BTC: Golden Cross (50/200 SMA) Backtest — +71.7% vs +126.2% Buy-and-Hold
Real backtest of the Golden Cross (50/200 SMA) strategy on BTC-USD over 5 years: +71.7% return vs +126.2% buy-and-hold, 5 trades, 40% win rate, 32.6% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +71.7% (trailed buy-and-hold at +126.2%)
- Win rate: 40% over 5 trades
- Max drawdown: 32.6%
- Sharpe ratio: 0.26
- Period: 5 years of real historical price data
What the numbers say
On BTC, the Golden Cross (50/200 SMA) trailed buy-and-hold over the five years through Nov 2026: +71.7% against +126.2% for simply holding — a gap of 54.6 percentage points. The strategy took 5 completed trades (2 profitable, 3 not), a 40% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 32.6% versus 53.1% for buy-and-hold. Dollar-cost averaging into BTC over the same window returned +67.8%. Best single trade: +76.6% (2023-10-30 to 2024-08-10); worst: -5.0% (2023-02-07 to 2023-02-09).
Computed by StratIQ's backtest engine on real daily prices through Nov 2026 (generated 2026-11-12). Fills are assumed at the close with a 5% stop-loss; slippage and commissions are not modeled. This is a historical study of a rule — not a pick, not a recommendation, and not financial advice.
One of the most widely cited trend-following signals: go long Bitcoin when the 50-day SMA crosses above the 200-day SMA (a 'golden cross'), exit when it crosses back below (a 'death cross').
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