108.7 points behind buy and hold after costs; lost money on the unseen years.
MACD signal cross · 20 of the largest US companies
It returned +39.5% in total over the test, after costs; buying and holding over the same period returned +148.2%, 108.7 points more. 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 much deeper. 622 trades, enough to judge.
The rules: Enters when the MACD line (12, 26) crosses above its 9-day signal line while the price is above its 200-day average; leaves when the MACD line crosses back below the signal line.
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.