StratLab

Lost money on the unseen years, and returned more than buy and hold.

20/50 EMA cross · 10 large coins

It returned +4.6% in total over the test, after costs; buying and holding over the same period returned −47.0%, 51.5 points less. It lost money on the years it wasn't tuned on. The nearby-settings check wasn't run (it isn't run on a group of stocks), so this doesn't show whether the result depends on the exact settings. With the trades in a worse order, the worst fall was 35% or more in 1 of 20 reshuffles. 106 trades, enough to judge.

The rules: Enters when the 20-day exponential average crosses above the 50-day one; leaves when it crosses back below.

StratLab ran these rules through its own backtest on every stock in the group, after costs, and through four checks: unseen years, nearby settings, a bad-luck drawdown and enough trades. The page shows the return beside buy and hold and the result of each check. A verdict describes the past, not what comes next, and nothing here is investment advice.

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