Does the MACD signal-line crossover strategy work?
We coded the macd signal-line crossover 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 |
|---|---|---|---|---|---|---|
| BTC | 1h | 366 | 32.2% | 0.80 | 51.5% | -45.3% |
| Gold (PAXG) | 1h | 335 | 32.8% | 0.64 | 60.4% | -59.0% |
| ETH | 1h | 352 | 26.4% | 0.60 | 68.0% | -65.0% |
| EUR (EURUSDT) | 1h | 238 | 36.6% | 0.48 | 74.4% | -73.0% |
How the SVS 24 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
- Enter when the MACD line crosses its 9-period signal line (up = long, down = short); 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 MACD signal-line crossover strategy profitable?
No edge: net negative after costs across 4 markets. Across 4 markets and 1,291 trades with fees on, it had a profit factor of 0.65 and an average net return of -60.6%.
What is the win rate of the MACD signal-line crossover strategy?
31.6% 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 MACD signal-line crossover 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.