The Graveyard / Moving-average trend
FamilyAverages as trend filter or dynamic support, without a cross trigger.
tested here
8
survived the screen
0
our lab studies
4
The idea
Averages as trend filters or dynamic support: trade only with the 200, buy the touch of the 50.
Why it feels right
A trending chart with an average under it is a persuasive picture; the average 'held' every time the trend continued.
What the data said
Distance from an average sorts nothing that survives costs: 0 of 4,944 cells across average lengths, distances, targets and stops on gold and the Nasdaq. A bounce tilt exists on gold and is a fifth of the spread.
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.
Many effects are statistically real and smaller than the spread. A tilt of half a basis point with a t-stat of 20 is a fact about markets and a losing trade. We report both numbers so you can see which one you have.
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.