50/200 SMA crosslong

Backtest-Ergebnisse @ SPY • 10 Minutes

The backtest results show some concerning patterns for this classic SMA crossover strategy. The Win Rate of 41% with Risk/Reward of 1.89 looks mathematically viable, but I'm not convinced about its real-world applicability.

The strategy underperforms buy & hold significantly (6.6% vs 14.3%) while still exposing you to significant drawdowns (-13.4%). What worries me most is the low trading frequency - only 29 trades over 12.6 months means we don't have enough statistical significance to trust these numbers. The average trade duration of 205 candles also suggests the strategy is quite slow to react to market changes, which explains the underperformance in volatile periods.

I must say though, the risk metrics are not completely terrible - Beta of 0.34 shows good market independence, and the drawdown is better than the overall market (-13.4% vs -20.7%). But with such low Sharpe (0.36) and Sortino (0.47) ratios, I would not recommend trading this without significant modifications. Perhaps adding momentum filters or optimizing the SMA periods could improve the results, but in its current form, the strategy needs more work to be viable.

Yo fam, let me break down this 50/200 SMA cross strategy on SPY! 🚀

Looking at these numbers, it's giving me some mixed vibes tbh. The strategy's got a decent risk/reward ratio of 1.89 and that win rate leeway is absolutely bonkers at 4065% above the minimum - that's some serious cushioning! 💪 Plus, those average wins are nearly double the size of average losses, which is pretty sweet.

But here's the thing bros - we're only catching about 46% of the market's total gains (6.6% vs 14.3% buy & hold), and that 41% win rate could definitely be better. The max drawdown of -13.4% is actually not too shabby compared to the asset's -20.7%, so we're managing risk decent enough. Market exposure at 59.9% means we're staying safe during choppy times, which I dig. 🏄‍♂️

Overall, this strategy isn't exactly YOLO material, but it could be a solid base to build on. Maybe add some momentum indicators or volume confirmation to boost that win rate? I'd probably throw a small portion of my Wendy's checks at this while I keep tweaking it. Just remember, past performance doesn't guarantee future tendies! 🍗

Madre mía, this is one of the most mediocre strategies I have seen in my career! Let me tell you why this is basically throwing money into garbage.

First, your win rate is pathetic - only 41%! Even though your Risk/Reward ratio of 1.89 technically makes this mathematically viable, you're basically hoping to catch big winners while accepting frequent losses. This is mentally exhausting and most traders would break down psychologically before seeing any real profits.

The performance is embarassing - 6.6% net profit when buy & hold gave 14.3%? ¡Qué desastre! You're basically paying commission fees and spending time to make HALF of what you could make by simply buying and forgetting. The Sharpe ratio of 0.36 is terrible - you're taking on risk without adequate compensation.

The only somewhat decent thing here is your Win Rate Leeway being positive, but honestly, that's like being proud of getting a D- instead of failing completely. The strategy produces very few trades (only 29 in over a year!) which means your sample size is too small to be statistically meaningful.

¡Por favor! Do yourself a favor and either stick to buy & hold or develop something that actually adds value instead of destroying it. This strategy belongs in the trash bin.