Moving Average Price Crossover System: Equities
Trade Entry/Exit Rules
No Stop Used
No Limit (target) Used
New Close Above Moving Average
New Close Below Moving Average
LONG Entry Results: Swing Trade (shorter term)
|Trading Session Time
||930EST to 1600EST
||Swing Trade (shorter term)
|Moving Average Type
|Moving Average Length
|Net Profit ($)
|Gross Profit ($)
|Gross Loss ($)
||$3.34 Per Trade
Trading Strategy Analysis
This is a great example of how different the market indexes can trade compared to individual stocks. When this strategy is applied to the S&P 500 using 60 minute candles (for a shorter term swing trade), the performance is actually decent and worthy of further analysis. When the same settings are applied to an individual stock (such as INTC), the results are not as good. Even if a reoptimization is performed as was the case here.
The profit factor is simply too low for this strategy to be considered for additional analysis.
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Unless otherwise noted, all returns posted on this site and in our videos is considered Hypothetical Performance.
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.
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