"BEST MACD Trading Strategy [86% Win Rate]" Tested 100 Trades Full Results
Loses money
No edge after realistic trading costs
- trades tested
- 844
- per trade after costs
- -13.34bp
- winners
- 39%
- years of data
- 4.9
BTCUSDT 15m: trade only in the direction of the 200 EMA. For longs, price must take out an untapped short-term swing low (support), bounce, come back to retest it, and then the MACD must cross up from below the zero line; stop at the 200 EMA (or the pullback low when the EMA is too close), target 1.5R. Shorts mirror.
The exact rules we tested
- 01Instrument: BTCUSDT | Signal timeframe: 15m | Direction: both
- 02LONG sequence: 1. ([low < sl] just became true this bar) AND (close > ema200) THEN 2. low > sup (within 24 bars) THEN 3. low within 20bp of sup (within 24 bars) THEN 4. (macd.line crosses above macd.signal) AND (macd.line < 0) (within 12 bars)
- 03SHORT sequence: 1. ([high > sh] just became true this bar) AND (close < ema200) THEN 2. high < res (within 24 bars) THEN 3. high within 20bp of res (within 24 bars) THEN 4. (macd.line crosses below macd.signal) AND (macd.line > 0) (within 12 bars)
- 04Long filter: (close > ema200) AND (close > sup)
- 05Short filter: (close < ema200) AND (close < res)
- 06Entry: market at next bar open
- 07Stop: at the stop_l (longs) / stop_s (shorts) level
- 08Target: 1.5R (risk-multiple of stop)
- 09Where sup = sl frozen at the last bar when [low < sl] just became true this bar
- 10Where res = sh frozen at the last bar when [high > sh] just became true this bar
- 11Where stop_l = the lower of ema200 and pbl
- 12Where stop_s = the higher of ema200 and pbh