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Trend · GLD · 1D

Does MACD zero-line cross actually work on GLD? We tested it

We ran MACD zero-line cross on GLD through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +123.3%
Win rate 36.7%
Max drawdown −17.5%
Trades 30
Sharpe 0.85
Equity curve

Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.

PeriodWindowReturnSharpeTrades
1 Aug 2018 to Jul 2020 +26.8% 1.29 7
2 Jul 2020 to Jul 2022 −7.3% −0.51 5
3 Jul 2022 to Jul 2024 +14.6% 0.90 8
4 Jul 2024 to Jul 2026 +52.6% 1.44 5
3 of 4 periods positive. Mean Sharpe 0.78. Worst period −7.3%.
Market matrix
Edge held on 3 of 28

The same rules, tested on 28 tickers. Edge held on 3. We ship it on those.

GLD SHIPPED
99/100 EDGE
MU
91/100 EDGE
QQQ
83/100 EDGE
Show every ticker we tested
NFLX
88/100 NONE
MSFT
87/100 NONE
SMCI
86/100 NONE
JPM
74/100 NONE
MARA
72/100 NONE
SPY
57/100 NONE
UBER
53/100 NONE
AAPL
47/100 NONE
AMZN
46/100 NONE
COIN
45/100 NONE
AVGO
44/100 NONE
AMD
43/100 NONE
NVDA
36/100 NONE
MSTR
29/100 NONE
TSLA
27/100 NONE
GOOGL
21/100 NONE
IWM
10/100 NONE
META
10/100 NONE
DIA
3/100 NONE
BA
1/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
RIOT
too new TOO NEW
XOM
too new TOO NEW
SOFI
too new TOO NEW
The rules
Entrywhen MACD line(12/26/9) of close crosses above 0 AND close is above SMA of close over 200 bars
Exitwhen a signal fires (MACD line(12/26/9) of close crosses below 0)
Sizing**Position size:** no fixed stop distance to size against. This strategy exits on signal only. Size by conviction, or add a hard stop for a size-by-risk number.
Diagnosis

This strategy made money overall, turning a 123% total return, but the ride was very lumpy. You only won about 37% of your trades, though the average winner was big enough to more than cover the losses. The worst stretch was a brutal 17.5% drawdown that lasted from August 2020 to January 2022, which would have tested anyone's patience. The result is not driven by just a few lucky trades, because the entry timing edge is extremely strong, with real entries beating 99% of random entry runs. This means the entry signal itself is carrying the strategy, not the exits, and the edge showed up consistently across three out of four walk-forward test periods.

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Backtested results, not live trading returns. Fees and slippage included. Not investment advice.