Trend
MACD zero-line cross
GLD · 1D
Buy when the MACD line crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+123.3%
Win rate36.7%
Max DD-17.5%
Sharpe0.85
3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Trend
SMA 20/50 cross
GLD · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+114.5%
Win rate60.0%
Max DD-19.2%
Sharpe0.77
3 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Connors Double 7s
GLD · 1D
Buy a 7-day closing low with price above the 200-day SMA. Sell at a 7-day closing high.
Return+104.8%
Win rate72.4%
Max DD-18.9%
Sharpe1.01
4 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
Aroon trend
GLD · 1D
Buy when Aroon-Up crosses above Aroon-Down with price above the 200-day SMA. Sell when Aroon-Down crosses back above.
Return+85.3%
Win rate44.7%
Max DD-19.0%
Sharpe0.70
3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
GLD · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+22.6%
Win rate72.7%
Max DD-9.9%
Sharpe0.49
3 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Trend
Awesome Oscillator zero cross
GLD · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+92.4%
Win rate38.9%
Max DD-21.6%
Sharpe0.69
3 of 4 unseen periods positive. Beat 94 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
GLD · 1D
Buy when price closes below the lower Bollinger Band while above the 200-day SMA. Sell when it closes back above the middle band.
Return+41.2%
Win rate76.2%
Max DD-9.9%
Sharpe0.79
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
50-day moving average cross
GLD · 1D
Buy when price closes above the 50-day SMA. Sell when it closes back below.
Return+146.2%
Win rate26.9%
Max DD-18.6%
Sharpe0.91
3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Parabolic SAR flip
GLD · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+79.4%
Win rate39.2%
Max DD-20.6%
Sharpe0.73
3 of 4 unseen periods positive. Beat 88 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Trend
Inside-bar breakout
GLD · 1D
Buy when price breaks the previous day's high the bar after an inside bar, in an uptrend. Sell when it closes below the 20 EMA, or after 10 bars.
Return+65.5%
Win rate50.0%
Max DD-10.4%
Sharpe0.94
3 of 4 unseen periods positive. Beat 87 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Trend
Keltner channel breakout
GLD · 1D
Buy when price closes above the upper Keltner channel (20, 2). Sell when it closes back below the channel midline.
Return+50.7%
Win rate45.0%
Max DD-13.9%
Sharpe0.57
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
CMF zero cross
GLD · 1D
Buy when Chaikin Money Flow crosses above zero with price above the 200-day SMA. Sell when it crosses back below.
Return+120.9%
Win rate48.6%
Max DD-27.2%
Sharpe0.86
3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Mean reversion
Williams %R bounce
GLD · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+29.1%
Win rate72.2%
Max DD-12.6%
Sharpe0.47
4 of 4 unseen periods positive. Beat 82 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Trend
Turtle 55/20 breakout
GLD · 1D
Buy a 55-day price breakout. Sell on a 20-day low.
Return+112.5%
Win rate61.1%
Max DD-14.0%
Sharpe0.83
3 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 1 of 28 tickers
Trend
EMA 8/21 trend rider
GLD · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+37.8%
Win rate29.8%
Max DD-21.7%
Sharpe0.51
3 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 9 of 28 tickers
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