Does SMA 20/50 cross actually work on AVGO? We tested it

This strategy made a substantial profit of nearly 493% over its life, but the ride was very lumpy. The worst pain came from a massive 36% drawdown that lasted almost a full year from late 2017 to late 2018, which would have been extremely difficult to sit through. The win rate is only 42%, meaning most trades lost money, but the winners were large enough to more than cover the losses. The entry timing edge is solid, beating 76% of random entries, so the signal itself is doing meaningful work rather than the exits carrying the result. The edge also proved consistent, as the strategy was profitable in all four walk forward periods, so the performance was not driven by just one lucky stretch.