37
12 May 2021 RM 221.66
45 days +4.37% Timed Exit
ACN
16 Mar 2021 RM 267.63
19 May 2021 RM 280.54
45 days +4.82% Timed Exit
TMUS
06 Apr 2021 RM 130.57
09 Jun 2021 RM 147.04
45 days +12.61% Timed Exit
SHOP
27 May 2021 RM 123.38
17 Jun 2021 RM 145.14
14 days +17.64% Take Profit
JPM
07 May 2021 RM 157.46
22 Jun 2021 RM 149.98
31 days -4.75% Trend Reversal
KLAC
28 Jun 2021 RM 319.73
15 Jul 2021 RM 303.29
12 days -5.14% Trend Reversal
INTC
20 Oct 2021 RM 55.34
22 Oct 2021 RM 50.75
2 days -8.29% Stop Loss
BKNG
02 Sep 2021 RM 92.31
05 Nov 2021 RM 104.60
45 days +13.31% Timed Exit
WFC
19 Oct 2021 RM 49.72
06 Dec 2021 RM 48.73
33 days -1.99% Trend Reversal
APH
20 Oct 2021 RM 39.04
23 Dec 2021 RM 42.46
45 days +8.76% Timed Exit
ABBV
04 Nov 2021 RM 117.75
10 Jan 2022 RM 136.18
45 days +15.65% Timed Exit
WELL
03 Jan 2022 RM 86.29
04 Feb 2022 RM 79.14
23 days -8.29% Stop Loss
MSFT
01 Aug 2022 RM 278.24
01 Sep 2022 RM 255.20
23 days -8.28% Stop Loss
NFLX
20 Oct 2022 RM 27.32
02 Dec 2022 RM 32.13
30 days +17.61% Take Profit
SCHW
02 Nov 2022 RM 79.84
09 Jan 2023 RM 85.30
45 days +6.84% Timed Exit
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