Moving-Average Crossover (intraday) · 2026-08-12
The Indicator Report — “Moving-Average Crossover (intraday)”
Bottom line
No — the evidence did not clear the adoption bar.
Sample
901,558 simulated trades · 6 instruments
Why it matters
Do not treat the tested rule as a supported standalone edge on this evidence.
Biggest limitation
this tests the MECHANICAL SKELETON of the published rule — discretionary context a human reader would add is not mechanizable and is NOT modelled
A fast moving average crossing above a slow one is a long entry and crossing below is a short entry, used as an INTRADAY signal on hourly bars. SCOPE, because the two get conflated: this is NOT the daily-chart 'golden cross', which is a different claim on a different timeframe and is not tested here.
1,152 declared cells x 2 fill conventions, 901,558 simulated trades, 6 instruments, 2016-2025 on H1 bars. Breadth 10.6% / 17.5% positive net of costs (conservative/optimistic fills). Indistinguishable from random bar sequences.
Inspect evidence and methodology
- • this tests the MECHANICAL SKELETON of the published rule — discretionary context a human reader would add is not mechanizable and is NOT modelled
- • single intraday vendor (HistData ASCII M1 -> H1, UTC); no second vendor ran this grid
- • both fill conventions are reported because they can disagree; the placebo shares the same conventions, which is why the EXCESS carries the verdict and the raw expectancy never does
- • costs are measured spread medians over ALL hours, which is conservative for a rule traded in liquid sessions