Best Overall

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

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

US Trend moving_average_crossover Grid Medium Archived
Score 49.17
Total Return +45.52%
Win Rate 49.71%
Max Drawdown -7.23%
Trades 171
Timeframe 6Y primary validated by 3Y, 1Y, 6M, and walk-forward slices
Overview

Primary Metrics

Annual Return 6.45%
Profit Factor 1.85
Average Trade 2.53%
Exposure 19.77%
Consistency 0.84
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 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

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

Score 49.17 Weak
Sample 171 trades
History 6.0 years
Win Rate 49.7%
Drawdown -7.2%
Walk-Forward 1 25 Apr 2020 to 25 Apr 2022
Positive
Total Return +7.9% Trades 61 Win 44.3% Drawdown -6.0%
Walk-Forward 2 25 Apr 2022 to 24 Apr 2024
Positive
Total Return +15.7% Trades 58 Win 51.7% Drawdown -6.5%
Walk-Forward 3 24 Apr 2024 to 24 Apr 2026
Positive
Total Return +15.0% Trades 52 Win 53.9% Drawdown -3.1%
Show Research Notes
Publishing
Badge Best Overall
State Archived
Updated 27 Apr 2026 00:04 UTC
Created 23 Apr 2026 19:43 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 49.17
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
Micron Technology, Inc. MU
3 +62.71% 100.00% 25 Mar 2024
ServiceNow, Inc. NOW
3 +57.95% 100.00% 13 Dec 2023
Boeing Company (The) BA
3 +53.80% 100.00% 14 Aug 2023
Booking Holdings Inc. Common Stock BKNG
5 +51.76% 80.00% 08 Jul 2025
International Business Machines Corporation IBM
3 +46.64% 100.00% 28 Oct 2025
Linde plc LIN
8 +40.92% 87.50% 25 Jul 2025
Eli Lilly and Company LLY
3 +29.68% 66.67% 08 Dec 2022
Palantir Technologies Inc. PLTR
3 +26.58% 66.67% 11 Jul 2024
Intel Corporation INTC
4 +22.25% 50.00% 17 Apr 2026
Walmart Inc. WMT
4 +22.22% 75.00% 23 Jun 2025
Meta Platforms, Inc. META
1 +17.64% 100.00% 07 Feb 2025
Walt Disney Company (The) DIS
1 +17.63% 100.00% 11 Dec 2020
QUALCOMM Incorporated QCOM
1 +17.63% 100.00% 15 Dec 2023
Broadcom Inc. AVGO
1 +17.62% 100.00% 26 May 2023
Shopify Inc. SHOP
1 +17.62% 100.00% 14 Dec 2023
Netflix, Inc. NFLX
3 +16.36% 66.67% 25 Jun 2025
Arista Networks, Inc. ANET
1 +13.11% 100.00% 24 Apr 2026
Uber Technologies, Inc. UBER
2 +12.73% 50.00% 26 Jun 2023
Morgan Stanley MS
2 +12.43% 50.00% 24 Apr 2026
RTX Corporation RTX
2 +11.22% 100.00% 04 Jan 2023
Page 1 of 4
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Showing 1 to 25 of 171 trades
Prev 1 2 3 4 5 Next
Symbol Trigger Level Exit Hold Total Return Exit Rule
BX
30 Apr 2020 RM 53.26
04 May 2020 RM 48.84
2 days -8.30% Stop Loss
NOW
30 Apr 2020 RM 65.67
08 May 2020 RM 77.25
6 days +17.63% Take Profit
HD
29 Apr 2020 RM 221.68
02 Jul 2020 RM 248.12
45 days +11.93% Timed Exit
GILD
15 Jul 2020 RM 77.11
31 Jul 2020 RM 70.72
12 days -8.29% Stop Loss
BAC
06 Aug 2020 RM 25.49
23 Sep 2020 RM 23.37
33 days -8.32% Stop Loss
TJX
10 Aug 2020 RM 55.83
13 Oct 2020 RM 57.30
45 days +2.63% Timed Exit
GE
14 Oct 2020 RM 33.55
23 Oct 2020 RM 39.46
7 days +17.62% Take Profit
PFE
23 Oct 2020 RM 36.05
29 Oct 2020 RM 33.05
4 days -8.32% Stop Loss
MU
24 Sep 2020 RM 49.60
16 Nov 2020 RM 58.34
37 days +17.62% Take Profit
BA
16 Nov 2020 RM 194.86
03 Dec 2020 RM 229.23
12 days +17.64% Take Profit
WELL
11 Nov 2020 RM 67.65
03 Dec 2020 RM 62.03
15 days -8.31% Stop Loss
NEE
08 Oct 2020 RM 74.78
07 Dec 2020 RM 73.16
41 days -2.17% Trend Reversal
C
16 Nov 2020 RM 50.49
09 Dec 2020 RM 59.39
16 days +17.63% Take Profit
DIS
12 Nov 2020 RM 136.55
11 Dec 2020 RM 160.63
20 days +17.63% Take Profit
BAC
12 Nov 2020 RM 26.89
06 Jan 2021 RM 31.62
36 days +17.59% Take Profit
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
BKNG
12 Nov 2020 RM 79.12
20 Jan 2021 RM 86.27
45 days +9.04% Timed Exit
LIN
13 Nov 2020 RM 257.98
21 Jan 2021 RM 252.82
45 days -2.00% Timed Exit
CVX
16 Nov 2020 RM 86.37
22 Jan 2021 RM 91.59
45 days +6.04% Timed Exit
DHR
12 Jan 2021 RM 217.15
27 Jan 2021 RM 199.17
10 days -8.28% Stop Loss
AMGN
11 Jan 2021 RM 240.36
19 Feb 2021 RM 231.34
27 days -3.75% Trend Reversal
NFLX
15 Dec 2020 RM 51.93
22 Feb 2021 RM 53.29
45 days +2.62% Timed Exit
TMO
11 Jan 2021 RM 509.76
22 Feb 2021 RM 467.56
28 days -8.28% Stop Loss
LOW
28 Dec 2020 RM 163.50
03 Mar 2021 RM 158.05
44 days -3.33% Trend Reversal
Page 1 of 7
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