Accepted

Trend Cross Swing · 12/50 · 200D Trend · MA20>MA40

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

US Trend moving_average_crossover Grid Low Accepted
Score 44.49
Total Return +24.21%
Win Rate 50.00%
Max Drawdown -8.02%
Trades 162
Timeframe 6Y primary validated by 3Y, 1Y, 6M, and walk-forward slices
Overview

Primary Metrics

Annual Return 3.68%
Profit Factor 1.58
Average Trade 1.53%
Exposure 12.40%
Consistency 0.90
Positive Segments 4 / 4
Setup

Strategy Definition

Tracks a bullish 12/50 moving-average crossover inside a 200-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 200
Validation

Validation Snapshot

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

Score 44.49 Very Weak
Sample 162 trades
History 6.0 years
Win Rate 50.0%
Drawdown -8.0%
Walk-Forward 1 25 Apr 2020 to 25 Apr 2022
Positive
Total Return +1.6% Trades 61 Win 45.9% Drawdown -4.1%
Walk-Forward 2 25 Apr 2022 to 24 Apr 2024
Positive
Total Return +7.4% Trades 50 Win 50.0% Drawdown -6.9%
Walk-Forward 3 24 Apr 2024 to 24 Apr 2026
Positive
Total Return +13.7% Trades 51 Win 54.9% Drawdown -1.3%
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 4908559e09e1
Parents 0
Lineage Depth 1
Universe 90 symbols
Data Signature 3c4e9f19cd2b
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 75 symbols
Symbol Trades Total Return Win Rate Last Trade
Booking Holdings Inc. Common Stock BKNG
4 +47.74% 100.00% 05 Jun 2025
International Business Machines Corporation IBM
3 +39.21% 100.00% 07 Oct 2025
ServiceNow, Inc. NOW
3 +35.78% 100.00% 30 Nov 2023
Amgen Inc. AMGN
2 +24.68% 100.00% 27 Feb 2026
Linde plc LIN
7 +24.17% 85.71% 03 Jul 2025
Eli Lilly and Company LLY
3 +21.72% 66.67% 08 Nov 2022
Walmart Inc. WMT
5 +17.13% 80.00% 09 Jun 2025
Intel Corporation INTC
3 +16.72% 66.67% 13 Apr 2026
Palantir Technologies Inc. PLTR
3 +16.53% 66.67% 05 Jul 2024
Gilead Sciences, Inc. GILD
4 +14.02% 75.00% 05 Feb 2026
Boeing Company (The) BA
2 +13.17% 100.00% 24 Jul 2023
Procter & Gamble Company (The) PG
4 +12.68% 75.00% 26 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
Shopify Inc. SHOP
1 +11.65% 100.00% 27 Nov 2023
Amphenol Corporation APH
1 +11.64% 100.00% 27 Jul 2023
Broadcom Inc. AVGO
1 +11.64% 100.00% 26 May 2023
Uber Technologies, Inc. UBER
1 +11.61% 100.00% 15 Jun 2023
Exxon Mobil Corporation XOM
3 +11.09% 33.33% 03 Sep 2024
AbbVie Inc. ABBV
3 +10.41% 66.67% 04 Mar 2025
Showing 1 to 25 of 162 trades
Symbol Trigger Level Exit Hold Total Return Exit Rule
AMAT
30 Apr 2020 RM 53.54
30 Apr 2020 RM 50.16
1 days -6.31% Stop Loss
ABBV
28 Apr 2020 RM 85.83
01 May 2020 RM 80.42
3 days -6.30% Stop Loss
BX
30 Apr 2020 RM 53.26
01 May 2020 RM 49.90
1 days -6.31% Stop Loss
LRCX
28 Apr 2020 RM 27.07
01 May 2020 RM 25.36
3 days -6.32% Stop Loss
NOW
30 Apr 2020 RM 65.67
05 May 2020 RM 73.31
3 days +11.63% Take Profit
CRM
30 Apr 2020 RM 161.88
11 May 2020 RM 180.74
7 days +11.65% 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
MU
24 Sep 2020 RM 49.60
02 Oct 2020 RM 46.47
6 days -6.31% Stop Loss
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
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
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
CRM
05 Feb 2021 RM 239.51
26 Feb 2021 RM 224.46
14 days -6.28% Stop Loss