Original Summary

Disclosure: I built Tickfloor (tickfloor.com), a stock and crypto testing site with a paid pass, so this is my own project and it is also marketing. I took 16 trading rules that get shared constantly (golden cross, death cross, Connors Double 7, RSI(2) dip buying and a few others), fixed the usual default settings before running anything, and tested each one after costs against simply holding the same assets. None passed. The death cross traded short on 18 coins returned -33.5% a year while holding returned 32.3%, with a 97% max drawdown on the short side. The golden cross on 40 US stocks made 10.1% a year against 16.6% for holding, and beat only 38% of random-timing copies. Both sides are scored from the same start date, once the 200-day average exists. The best looking was the Awesome Oscillator on crypto at +26 points a year over holding, but its p-value was 0.21, which is roughly what luck alone produces when you test this many rules. Across the whole site that is 694 strategies and 785 tests so far, and 0 have passed a multiple-testing correction. This covers one set of default settings on one slice of history, so it does not prove no rule can work, and crypto had a strong run that makes holding hard to beat. The part I'm unsure about as a builder: "we found nothing" is an awkward thing to sell. If you've shipped a product built around a negative result, how did you explain it to people? Results file and method are free: https://tickfloor.com/research/claims/golden-cross-death-cross?utm_source=reddit&utm_campaign=1011 General information, not personal advice.   submitted by   /u/Embarrassed-Ad-7032 [link]   [comments]

  • 情报分类：商业与市场研究
  • 分类依据：内容涉及商业、投资或市场动态
  • 信息来源：Reddit · SideProject
  • 发布时间：2026/10/11 19:50:05