BEST MACD Trading Strategy [86% Win Rate]
Loses money
No edge after realistic trading costs
- trades tested
- 1,122
- per trade after costs
- -17.17bp
- winners
- 37%
- years of data
- 4.6
A trend-following and support-bounce strategy combining MACD line/signal crossovers below/above the zero line, filtered by a 200 EMA and key support/resistance levels, with a 1.5 risk-to-reward target.
The exact rules we tested
- 01Instrument: ETHUSDT | Signal timeframe: 15m | Direction: both
- 02Session: 00:00-23:59 (exchange tz), positions may hold overnight
- 03LONG when: (macd1.line crosses above macd1.signal) AND (macd1.line < 0) AND (close > ema200) AND (low within 50bp of swing_support)
- 04SHORT when: (macd1.line crosses below macd1.signal) AND (macd1.line > 0) AND (close < ema200)
- 05Entry: market at next bar open
- 06Stop: at the ema200 level
- 07Target: 1.5R (risk-multiple of stop)