Does CMF zero cross actually work on GLD? We tested it
We ran CMF zero cross on GLD through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
You gave up raw return for a higher win rate and a shallower drawdown. This setup is about timing and staying out of trouble, not beating the index.
Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.
The same rules, tested on 28 tickers. Edge held on 4. We ship it on those.
Show every ticker we tested
The strategy made money overall, turning a 120.91% total return, but the ride was fairly lumpy. The worst stretch was a painful 27.21% drawdown that lasted from late January to early June 2026, which is where it hurt the most. With a win rate of just under 49%, nearly half of the trades lost money, so the result is not driven by a few big winners but by the average trade gaining 1.27%. The entry timing shows a strong edge, beating 85% of random entry runs, meaning the specific moment you buy in is carrying the result rather than the exits. The consistency figure shows the edge held up across 3 out of 4 test periods, so the profit did not come from just one lucky stretch.
Every verdict on this page comes from the same process. How we test.
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