Since 2022 Sort Finance

MACD Signal Crossover

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 the MACD line — the 12-bar EMA minus the 26-bar EMA — and its signal line, a 9-bar EMA of the MACD itself.
  2. Buy when the MACD line crosses above its signal line: momentum has turned up faster than its own recent trend.
  3. Sell when the MACD line crosses back below the signal line.
Score
Total Score Mean Of Real And Resampled 39 / 100
Real Data 39 / 100
Resampled Data 39 / 100
Overall Rank Top 62% 32 of 52
Rank In Trend Top 75% 21 of 28
Score By Metric
Beats Hold Real 27 · Resampled 40 33 / 100
Risk Adjusted Real 41 · Resampled 37 39 / 100
Profitability Real 48 · Resampled 41 45 / 100
Win Rate Real 39 · Resampled 37 38 / 100
Fee Efficiency Real 42 · Resampled 42 42 / 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.