Hypotheses
FMZ Bullish MA Pullback: Fixed-Rule Daily ETC/ATOM/NEAR Spot Basket
Test the source's bullish moving-average alignment and pullback-entry mechanism on three fixed crypto spot instruments using daily bars. Preserve SMA periods 5/10/20/60 and symmetric 10% profit/loss thresholds.…
Hypothesis
Test the source's bullish moving-average alignment and pullback-entry mechanism on three fixed crypto spot instruments using daily bars. Preserve SMA periods 5/10/20/60 and symmetric 10% profit/loss thresholds. Explicit adaptations: replace historical A-share selection with a predeclared crypto basket, replace 1000-share sizing with equity-relative sizing, and evaluate a closing-price pullback at the completed daily bar instead of claiming execution at an opening price already in the past. This is an adaptation, not a faithful reproduction. The source's performance claims provide no evidence for this experiment.
Analysis
多头趋势回踩 策略
Backtest and paper results are hypothetical. Trading involves risk of loss.