Does the EMA 9/21 fast cross strategy work?
We coded the ema 9/21 fast cross to exact mechanical rules and ran it on june 1, 2025 – june 1, 2026 (12 months) of real data with fees on. No discretion, losers published as losers. Here is the verified result.
Verified Result
No edge: net negative after costs across 4 markets.
| Market | TF | Trades | Win | PF | Max DD | Net |
|---|---|---|---|---|---|---|
| ETH | 5m | 3,168 | 34.8% | 0.67 | 100.0% | -100.0% |
| BTC | 5m | 3,525 | 33.0% | 0.47 | 100.0% | -100.0% |
| EUR (EURUSDT) | 5m | 2,058 | 18.6% | 0.10 | 100.0% | -100.0% |
| Gold (PAXG) | 5m | 3,686 | 20.6% | 0.16 | 100.0% | -100.0% |
How the SVS 20 breaks down ▾
12 months of real 1-minute data, fees on (0.05%/side), $10k start, 1% risk. How the score works →
The exact rules tested
- Long when EMA(9) crosses above EMA(21), short on the inverse, on the 5m; 1.5x ATR stop; 2R target
How to read this
This is the mechanical floor — what the rules alone produced after costs, with zero discretion. A low score doesn’t mean the idea is worthless; it’s the baseline your filtering and judgement have to beat. The SVS methodology explains exactly how the score is built.
Test your own version of this
Add a trend filter, a session window, or a confluence and see if you can beat the floor. Describe it in plain English and the AI backtester runs it on real data.
Open the AI backtester →Questions
Is the EMA 9/21 fast cross strategy profitable?
No edge: net negative after costs across 4 markets. Across 4 markets and 12,437 trades with fees on, it had a profit factor of 0.45 and an average net return of -100.0%.
What is the win rate of the EMA 9/21 fast cross strategy?
27.4% across all tested markets. Note that win rate alone is misleading — with a fixed reward-to-risk target, a mechanically negative strategy can still win 30–45% of the time.
How was the EMA 9/21 fast cross strategy tested?
Coded to exact mechanical rules and run on June 1, 2025 – June 1, 2026 (12 months) of real 1-minute data, fees on (0.05% per side), $10,000 start, 1% risk per trade, on Secuora's deterministic engine. No discretion.