50/200 SMA crosslongResultados de Backtest @ NVDA • 10 Minutes
La estrategia de Cruce de Medias Móviles utiliza dos medias móviles de diferentes períodos para generar señales de compra y venta. Aproxima la idea de un mercado en tendencia usando 2 SMAs, una SMA corta y rápida (50) y otra SMA larga y lenta (200). Compra cuando una SMA corta (50) cruza hacia arriba una SMA larga (200), implicando que la dirección del mercado ha cambiado. Vende cuando una SMA corta (50) cruza hacia abajo una SMA larga (200). Estas son medias móviles bastante largas, lo que significa que esta estrategia está naturalmente destinada a capturar movimientos más grandes, y por lo tanto podría no ser adecuada para marcos de tiempo cortos. ¡Pero suposiciones como esa no significan nada, porque la hemos backtesteado! Compruébalo tú mismo.
Curva de Equidad
El backtest cubre 12.6 months de datos NVDA • 10 Minutes (NVIDIA Corporation), desde June 28, 2024 hasta July 11, 2025.
La curva de equidad es el rendimiento de la estrategia a lo largo del tiempo. Debes compararla con el rendimiento de Compra y Mantén del activo. En general, quieres que el área azul esté bien por encima del área gris.
El drawdown es cuántas pérdidas (realizadas o no realizadas) ha tenido la estrategia si se compara con el pico más alto de equidad. Compara esto con el drawdown del activo para ver si tu estrategia hace un trabajo decente de aislarte de la volatilidad bajista. En general, el área roja debe estar bien dentro del área gris.
Entonces, hemos hecho backtest de 50/200 SMA cross en 12.6 months de velas NVDA • 10 Minutes. Este backtest resultó en 36 posiciones, con una tasa de ganancia promedio de 44% y una relación riesgo-recompensa de 1.45. Si asumes que la relación riesgo-recompensa de 1.45 se mantiene, necesitas una tasa de ganancia mínima de 40.8 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 36 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 5.00% vs 32.90% para el activo
- Máximo Drawdown: Máximo Drawdown: -33.40% vs -42.80% para el activo
- Exposición: Exposición: 56.70% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 44.0%, vs 40.8% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 1.45
Con esa exposición en mente, puedes ver que para 57% tiempo-en-mercado, obtienes 15.20% del potencial alcista del activo, y 78.04% del potencial bajista del activo.
50/200 SMA cross: entrar en una posición cuando
All of the following: # "Papa" 10min Simple Moving Average (50, 0, close) Crosses ↗ 10min Simple Moving Average (200, 0, close)
50/200 SMA cross: salir de una posición cuando
All of the following: # "India" 10min Simple Moving Average (50, 0, close) Crosses ↘ 10min Simple Moving Average (200, 0, close)
50/200 SMA cross @ NVDA • 10 Minutes (5.0%) explicado por Mike, Sarah
Mike
AutorYo fam, let me break down this NVDA backtest for you! 🚀
This is a classic 50/200 SMA cross strategy on the 10-minute timeframe, and honestly, the numbers are giving me mixed vibes. The win rate is sitting at 44% with a solid 1.45 risk/reward ratio - that's actually not bad at all! The win rate leeway is crazy good at 4359% above what we need, which means the strategy has some serious breathing room. 💪
But here's where it gets kinda sus - we're only making 5% net profit while NVDA itself went up almost 33% in the same period. That's like working at Wendy's and watching your buddy with a simple buy-and-hold strategy flex on you. The max drawdown of -33.4% is pretty scary too, ngl. With only 36 trades over the year, we're not exactly day trading here - more like swing trading with extra steps. 📊
Overall, I'd say this strategy needs some tweaking before I'd YOLO my paycheck into it. Maybe add some filters for volatile periods or combine it with RSI or something. The bones are good but it needs more meat! Still better than losing money behind the dumpster at Wendy's though lmao 🍔
Sarah
AutorMadre de Dios, this strategy is a complete disaster! I cannot believe someone would even consider trading this garbage. Let me tell you why this is terrible:
First of all, you are massively underperforming the market - only 5% profit when buy & hold gave 32.9%? That's embarassing! You would have done better putting your money under your pillow. The strategy is clearly not adding any value, it's destroying it.
The risk metrics are horrible too. A Sharpe ratio of 0.35 is pathetic, and that Sortino of 0.06 makes me want to cry. And madre mia, a 33.4% drawdown? Are you trying to give yourself a heart attack? This is not trading, this is gambling with poor odds.
The only slightly positive thing I see is the Risk/Reward ratio of 1.45 and the win rate being above the minimal required - but honestly, who cares when the overall performance is so terrible? This is like saying "well at least the Titanic had nice curtains."
My professional advice? Delete this strategy and never look at it again. It's not worth the electricity your computer uses to run these calculations. If you want to lose money, there are much more entertaining ways to do it.
Métricas tabulares de 50/200 SMA cross sometido a backtest en NVDA • 10 Minutes
| Total de Operaciones | 36 | Beneficio Neto | 5.0% | Beneficio Compra y Mantén | 32.9% |
| Tasa de Ganancia | 44% | Ratio Riesgo/Recompensa | 1.45 | Máximo Drawdown | -33.4% |
| Máximo Drawdown del Activo | -42.8% | Exposición | 56.7% | Promedio de Velas en Posición | 156.4 |
| Ratio de Sharpe | 0.35 | Ratio de Sortino | 0.06 | Volatilidad Realizada | 35.74% |
| Racha Máxima de Ganancia | 4 | Racha Promedio de Ganancia | 1.8 | Racha Máxima de Pérdida | 4 |
| Racha Promedio de Pérdida | 2.5 | Promedio de Operaciones por Mes | 5.7 | Promedio de Operaciones por Día | 0.2 |
| Desv. Est. del Retorno | 6.4 | Desv. Est. de la Pérdida | 2.9 | Desv. Est. de la Ganancia | 6.0 |
| Expectativa | 0.1 | Beta | 0.4 |
Todos los backtests para 50/200 SMA cross
| common.strategy | exposición | rendimiento vs activo | drawdown vs activo | tasa de ganancia | recompensa/ riesgo |
|---|---|---|---|---|---|
BTCUSDT • 1 Minute | 57% | (5.4%/8.9%) 0.61x | (-2.0%/-1.9%) 1.05x | 39 | 5.4 |
EURUSD • 1 Minute | 61% | (-1.1%/-1.0%) 1.10x | (-1.2%/-1.2%) 1.00x | 20 | 1.1 |
GLD • 1 Minute | 52% | (1.7%/0.0%) Infinityx | (-2.5%/-5.5%) 0.45x | 36 | 2.5 |
NVDA • 1 Minute | 61% | (1.2%/16.7%) 0.07x | (-7.9%/-4.4%) 1.80x | 28 | 2.9 |
SPY • 1 Minute | 60% | (0.5%/4.6%) 0.11x | (-2.5%/-2.1%) 1.19x | 33 | 2.3 |
TSLA • 1 Minute | 47% | (6.6%/-10.3%) -0.64x | (-11.2%/-21.4%) 0.52x | 39 | 2.1 |
WMT • 1 Minute | 41% | (-0.5%/-5.4%) 0.09x | (-3.9%/-6.4%) 0.61x | 29 | 2.4 |
BTCUSDT • 10 Minutes | 57% | (18.2%/22.4%) 0.81x | (-8.6%/-12.1%) 0.71x | 41 | 3.1 |
EURUSD • 10 Minutes | 55% | (2.5%/5.8%) 0.43x | (-2.2%/-4.3%) 0.51x | 38 | 2.4 |
GLD • 10 Minutes | 58% | (26.1%/43.7%) 0.60x | (-5.9%/-8.3%) 0.71x | 54 | 3.1 |
NVDA • 10 Minutes | 57% | (5.0%/32.9%) 0.15x | (-33.4%/-42.8%) 0.78x | 44 | 1.4 |
SPY • 10 Minutes | 60% | (6.6%/14.3%) 0.46x | (-13.4%/-20.7%) 0.65x | 41 | 1.9 |
TSLA • 10 Minutes | 47% | (18.4%/59.0%) 0.31x | (-34.8%/-55.3%) 0.63x | 41 | 1.9 |
WMT • 10 Minutes | 60% | (37.4%/40.1%) 0.93x | (-10.3%/-23.8%) 0.43x | 62 | 1.8 |
BTCUSDT • 1 Hour | 56% | (36.4%/68.2%) 0.53x | (-31.3%/-30.6%) 1.02x | 43 | 2.2 |
EURUSD • 1 Hour | 50% | (6.9%/6.8%) 1.01x | (-5.7%/-9.0%) 0.63x | 42 | 2.4 |
GLD • 1 Hour | 60% | (35.8%/117.6%) 0.30x | (-26.6%/-22.2%) 1.20x | 36 | 3.0 |
NVDA • 1 Hour | 61% | (783.4%/3126.3%) 0.25x | (-51.4%/-68.0%) 0.76x | 52 | 3.5 |
SPY • 1 Hour | 64% | (85.7%/106.7%) 0.80x | (-19.0%/-35.1%) 0.54x | 61 | 2.3 |
TSLA • 1 Hour | 55% | (2930.2%/1395.5%) 2.10x | (-38.7%/-75.1%) 0.52x | 56 | 6.0 |
WMT • 1 Hour | 60% | (33.6%/138.2%) 0.24x | (-28.4%/-26.9%) 1.06x | 50 | 1.6 |
BTCUSDT • Daily | 59% | (638.7%/1337.5%) 0.48x | (-61.1%/-76.6%) 0.80x | 83 | 7.3 |
EURUSD • Daily | 35% | (4.8%/10.8%) 0.44x | (-12.2%/-23.3%) 0.52x | 71 | 0.7 |
GLD • Daily | 61% | (242.9%/595.1%) 0.41x | (-36.4%/-45.3%) 0.80x | 46 | 6.4 |
NVDA • Daily | 65% | (83183.3%/373678.5%) 0.22x | (-57.1%/-90.0%) 0.63x | 77 | 16.0 |
SPY • Daily | 72% | (1127.3%/1316.3%) 0.86x | (-32.5%/-56.7%) 0.57x | 87 | 3.8 |
TSLA • Daily | 57% | (3139.0%/24185.2%) 0.13x | (-65.4%/-75.0%) 0.87x | 38 | 25.3 |
WMT • Daily | 64% | (1143.9%/13022.2%) 0.09x | (-57.1%/-50.6%) 1.13x | 39 | 8.1 |