Golden cross (50/200 SMA) backtest on real data
The golden cross is when the 50-day moving average crosses above the 200-day. This test buys the cross and exits on the death cross (50 back below 200), with a wide 3 ATR stop.
15trades
47%win rate
3.50profit factor
+1.34Raverage trade
-4.9%max drawdown
+21.5%return at 1% risk
SPY · S&P 500 ETF · daily candles · 1993-01-29 to 2026-11-06 · Yahoo Finance data · equity in %, 1% risk per trade
Only 15 trades in this period, too few to judge either way.
The exact rules tested
Buy when the 50 SMA crosses above the 200 SMA. Exit when the 50 SMA crosses below the 200 SMA. Stop at 3x ATR.
How WickCheck reads these rules:
- Long: SMA(50) ↗ SMA(200)
- Stop: 3×ATR(14)
- Exit: SMA(50) ↘ SMA(200)
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Same rules on 8 markets
| Market | Trades | Win rate | Profit factor | Avg trade | Max DD | Return | Period |
|---|---|---|---|---|---|---|---|
| SPY · S&P 500 ETF | 15 | 47% | 3.50 | +1.34R | -4.9% | +21.5% | 1993-01 – 2026-11 |
| QQQ · Nasdaq 100 ETF | 17 | 59% | 11.23 | +3.59R | -2.0% | +78.2% | 1999-03 – 2026-11 |
| AAPL · Apple | 30 | 33% | 5.40 | +4.36R | -17.0% | +200.8% | 1980-12 – 2026-11 |
| MSFT · Microsoft | 29 | 31% | 6.45 | +4.03R | -7.6% | +149.2% | 1986-03 – 2026-11 |
| ES · S&P 500 | 12 | 58% | 6.81 | +2.43R | -3.0% | +32.2% | 2000-09 – 2026-11 |
| NQ · Nasdaq 100 | 16 | 69% | 11.11 | +3.18R | -2.0% | +62.7% | 2000-09 – 2026-11 |
| XAU/USD · Gold | 15 | 27% | 2.95 | +1.37R | -5.4% | +19.8% | 2000-08 – 2026-11 |
| BTC/USD | 11 | 45% | 55.94 | +31.15R | -2.0% | +453.5% | 2014-09 – 2026-11 |
Click a market to open that exact test in WickCheck.
Year by year (SPY)
| Year | Trades | Win rate | Result |
|---|---|---|---|
| 1994 | 1 | 0% | -1.0R |
| 1999 | 1 | 100% | +2.8R |
| 2000 | 1 | 0% | -1.0R |
| 2004 | 1 | 100% | +3.3R |
| 2006 | 1 | 100% | +2.3R |
| 2007 | 1 | 100% | +5.5R |
| 2010 | 1 | 100% | +2.3R |
| 2011 | 1 | 0% | -1.0R |
| 2012 | 1 | 0% | -1.0R |
| 2016 | 2 | 0% | -2.0R |
| 2019 | 1 | 0% | -1.0R |
| 2022 | 1 | 100% | +5.7R |
| 2023 | 1 | 0% | -1.0R |
| 2026 | 1 | 100% | +6.2R |
How this test was run
- Real historical candles from Yahoo Finance, daily timeframe, 1993-01-29 to 2026-11-06.
- Signals only on closed candles, so a candle never uses information from its own future.
- Spread and commission included, at typical levels for each market.
- 1% of the account risked per trade. When stop and target both fall inside the same candle, 1-minute data decides which came first (where available).
- Results refresh automatically as new candles come in. Last updated 2026-11-09.
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