I Tested MACD 200 TIMES (Brutal Test) | Win Rate?
Loses money
No edge after realistic trading costs
- trades tested
- 1,061
- per trade after costs
- -5.65bp
- winners
- 41%
- years of data
- 17.5
On gold 30-minute charts, go long when the MACD (12,26,9) line crosses above its signal line below the zero line while price is above the 200 EMA, only in a 'good market' where price holds above the daily 9 EMA. Stop below the pullback low, target 1.5x the risk.
The exact rules we tested
- 01Instrument: XAUUSD | Signal timeframe: 30m | Direction: long
- 02LONG when: macd.line crosses above macd.signal
- 03Higher-timeframe inputs (closed-bar values only, no repaint): ema9d on 1d
- 04Long filter: (macd.line < 0) AND (macd.signal < 0) AND (close > ema200) AND (close > ema9d)
- 05Entry: market at next bar open
- 06Stop: last swing (strength 5) +/- 0bp
- 07Target: 1.5R (risk-multiple of stop)