50/200 SMA crosslongResultados de Backtest @ NVDA • 1 Hour
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 5.7 years de datos NVDA • 1 Hour (NVIDIA Corporation), desde October 25, 2019 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 5.7 years de velas NVDA • 1 Hour. Este backtest resultó en 27 posiciones, con una tasa de ganancia promedio de 52% y una relación riesgo-recompensa de 3.52. Si asumes que la relación riesgo-recompensa de 3.52 se mantiene, necesitas una tasa de ganancia mínima de 22.1 para ser rentable. Así que vas bien hasta ahora. Sin embargo, 27 posiciones es una muestra pequeña, así que toma los resultados con mucha cautela. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 783.40% vs 3126.30% para el activo
- Máximo Drawdown: Máximo Drawdown: -51.40% vs -68.00% para el activo
- Exposición: Exposición: 61.00% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 52.0%, vs 22.1% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 3.52
Con esa exposición en mente, puedes ver que para 61% tiempo-en-mercado, obtienes 25.06% del potencial alcista del activo, y 75.59% del potencial bajista del activo.
50/200 SMA cross: entrar en una posición cuando
All of the following: # "Papa" 60min Simple Moving Average (50, 0, close) Crosses ↗ 60min Simple Moving Average (200, 0, close)
50/200 SMA cross: salir de una posición cuando
All of the following: # "India" 60min Simple Moving Average (50, 0, close) Crosses ↘ 60min Simple Moving Average (200, 0, close)
50/200 SMA cross @ NVDA • 1 Hour (783.4%) explicado por Alex C, Mike, Sarah
Alex C
AutorThe backtest results show some interesting metrics, but I have concerns about the reliability. The strategy seems to produce very few trades - only 27 over 5.7 years. This is problematic from statistical perspective, as we need more data points for reliable conclusions.
The win rate of 52% combined with a good risk/reward ratio of 3.52 looks promising at first glance. However, the max drawdown of 51.4% is quite high, which could be difficult to handle psychologically. The strategy significantly underperforms buy & hold (783.4% vs 3126.3%), which is not optimal for a stock like NVDA that has been in strong uptrend.
I see red flags in the trading frequency - with only 0.8 trades per month, this strategy might be too passive. Also, the performance metrics across different timeframes are inconsistent - showing both extremely high gains and significant losses. This suggests the strategy might not be robust enough. I would recommend either adjusting the parameters to generate more signals or looking for additional confirmation indicators to improve reliability.
Mike
AutorYo fam, check out these juicy NVDA results! 🚀 This 50/200 SMA cross strategy is showing some serious potential, even though it's not beating the insane buy & hold returns (I mean, it's NVIDIA we're talking about, that thing's been on fire! 🔥).
The stats are actually pretty sweet - 3.52 risk/reward ratio is no joke, and that 52% win rate with 33% average wins vs 9% average losses is looking clean! What really gets me hyped is that win rate leeway - we only need 22% to break even, but we're hitting 52%. That's like having a massive safety net under our trading bridge, fam! 💪
But keeping it real though - that 51% max drawdown is pretty scary (though still better than holding through NVDA's 68% drops), and we're only getting like 1 trade per month. Plus that -198% performance in the 1Y period is kinda sus. Still, looking at those 2Y+ returns (350-720% gains) makes me wanna YOLO my next paycheck into this! 🤑 Just kidding... unless?
Sarah
AutorMadre de Dios, this strategy is a complete disaster! I can't believe someone would even consider trading this garbage. Let me tell you why this is terrible.
First of all, only 27 trades in almost 6 years? That's ridiculous! You're making less than 1 trade per month - might as well go play bingo with your abuela. And look at that pathetic 783% return compared to buy & hold's 3126%. You're literally losing money by trying to be clever instead of just holding the damn stock.
The risk metrics are absolutely horrible. A -51.4% drawdown? Are you trying to give yourself a heart attack? And that Sharpe ratio of 0.74 is embarassingly bad - it means you're taking on massive risk for mediocre returns. Even worse, your Sortino ratio is 0.28 which shows you're handling downside risk like a drunk torero.
The only semi-decent thing here is the Risk/Reward ratio of 3.52, but it's completely meaningless with such few trades. And don't get me excited about that 52% win rate - it's barely better than flipping a coin!
Anyone who trades this strategy deserves to lose their money. My advice? Either buy and hold or find a strategy that actually trades more than once in a blue moon. This is just painful to look at.
Métricas tabulares de 50/200 SMA cross sometido a backtest en NVDA • 1 Hour
| Total de Operaciones | 27 | Beneficio Neto | 783.4% | Beneficio Compra y Mantén | 3126.3% |
| Tasa de Ganancia | 52% | Ratio Riesgo/Recompensa | 3.52 | Máximo Drawdown | -51.4% |
| Máximo Drawdown del Activo | -68.0% | Exposición | 61.0% | Promedio de Velas en Posición | 225.0 |
| Ratio de Sharpe | 0.74 | Ratio de Sortino | 0.28 | Volatilidad Realizada | 34.86% |
| Racha Máxima de Ganancia | 4 | Racha Promedio de Ganancia | 2.0 | Racha Máxima de Pérdida | 4 |
| Racha Promedio de Pérdida | 2.2 | Promedio de Operaciones por Mes | 0.8 | Promedio de Operaciones por Día | 0.0 |
| Desv. Est. del Retorno | 36.6 | Desv. Est. de la Pérdida | 6.2 | Desv. Est. de la Ganancia | 41.2 |
| Expectativa | 1.3 | Beta | 0.55 |
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 |