Golden Cross (SMA 50/200)
Positive risk-adjusted return in 16 of 18 cells — strongest on SPX500 · 1H (Sharpe 1.84); 2 cells lose after the 0.05% per-side fee. Median cell trails buy-and-hold by 16.9pp; 5 of 18 cells beat it.
§ Verdict rationale
Composite Sharpe 0.78 across 18 cells. The edge concentrates in SPX500 1H (Sharpe 1.84); 2 of 18 cells are negative after the 0.05% per-side fee.
§ Alpha score breakdown
alpha = edge (0-40: clamp(compositeSharpe/2,0,1)*40) + stability (0-25: positiveCells/18*25) + flaw penalty (0 to -25: static findings, 0 across v1 catalog) + reproduction (0-10: engine oracle parity vs pine2py, 251/257 scripts = 9)
§ Equity vs buy-and-hold — fee-adjusted, per cell
§ All 18 cells — including the ugly ones
| Market · TF | Sharpe | Return | vs B&H | Max DD | Win | Trades |
|---|---|---|---|---|---|---|
| BTCUSD 1H | 0.70 | +1173.5% | -207.7pp | -63.1% | 34% | 258 |
| BTCUSD 4H | 0.91 | +3519.4% | +2152.1pp | -61.6% | 37% | 57 |
| BTCUSD 1D | 0.60 | +629.7% | -759.8pp | -66.7% | 63% | 8 |
| ETHUSD 1H | 0.74 | +2346.8% | +1818.6pp | -59.8% | 34% | 246 |
| ETHUSD 4H | 0.99 | +12780.4% | +12265.2pp | -59.1% | 49% | 49 |
| ETHUSD 1D | 0.56 | +604.3% | +76.9pp | -78.7% | 63% | 8 |
| SPX500 1H | 1.84 | +65.5% | -6.7pp | -6.7% | 70% | 10 |
| SPX500 4H | 0.84 | +19.1% | -52.6pp | -6.5% | 50% | 4 |
| SPX500 1D | 0.66 | +257.7% | -325.6pp | -34.1% | 67% | 6 |
| QQQ 1H | 1.53 | +78.5% | -14.4pp | -12.9% | 60% | 10 |
| QQQ 4H | 0.81 | +36.6% | -55.3pp | -13.5% | 100% | 2 |
| QQQ 1D | 0.88 | +792.6% | -617.0pp | -28.6% | 75% | 8 |
| GOLD 1H | 1.22 | +74.8% | -54.2pp | -14.4% | 43% | 14 |
| GOLD 4H | 1.47 | +109.1% | -19.3pp | -19.3% | 100% | 2 |
| GOLD 1D | 0.37 | +83.6% | -141.3pp | -26.8% | 36% | 11 |
| EURUSD 1H | -0.06 | -1.3% | -10.4pp | -7.7% | 39% | 52 |
| EURUSD 4H | 0.19 | +2.5% | -6.6pp | -6.6% | 30% | 10 |
| EURUSD 1D | -0.11 | -9.3% | +9.3pp | -19.0% | 33% | 12 |
16 of 18 cells positive · best SPX500 · 1H · cells are not equal length — the composite is a median
§ The exact source that ran — Pine v5
//@version=5strategy("Golden Cross (SMA 50/200)", initial_capital=100000, default_qty_type=strategy.percent_of_equity, default_qty_value=100)fast = ta.sma(close, 50)slow = ta.sma(close, 200)longSig = ta.crossover(fast, slow)exitSig = ta.crossunder(fast, slow)if longSig strategy.entry("L", strategy.long)if exitSig strategy.close("L")plot(strategy.equity, "equity")plot(strategy.position_size, "pos")plot(strategy.closedtrades, "closed")plot(strategy.wintrades, "wins")plot(strategy.grossprofit, "gp")plot(strategy.grossloss, "gl")This source was executed verbatim by the wavealgo JS engine — there is no port step to drift. The engine is oracle-verified bar-by-bar (1e-9 tolerance) against an independent Python implementation on 251/257 corpus scripts.
§ Flaw checklist
Verdict rules: pass: composite Sharpe >= 0.9 and >= 12/18 cells positive · cond: composite Sharpe > 0 and best cell Sharpe >= 0.9 · fail: otherwise · rep: static repaint/look-ahead finding (none in the authored v1 catalog: confirmed-bar signals, next-bar-open fills)
§ What the numbers mean
- Sharpe ratio
- Risk-adjusted return: mean daily return divided by its standard deviation, annualized ×√252. The composite figure is the median of the 18 cell Sharpes, not the mean — cells differ in length by an order of magnitude, and one long cell should not carry the other seventeen.
- Max drawdown
- The worst peak-to-trough equity loss over the window, measured on the fee-adjusted curve. What you would have sat through, not what you would have ended with. The headline figure is the deepest of the 18 cells, not their average.
- Profit factor (PF)
- Gross profit divided by gross loss, with fees charged to the loss side. Above 1.0 means gross gains exceeded gross losses; 1.0–1.2 is usually noise.
- Win rate
- Share of closed trades that closed profitable. A high win rate with a profit factor near 1 means many small wins and a few large losses — common in mean-reversion.
- vs buy-and-hold
- Strategy total return minus the return of simply holding the asset over the same window — the benchmark any active strategy must beat to justify existing. Shown as the median of the 18 cells plus how many cells beat it; a mean would let one long cell stand in for the rest.
- Alpha score
- The desk’s 0–100 composite: out-of-sample edge (0–40; the methodology page defines what out of sample means for the catalog), regime stability across cells (0–25), flaw penalty (0 to −25), reproduction accuracy (0–10). The exact formula ships with the data.
Bring your own. We grade it the same.
Engine: resin 0.2.2 (next-bar-open fills, TV rule) · scored UTC 2026-11-07 10:58 · deterministic rerun — same data, same numbers. Backtested results are measurements of the past, not investment advice; nothing here is a recommendation to trade. wavealgo is operated by Streamize LLC.