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Golden Cross 50 200

How this strategy trades, what it scored, and the measurements the score was read from — every symbol and timeframe, on real and resampled history.

  1. Compute two simple moving averages: a medium 50-bar one and a long 200-bar one.
  2. Buy on the golden cross — the 50-bar average crossing above the 200-bar: the medium-term trend has overtaken the long-term one, the classic sign a major uptrend is underway.
  3. Sell on the death cross, when the 50-bar average crosses back below the 200-bar.
Score
Total Score Mean Of Real And Resampled 62 / 100
Real Data 59 / 100
Resampled Data 65 / 100
Overall Rank Top 6% 3 of 52
Rank In Trend Top 11% 3 of 28
Score By Metric
Beats Hold Real 50 · Resampled 75 63 / 100
Risk Adjusted Real 55 · Resampled 56 55 / 100
Profitability Real 67 · Resampled 72 69 / 100
Win Rate Real 47 · Resampled 35 41 / 100
Fee Efficiency Real 91 · Resampled 91 91 / 100

Scores

The six scores the total is made of, one dataset at a time: how each stood as the run went on, and where each of them ended.

Source Metrics

The numbers those scores are read from, one dataset at a time: every trade as it happened, and where the run ended.