Strategy Name
Golden Cross
The Golden Cross strategy is based on crossing two moving averages, one that is shorter-term (usually the 50-day moving average) and one that is longer-term (usually the 200-day moving average). When the shorter-term moving average crosses above the longer-term moving average, it is seen as a bullish signal, indicating that the asset's price is likely to rise. In this backtest, we set Stop Loss and Trailing Stop Loss to 5 and Take Profit to 20 multiplies of the 14-day ATR indicator value and used the S&P 500 index components as a stock universe.
Type of Positions
Long
Criteria for Opening a Position:
index(sp500) and (sma(50) ca sma(200))
Prioritize Stocks by [?] Highest Capitalization
Order Execution Model: Close Prices
Initial Capital: $100,000
Capital at Risk:
10%
per trade
Portfolio Max Size: 10 positions
Comm. per Trade:
$0.00
Avg Bid-Ask Spread: 0.02%
Stop Loss: 5 atr
Trailing Stop Loss: 5 atr
Take Profit: 20 atr
Period: 1/1/2026 - 12/31/2026
Total Profit: $25,520
Total Trades: 43
Capital Growth: 25.5%
Profit Trades, % of Total: 56%
Profit Factor: [?] 2.37
Avg Trade Duration, days: 32.2
Payoff Ratio: [?] 1.88
Avg Profit per Trade: 6.11%
Max Drawdown: 7%
Avg Profit per Day: 0.19%
Max Drawdown, $: 9,708
Avg Market Impact: [?]
Restoration Factor: [?] 2.63
Overall Viability Score: [?]
Avg Annual Return: 25.5%
CAGR: [?] 25.5%
Year S&P 500 Equity Jan Feb
Mar Apr May
Jun Jul Aug
Sep Oct Nov
Dec
2026
9.41 25.52
2.00
9.03
-1.29
7.02
13.04
-4.22
-1.32
Symbol
Entry Date
Exit Date
Shares Profit, $ Exit On
MI
[?]
07/30/2026
263.87
07/31/2026
266.46
45
114.15
Period End
222.67
440.90
07/17/2026
267.40
07/31/2026
293.82
45
1,186.26
Period End
242.39
480.91
07/15/2026
80.73
07/31/2026
85.24
152
682.93
Period End
77.90
115.72
07/02/2026
373.54
07/31/2026
383.42
33
323.51
Period End
358.07
541.26
06/29/2026
499.65
07/15/2026
470.37
24
-704.89
Stop Loss
470.37
752.84
06/17/2026
131.60
07/31/2026
132.34
94
67.07
Period End
129.37
185.18
06/15/2026
341.83
07/31/2026
360.07
37
672.22
Period End
329.73
552.88
06/10/2026
92.30
06/25/2026
80.54
139
-1,636.77
Stop Loss
80.54
140.42
06/09/2026
68.32
06/15/2026
56.98
188
-2,134.06
Stop Loss
59.84
105.70
06/08/2026
289.61
07/31/2026
279.05
44
-467.10
Period End
268.03
439.27
06/01/2026
224.30
07/31/2026
216.14
57
-467.58
Period End
202.41
364.60
06/01/2026
414.16
07/17/2026
334.56
31
-2,469.67
Stop Loss
347.29
691.74
05/29/2026
17.44
06/17/2026
13.99
690
-2,380.84
Stop Loss
13.99
31.39
05/26/2026
167.89
06/08/2026
165.65
63
-143.02
Stop Loss
165.65
290.96
05/11/2026
19.47
07/31/2026
21.83
546
1,286.18
Period End
19.98
31.36
05/11/2026
304.96
06/09/2026
280.40
34
-837.08
Stop Loss
280.40
538.58
04/13/2026
17.05
07/31/2026
19.24
629
1,375.09
Period End
18.35
24.16
04/13/2026
169.72
05/08/2026
140.64
63
-1,833.56
Stop Loss
140.64
307.06
04/08/2026
24.91
06/01/2026
45.55
431
8,891.38
Take Profit
39.29
45.55
03/26/2026
174.33
05/29/2026
417.33
58
14,089.16
Take Profit
286.69
336.41
03/09/2026
177.27
06/01/2026
183.69
57
363.98
Stop Loss
183.69
269.62
03/06/2026
422.16
06/10/2026
439.47
24
413.42
Stop Loss
439.47
673.54
03/05/2026
105.72
07/02/2026
117.30
96
1,109.58
Stop Loss
117.30
175.23
03/05/2026
129.08
04/08/2026
131.67
79
202.22
Stop Loss
131.67
200.82
03/04/2026
1,003.69
05/26/2026
999.28
9
-41.46
Stop Loss
999.28
1,385.60
02/26/2026
144.30
07/30/2026
141.46
68
-195.11
Stop Loss
141.46
201.46
02/03/2026
239.65
03/20/2026
235.98
38
-141.20
Stop Loss
235.98
331.12
01/29/2026
56.19
03/05/2026
62.70
175
1,136.37
Stop Loss
62.70
76.73
01/29/2026
71.97
03/04/2026
72.22
136
32.26
Stop Loss
72.22
106.75
01/29/2026
527.16
02/26/2026
611.33
18
1,512.84
Stop Loss
611.33
763.81
01/26/2026
346.95
01/27/2026
290.05
29
-1,651.78
Stop Loss
304.39
517.21
01/23/2026
367.30
01/27/2026
331.33
26
-937.03
Stop Loss
331.33
540.43
01/20/2026
516.69
02/03/2026
490.40
18
-474.99
Stop Loss
490.40
711.45
01/14/2026
107.70
05/11/2026
117.01
92
854.43
Stop Loss
117.01
167.06
01/14/2026
255.71
03/05/2026
278.81
39
898.72
Stop Loss
278.81
338.23
01/13/2026
272.07
03/05/2026
284.87
36
458.61
Stop Loss
284.87
363.05
01/12/2026
26.42
04/08/2026
31.83
378
2,042.57
Stop Loss
31.84
36.70
01/07/2026
484.15
01/20/2026
434.84
20
-987.89
Stop Loss
434.84
687.54
01/06/2026
94.94
04/08/2026
121.27
105
2,762.10
Stop Loss
122.35
145.07
01/06/2026
35.66
01/26/2026
46.69
280
3,085.36
Stop Loss
46.69
69.71
01/02/2026
57.09
03/09/2026
60.23
175
547.39
Stop Loss
60.41
76.73
01/02/2026
496.85
01/28/2026
473.01
20
-478.69
Stop Loss
473.13
620.65
01/02/2026
145.40
01/23/2026
136.53
68
-605.05
Stop Loss
136.53
207.36
The Backtester tool displays results for the current year only. To analyze performance over 25+ years and build robust strategies, use our full backtesting engine with a wide range of technical and fundamental indicators.
