Moving Average Crossover goes long when a short-period SMA/EMA crosses above a long-period SMA/EMA, signalling upward momentum.
Ranked by Sharpe ratio across all public backtests. Run your own MA Crossover (SMA / EMA) backtest →
Famous settings of this indicator, stress-tested: 200-day moving average on SPY · 200-day moving average on QQQ · 200-day moving average on TLT · 200-day moving average on GLD · 200-day moving average on EFA · golden cross (50/200) on SPY · golden cross (50/200) on QQQ · golden cross (50/200) on TLT · golden cross (50/200) on GLD · golden cross (50/200) on EFA · all robustness checks
| Strategy | Ticker | Freq | Sharpe | CAGR | Max DD |
|---|---|---|---|---|---|
| SPY MA Crossover Weekly | SPY | Weekly | 0.79 | 9.9% | -32.2% |
| Strategy 1 | D05.SI | Daily | 0.77 | 10.6% | -28.0% |
| S&P 500 Golden Cross | ^GSPC | Daily | 0.64 | 7.6% | -33.9% |
| QQQ MA Crossover Daily | QQQ | Daily | 0.54 | 7.9% | -58.3% |