Accepted

Trend Cross Swing · 12/50 · 100D Trend · EMA5>SMA10

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

US Trend moving_average_crossover Grid Low Accepted
Score 43.02
Total Return +16.94%
Win Rate 51.72%
Max Drawdown -3.84%
Trades 116
Timeframe 6Y primary validated by 3Y, 1Y, 6M, and walk-forward slices
Overview

Primary Metrics

Annual Return 2.64%
Profit Factor 1.64
Average Trade 1.52%
Exposure 8.55%
Consistency 0.94
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 EMA5>SMA10. 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

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

Score 43.02 Very Weak
Sample 116 trades
History 6.0 years
Win Rate 51.7%
Drawdown -3.8%
Walk-Forward 1 25 Apr 2020 to 25 Apr 2022
Positive
Total Return +9.9% Trades 48 Win 58.3% Drawdown -2.0%
Walk-Forward 2 25 Apr 2022 to 24 Apr 2024
Positive
Total Return +0.8% Trades 34 Win 41.2% Drawdown -3.1%
Walk-Forward 3 24 Apr 2024 to 24 Apr 2026
Positive
Total Return +6.2% Trades 34 Win 52.9% Drawdown -2.1%
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 f4d04c302a69
Parents 0
Lineage Depth 1
Universe 90 symbols
Data Signature 3c4e9f19cd2b
Grid Trend Cross Swing · 12/50 · 100D Trend · EMA5>SMA10 Score 43.02
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 70 symbols
Prev 1 2 3 4 Next
Symbol Trades Total Return Win Rate Last Trade
NextEra Energy, Inc. NEE
2 +24.64% 100.00% 04 Aug 2022
Netflix, Inc. NFLX
2 +24.62% 100.00% 26 Oct 2022
Home Depot, Inc. (The) HD
2 +21.48% 100.00% 05 Sep 2025
Walmart Inc. WMT
3 +18.09% 100.00% 24 Apr 2026
Morgan Stanley MS
2 +15.88% 100.00% 29 Apr 2024
McDonald's Corporation MCD
2 +15.03% 100.00% 12 Sep 2024
BlackRock, Inc. BLK
2 +14.34% 100.00% 02 Apr 2024
AT&T Inc. T
2 +14.09% 100.00% 04 Dec 2023
Boeing Company (The) BA
1 +11.66% 100.00% 10 Mar 2021
Thermo Fisher Scientific Inc TMO
1 +11.66% 100.00% 12 Nov 2025
Tesla, Inc. TSLA
1 +11.66% 100.00% 24 Nov 2020
ARM Holdings PLC Sponsored ADR ARM
1 +11.65% 100.00% 05 Jun 2024
RTX Corporation RTX
1 +11.65% 100.00% 08 Jan 2026
Shopify Inc. SHOP
1 +11.65% 100.00% 12 Nov 2021
Uber Technologies, Inc. UBER
1 +11.61% 100.00% 06 Nov 2020
Alphabet Inc. GOOG
4 +11.04% 75.00% 08 Sep 2023
Arista Networks, Inc. ANET
1 +10.65% 100.00% 15 Dec 2023
Mastercard Incorporated MA
2 +10.35% 50.00% 23 Sep 2025
Oracle Corporation ORCL
3 +9.96% 66.67% 10 Sep 2024
American Express Company AXP
2 +8.21% 50.00% 27 Jan 2023
Page 1 of 4
Prev 1 2 3 4 Next
Showing 1 to 25 of 116 trades
Prev 1 2 3 4 5 Next
Symbol Trigger Level Exit Hold Total Return Exit Rule
MRK
17 Jul 2020 RM 76.19
24 Jul 2020 RM 73.45
5 days -3.60% Trend Reversal
GILD
15 Jul 2020 RM 77.11
30 Jul 2020 RM 72.26
11 days -6.29% Stop Loss
UNH
07 Jul 2020 RM 301.12
18 Aug 2020 RM 316.33
30 days +5.05% Timed Exit
TJX
10 Aug 2020 RM 55.83
19 Aug 2020 RM 52.31
7 days -6.30% Stop Loss
DIS
06 Aug 2020 RM 127.16
18 Sep 2020 RM 128.43
30 days +1.00% Timed Exit
AMGN
30 Sep 2020 RM 250.19
09 Oct 2020 RM 234.46
7 days -6.29% Stop Loss
META
26 Oct 2020 RM 283.59
30 Oct 2020 RM 265.77
4 days -6.28% Stop Loss
UBER
05 Nov 2020 RM 40.40
06 Nov 2020 RM 45.09
1 days +11.61% Take Profit
PFE
10 Nov 2020 RM 38.44
11 Nov 2020 RM 36.01
1 days -6.32% Stop Loss
MS
05 Nov 2020 RM 52.08
17 Nov 2020 RM 58.15
8 days +11.66% Take Profit
TSLA
19 Nov 2020 RM 164.25
24 Nov 2020 RM 183.40
3 days +11.66% Take Profit
INTU
06 Nov 2020 RM 352.01
21 Dec 2020 RM 375.36
30 days +6.63% Timed Exit
NVDA
22 Jan 2021 RM 13.77
27 Jan 2021 RM 12.89
3 days -6.39% Stop Loss
GOOG
21 Jan 2021 RM 95.05
16 Feb 2021 RM 106.12
17 days +11.65% Take Profit
AMZN
25 Jan 2021 RM 166.68
23 Feb 2021 RM 156.19
20 days -6.29% Stop Loss
MSFT
21 Jan 2021 RM 225.04
05 Mar 2021 RM 231.25
30 days +2.76% Timed Exit
BA
23 Feb 2021 RM 214.48
10 Mar 2021 RM 239.48
11 days +11.66% Take Profit
BLK
25 Mar 2021 RM 724.64
09 Apr 2021 RM 809.15
10 days +11.66% Take Profit
UNP
09 Mar 2021 RM 212.37
21 Apr 2021 RM 223.09
30 days +5.05% Timed Exit
CSCO
10 Mar 2021 RM 48.55
22 Apr 2021 RM 51.42
30 days +5.91% Timed Exit
T
10 Mar 2021 RM 22.65
22 Apr 2021 RM 23.65
30 days +4.42% Timed Exit
APH
29 Mar 2021 RM 33.22
11 May 2021 RM 33.10
30 days -0.36% Timed Exit
TMUS
06 Apr 2021 RM 130.57
18 May 2021 RM 134.79
30 days +3.23% Timed Exit
ABBV
13 Apr 2021 RM 108.20
25 May 2021 RM 114.38
30 days +5.71% Timed Exit
DIS
14 Jul 2021 RM 185.48
19 Jul 2021 RM 173.81
3 days -6.29% Stop Loss
Page 1 of 5
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