Accepted

Trend Cross Swing · 12/50 · 100D Trend · MA20>MA40

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

US Trend moving_average_crossover Grid Low Accepted
Score 47.32
Total Return +31.20%
Win Rate 51.16%
Max Drawdown -5.54%
Trades 172
Timeframe 6Y primary validated by 3Y, 1Y, 6M, and walk-forward slices
Overview

Primary Metrics

Annual Return 4.63%
Profit Factor 1.71
Average Trade 1.80%
Exposure 13.25%
Consistency 0.90
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>MA40. Risk plan uses a 6% stop, 12% target, and up to 30 holding days.

Parameters
Fast Window 12
Slow Window 50
Exit Rules
Stop Loss Pct 0.06
Take Profit Pct 0.12
Max Hold Days 30
Reversal Exit True
Trend Filter
Sma Window 100
Validation

Validation Snapshot

Some signals are usable, but the evidence is still thin for a high-conviction score.

Score 47.32 Weak
Sample 172 trades
History 6.0 years
Win Rate 51.2%
Drawdown -5.5%
Walk-Forward 1 25 Apr 2020 to 25 Apr 2022
Positive
Total Return +5.4% Trades 61 Win 47.5% Drawdown -4.5%
Walk-Forward 2 25 Apr 2022 to 24 Apr 2024
Positive
Total Return +10.6% Trades 59 Win 52.5% Drawdown -5.5%
Walk-Forward 3 24 Apr 2024 to 24 Apr 2026
Positive
Total Return +12.5% Trades 52 Win 53.9% Drawdown -1.9%
Show Research Notes
Publishing
Badge -
State Accepted
Updated 26 Apr 2026 23:55 UTC
Created 26 Apr 2026 23:55 UTC
Quality Filter

Passed the score validation gate.

Provenance
Lineage Hash 7f9d8af55fce
Parents 0
Lineage Depth 1
Universe 90 symbols
Data Signature 3c4e9f19cd2b
Grid Trend Cross Swing · 12/50 · 100D Trend · MA20>MA40 Score 47.32
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 78 symbols
Prev 1 2 3 4 Next
Symbol Trades Total Return Win Rate Last Trade
International Business Machines Corporation IBM
3 +39.21% 100.00% 07 Oct 2025
Linde plc LIN
8 +38.64% 87.50% 03 Jul 2025
Booking Holdings Inc. Common Stock BKNG
5 +38.43% 80.00% 05 Jun 2025
ServiceNow, Inc. NOW
3 +35.78% 100.00% 30 Nov 2023
Boeing Company (The) BA
3 +26.35% 100.00% 24 Jul 2023
Procter & Gamble Company (The) PG
5 +25.81% 80.00% 24 Feb 2026
Amgen Inc. AMGN
2 +24.68% 100.00% 27 Feb 2026
Broadcom Inc. AVGO
2 +24.64% 100.00% 26 May 2023
Eli Lilly and Company LLY
3 +21.72% 66.67% 08 Nov 2022
Palantir Technologies Inc. PLTR
3 +16.53% 66.67% 05 Jul 2024
Walmart Inc. WMT
4 +16.11% 75.00% 09 Jun 2025
Gilead Sciences, Inc. GILD
4 +14.02% 75.00% 05 Feb 2026
RTX Corporation RTX
2 +12.98% 100.00% 12 Dec 2022
AbbVie Inc. ABBV
1 +11.66% 100.00% 04 Mar 2025
Walt Disney Company (The) DIS
1 +11.66% 100.00% 02 Dec 2020
Arista Networks, Inc. ANET
1 +11.65% 100.00% 22 Apr 2026
QUALCOMM Incorporated QCOM
1 +11.65% 100.00% 11 Dec 2023
Shopify Inc. SHOP
1 +11.65% 100.00% 27 Nov 2023
Amphenol Corporation APH
1 +11.64% 100.00% 27 Jul 2023
Intel Corporation INTC
4 +9.35% 50.00% 13 Apr 2026
Page 1 of 4
Prev 1 2 3 4 Next
Showing 1 to 25 of 172 trades
Prev 1 2 3 4 5 Next
Symbol Trigger Level Exit Hold Total Return Exit Rule
BX
30 Apr 2020 RM 53.26
01 May 2020 RM 49.90
1 days -6.31% Stop Loss
NOW
30 Apr 2020 RM 65.67
05 May 2020 RM 73.31
3 days +11.63% Take Profit
HD
29 Apr 2020 RM 221.68
18 May 2020 RM 247.52
13 days +11.66% Take Profit
GILD
15 Jul 2020 RM 77.11
30 Jul 2020 RM 72.26
11 days -6.29% Stop Loss
TJX
10 Aug 2020 RM 55.83
19 Aug 2020 RM 52.31
7 days -6.30% Stop Loss
BAC
06 Aug 2020 RM 25.49
18 Sep 2020 RM 25.17
30 days -1.26% Timed Exit
MU
24 Sep 2020 RM 49.60
02 Oct 2020 RM 46.47
6 days -6.31% Stop Loss
GE
14 Oct 2020 RM 33.55
22 Oct 2020 RM 37.45
6 days +11.62% Take Profit
PFE
23 Oct 2020 RM 36.05
28 Oct 2020 RM 33.76
3 days -6.35% Stop Loss
WELL
11 Nov 2020 RM 67.65
12 Nov 2020 RM 63.38
1 days -6.31% Stop Loss
BA
16 Nov 2020 RM 194.86
18 Nov 2020 RM 217.57
2 days +11.65% Take Profit
NEE
08 Oct 2020 RM 74.78
19 Nov 2020 RM 75.01
30 days +0.31% Timed Exit
C
16 Nov 2020 RM 50.49
24 Nov 2020 RM 56.36
6 days +11.63% Take Profit
DIS
12 Nov 2020 RM 136.55
02 Dec 2020 RM 152.47
13 days +11.66% Take Profit
BAC
12 Nov 2020 RM 26.89
23 Dec 2020 RM 30.01
28 days +11.60% Take Profit
BKNG
12 Nov 2020 RM 79.12
28 Dec 2020 RM 85.38
30 days +7.91% Timed Exit
KO
12 Nov 2020 RM 53.13
28 Dec 2020 RM 54.07
30 days +1.77% Timed Exit
LIN
13 Nov 2020 RM 257.98
29 Dec 2020 RM 259.03
30 days +0.41% Timed Exit
CVX
16 Nov 2020 RM 86.37
30 Dec 2020 RM 85.20
30 days -1.35% Timed Exit
RTX
16 Nov 2020 RM 67.67
30 Dec 2020 RM 71.25
30 days +5.29% Timed Exit
NFLX
15 Dec 2020 RM 51.93
12 Jan 2021 RM 48.65
18 days -6.32% Stop Loss
DHR
12 Jan 2021 RM 217.15
27 Jan 2021 RM 203.49
10 days -6.29% Stop Loss
AMGN
11 Jan 2021 RM 240.36
28 Jan 2021 RM 268.39
12 days +11.66% Take Profit
LOW
28 Dec 2020 RM 163.50
10 Feb 2021 RM 176.97
30 days +8.24% Timed Exit
TMO
11 Jan 2021 RM 509.76
19 Feb 2021 RM 477.73
27 days -6.28% Stop Loss
Page 1 of 7
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