Lowest Risk

Trend Cross Swing · 12/20 · 200D Trend · MA20>MA40

Aligned with mixed regime conditions and held up across multiple validation windows.

US Trend moving_average_crossover Grid Low Archived
Score 41.53
Total Return +16.57%
Win Rate 50.94%
Max Drawdown -1.38%
Trades 53
Timeframe 6Y primary validated by 3Y, 1Y, 6M, and walk-forward slices
Overview

Primary Metrics

Annual Return 2.59%
Profit Factor 2.71
Average Trade 3.24%
Exposure 4.31%
Consistency 0.94
Positive Segments 4 / 4
Setup

Strategy Definition

Tracks a bullish 12/20 moving-average crossover inside a 200-day uptrend. The preferred setup context is MA20>MA40. Risk plan uses a 8% stop, 18% target, and up to 45 holding days.

Parameters
Fast Window 12
Slow Window 20
Exit Rules
Stop Loss Pct 0.08
Take Profit Pct 0.18
Max Hold Days 45
Reversal Exit True
Trend Filter
Sma Window 200
Validation

Validation Snapshot

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

Score 41.53 Very Weak
Sample 53 trades
History 6.0 years
Win Rate 50.9%
Drawdown -1.4%
Walk-Forward 1 25 Apr 2020 to 25 Apr 2022
Positive
Total Return +4.6% Trades 15 Win 60.0% Drawdown -0.7%
Walk-Forward 2 25 Apr 2022 to 24 Apr 2024
Positive
Total Return +7.3% Trades 11 Win 63.6% Drawdown -0.8%
Walk-Forward 3 24 Apr 2024 to 24 Apr 2026
Positive
Total Return +3.9% Trades 27 Win 40.7% Drawdown -1.4%
Show Research Notes
Publishing
Badge Lowest Risk
State Archived
Updated 26 Apr 2026 23:30 UTC
Created 22 Apr 2026 21:07 UTC
Quality Filter

Passed the score validation gate.

Provenance
Lineage Hash 58f3edef230a
Parents 0
Lineage Depth 1
Universe 90 symbols
Data Signature 3c4e9f19cd2b
Grid Trend Cross Swing · 12/20 · 200D Trend · MA20>MA40 Score 41.50
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 43 symbols
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Symbol Trades Total Return Win Rate Last Trade
Intel Corporation INTC
2 +38.32% 100.00% 13 Apr 2026
Boeing Company (The) BA
1 +17.64% 100.00% 03 Dec 2020
Gilead Sciences, Inc. GILD
1 +17.63% 100.00% 11 Feb 2026
QUALCOMM Incorporated QCOM
1 +17.63% 100.00% 15 Dec 2023
Micron Technology, Inc. MU
1 +17.62% 100.00% 25 Mar 2024
Palantir Technologies Inc. PLTR
1 +17.44% 100.00% 18 May 2023
Netflix, Inc. NFLX
2 +14.28% 50.00% 04 Jun 2025
International Business Machines Corporation IBM
1 +13.45% 100.00% 26 Aug 2024
Walt Disney Company (The) DIS
3 +12.10% 33.33% 24 Sep 2021
Tesla, Inc. TSLA
2 +12.10% 50.00% 13 May 2025
Palo Alto Networks, Inc. PANW
1 +9.47% 100.00% 02 Nov 2021
Procter & Gamble Company (The) PG
1 +8.96% 100.00% 12 Jan 2022
Visa Inc. V
1 +8.60% 100.00% 16 Jan 2024
Bank of America Corporation BAC
1 +8.49% 100.00% 13 Dec 2024
Costco Wholesale Corporation COST
1 +8.02% 100.00% 10 Aug 2023
Accenture plc ACN
1 +5.93% 100.00% 14 Jan 2021
AbbVie Inc. ABBV
1 +5.34% 100.00% 26 Mar 2025
Intuit Inc. INTU
1 +5.14% 100.00% 17 Aug 2023
Welltower Inc. WELL
1 +5.01% 100.00% 10 Mar 2026
Amgen Inc. AMGN
2 +4.94% 50.00% 13 Mar 2026
Page 1 of 3
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Showing 1 to 25 of 53 trades
Prev 1 2 3 Next
Symbol Trigger Level Exit Hold Total Return Exit Rule
TJX
09 Oct 2020 RM 58.94
26 Oct 2020 RM 54.91
11 days -6.84% Trend Reversal
NEE
08 Oct 2020 RM 74.78
03 Nov 2020 RM 75.90
18 days +1.50% Trend Reversal
BA
16 Nov 2020 RM 194.86
03 Dec 2020 RM 229.23
12 days +17.64% Take Profit
DIS
12 Nov 2020 RM 136.55
11 Dec 2020 RM 160.63
20 days +17.63% Take Profit
RTX
16 Nov 2020 RM 67.67
18 Dec 2020 RM 70.06
23 days +3.53% Trend Reversal
ACN
13 Nov 2020 RM 240.35
14 Jan 2021 RM 254.61
41 days +5.93% Trend Reversal
TMO
08 Jan 2021 RM 510.65
05 Feb 2021 RM 491.82
19 days -3.69% Trend Reversal
AMGN
12 Jan 2021 RM 237.48
09 Feb 2021 RM 236.29
19 days -0.50% Trend Reversal
HD
20 Jan 2021 RM 273.66
10 Feb 2021 RM 278.27
15 days +1.68% Trend Reversal
NFLX
25 Jun 2021 RM 52.97
23 Jul 2021 RM 51.46
19 days -2.85% Trend Reversal
DIS
12 Jul 2021 RM 177.98
30 Jul 2021 RM 175.75
14 days -1.25% Trend Reversal
GS
03 Aug 2021 RM 380.83
17 Sep 2021 RM 390.87
32 days +2.64% Trend Reversal
DIS
03 Sep 2021 RM 182.10
24 Sep 2021 RM 175.73
14 days -3.50% Trend Reversal
PANW
30 Aug 2021 RM 77.29
02 Nov 2021 RM 84.61
45 days +9.47% Timed Exit
PG
08 Nov 2021 RM 145.72
12 Jan 2022 RM 158.77
45 days +8.96% Timed Exit
CVX
23 Jan 2023 RM 181.49
06 Feb 2023 RM 169.38
10 days -6.67% Trend Reversal
MCD
07 Feb 2023 RM 265.42
09 Feb 2023 RM 260.26
2 days -1.94% Trend Reversal
PLTR
15 May 2023 RM 9.23
18 May 2023 RM 10.84
3 days +17.44% Take Profit
COST
06 Jun 2023 RM 519.03
10 Aug 2023 RM 560.64
45 days +8.02% Timed Exit
KO
25 Jul 2023 RM 62.40
10 Aug 2023 RM 60.82
12 days -2.53% Trend Reversal
INTU
16 Jun 2023 RM 461.97
17 Aug 2023 RM 485.72
42 days +5.14% Trend Reversal
INTC
09 Nov 2023 RM 38.11
20 Nov 2023 RM 44.82
7 days +17.61% Take Profit
TJX
13 Nov 2023 RM 91.23
28 Nov 2023 RM 89.00
10 days -2.44% Trend Reversal
QCOM
08 Nov 2023 RM 121.59
15 Dec 2023 RM 143.03
26 days +17.63% Take Profit
V
08 Nov 2023 RM 243.86
16 Jan 2024 RM 264.84
45 days +8.60% Timed Exit
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