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MACD Signal-Line Cross — AMD strategy backtest

Enters when the MACD line crosses above its signal line, exits on the cross back down

A curated strategy — a well-known mechanism with sensible risk management built in. Still not a recommendation — it's a mechanism you test yourself.

How this strategy works

• Buys when MACD(12,26,9) macd crosses above MACD(12,26,9) signal.
• Sells when MACD(12,26,9) macd crosses below MACD(12,26,9) signal.
• Trails the stop 18% below the peak.

Run this exact strategy yourself — pick a window:

AMD · 2016-09-14 → 2026-09-11 (2512 bars) · costs & slippage on · vs buy & hold

Drawdown — how far underwater you'd have been

Total return

+1983.5%

Buy & hold +8445.2%

vs Buy & Hold

-6462 pts

lagged the benchmark

Max drawdown

-51.7%

worst peak-to-trough

CAGR

+35.6%

Win rate

39%

Profit factor

2.34

Sharpe

0.96

Trades

Time in market

50%

Best trade

+111.3%

Worst trade

-18.1%

Worst drawdowns · peak → trough	Depth	To trough	Underwater	Recovered
2017-02-27 → 2017-12-05	-51.7%	281d	554d	yes
2021-11-24 → 2022-05-09	-41.0%	166d	434d	yes
2023-06-12 → 2025-04-03	-31.4%	661d	847d	yes

How this is computed → (closed-bar, costs on, vs buy & hold — the full method.)

Past performance is not a reliable indicator of future results. This is an educational, analytical tool — not investment advice, and not a recommendation to buy or sell anything. You make all decisions and execute on your own broker.

Hypothetical performance disclaimer (CFTC Rule 4.41)

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER- OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

How this backtest works

Data: Yahoo Finance / Binance daily OHLC, split-adjusted. Recomputed on each run.
Costs: Commission + tiered slippage on every fill. No leverage.
Execution: Signals act on the next open after a bar closes — never on a price you couldn't have known.
Look-ahead & survivorship: Indicators use closed bars only; the forming bar is dropped. Survivorship is labelled, not hidden.
Benchmark: Measured against buy & hold of the same asset over the same window.
What it isn't: Not advice, not a prediction, no profit claim. I hold no funds and place no orders.

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