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Trend · GLD · 1D

Does 50-day moving average cross actually work on GLD? We tested it

We ran 50-day moving average cross on GLD through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +146.2%
Win rate 26.9%
Max drawdown −18.6%
Trades 78
Sharpe 0.91
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 +25.6% 1.20 16
2 Jul 2020 to Jul 2022 −9.4% −0.59 17
3 Jul 2022 to Jul 2024 +12.6% 0.69 22
4 Jul 2024 to Jul 2026 +78.3% 1.87 9
3 of 4 periods positive. Mean Sharpe 0.79. Worst period −9.4%.
Market matrix
Edge held on 4 of 28

The same rules, tested on 28 tickers. Edge held on 4. We ship it on those.

GLD SHIPPED
93/100 EDGE
RIOT
92/100 EDGE
MARA
91/100 EDGE
AMD
77/100 EDGE
Show every ticker we tested
NFLX
88/100 NONE
COIN
76/100 NONE
QQQ
63/100 NONE
GOOGL
63/100 NONE
AAPL
62/100 NONE
MU
62/100 NONE
DIA
60/100 NONE
SPY
50/100 NONE
XOM
49/100 NONE
NVDA
46/100 NONE
JPM
45/100 NONE
AVGO
43/100 NONE
TSLA
42/100 NONE
IWM
36/100 NONE
MSTR
32/100 NONE
SOFI
23/100 NONE
BA
23/100 NONE
MSFT
19/100 NONE
AMZN
17/100 NONE
META
14/100 NONE
UBER
9/100 NONE
PLTR
7/100 NONE
SMCI
3/100 NONE
HOOD
too new TOO NEW
The rules
Entrywhen close crosses above SMA of close over 50 bars
Exitwhen a signal fires (close crosses below SMA of close over 50 bars)
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 146% total return on GLD. However, the ride was very lumpy, with a win rate of only 27% and a punishing worst drawdown of nearly 19% that lasted from August 2020 to February 2022. That long, deep losing stretch was where it hurt the most. The result is not driven by just a few lucky trades, as the entry timing itself shows a strong edge, beating 93% of random entry runs. This means the entry signal is doing the heavy lifting, not the exits. The edge also appears consistent, as the strategy was profitable in 3 out of 4 walk-forward test periods, so the performance did not come from just one lucky stretch.

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