SMA Golden and Death Crosses with Trend and Slope Filters
Summary
This strategy uses a short and long simple moving average to identify bullish and bearish crossovers. Its stated example uses 13- and 30-period averages, while additional filters assess whether the trend has persisted and whether the averages' slope difference is large enough to qualify the signal. The document also describes optional higher-timeframe, volume, and MACD checks, alongside stop-loss and take-profit exits. The narrative cites a 20% stop and 100% target, but the listed inputs and source instead give defaults of 12% and 25%, so the exit settings are inconsistent.
The discussion warns that crossovers lag, can struggle in sideways markets, and depend on how trend persistence and slope thresholds are calibrated. The published test configuration covers BTC-USDT futures over a short historical window, but no results are reported. The source is incomplete in the supplied excerpt, limiting verification of how all trend and slope conditions are implemented. The document recommends testing parameter choices and using staged exits or additional confirmation, but offers no evidence that these changes improve performance.
Key ideas
- A bullish or bearish signal begins with a crossover between short and long simple moving averages.
- Trend persistence and the difference in average slopes are described as filters for crossover strength.
- Higher-timeframe direction, volume, or MACD may be added for confirmation.
- The stated exit percentages conflict with the defaults in the parameter list and source.
- The strategy may produce delayed signals and perform poorly in sideways markets.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.