The Graveyard / Moving-average cross
FamilyOne average crossing another, or price crossing an average.
tested here
11
survived the screen
0
our lab studies
6
The idea
A fast average crossing a slow one marks the start of a trend.
Why it feels right
Every trend has a cross near its start. The crosses in the middle of nothing are forgotten.
What the data said
Six studies. The cross is a distance artefact: when the fast average is far from the slow one, price has already moved. Entering at the cross buys the move after it happened, and the noise crosses pay the spread for nothing.
The toll (spread, commission, slippage, financing) is the biggest lever we have ever measured: lowering it from 2 to 0.55 basis points changed a strategy's result by more than any rule change. An edge that only exists below real costs is not an edge, and most intraday videos sit in that gap: positive gross, negative net.
Crosses, flips and zones are found by looking back from a move. The ones in the middle of nothing are as common and never shown. Backtesting counts both.
Each row is a full autopsy: the exact rules, every trade, every control. Click one.
* dollars made or lost per trade on a $10,000 position, after trading costs. Green = a profit that passed our checks. Black = a profit we could not tell from luck. Grey = too few trades to trust.
Seen a video that says this one works? Run the autopsy.