Does MACD zero-line cross actually work on QQQ? We tested it
We ran MACD zero-line cross on QQQ through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 83 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 3. We ship it on those.
Show every ticker we tested
This strategy made money overall, turning a 137.73% total return on QQQ with a reasonable Sharpe ratio of 0.92, meaning the ride was moderately steady but not perfectly smooth. The worst pain came during a 17.35% drawdown from September to November 2020, which is a significant but not catastrophic loss for a swing trading approach. With a 48% win rate and only 25 trades, the result is not driven by just a few lucky trades, as the average trade returned a solid 3.87%. The entry-timing edge is strong, with real entries beating 83% of random entry runs, so the entry signal itself is carrying the result rather than the exits doing the heavy lifting. The consistency figure shows the edge held up across all four walk-forward test periods, meaning the profit did not come from one lucky stretch but appeared steadily over time.
Every verdict on this page comes from the same process. How we test.
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