Moving Average Price Crossing Trading Strategy: INTC Day Trade

Applying the Moving Average Price Crossing strategy to INTC with 10 Minute Candles

Moving Average Price Crossover System: Equities (INTC)

Trade Entry/Exit Rules

Stop Settings:
No Stop Used

Limit Settings:
No Limit (target) Used

Buy Trigger(s):
New Close Above Moving Average

Sell Trigger(s):
New Close Below Moving Average OR Market Closes

LONG Entry Results: Day Trade


Simulation Setting
Asset Type Equities
Symbol INTC
Start Date 03/06/1991
End Date 07/31/2017
Trading Session Time 930EST to 1600EST
Trading Application Day Trade
Candle Size 10 Minutes
Direction Long
Moving Average Type SMA
Moving Average Length 300
Performance Metric
Profit Factor 0.64
Net Profit ($) $-10209.00
Gross Profit ($) $17899.00
Gross Loss ($) $-28108.00
Total Trades 3376
Average Gain/Trade $-3.02 Per Trade
Percent Profitable 20.17%
Maximum Drawdown $-10220.00

Trading Strategy Analysis


As the equity curve shows, this strategy is about as bad as it gets. Straight down with very few gains. The final optimization showed a Moving Average length of 300 was ideal – which implies that this strategy should NEVER be applied to a stock such as INTC. Of course, this equity curve does beg the question: “What if we instead went short when a new signal was generated?”.