ETH: Golden Cross (50/200 SMA) Backtest — +47.7% vs +0.7% Buy-and-Hold
Real backtest of the Golden Cross (50/200 SMA) strategy on ETH-USD over 5 years: +47.7% return vs +0.7% buy-and-hold, 5 trades, 40% win rate, 42.8% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +47.7% (beat buy-and-hold at +0.7%)
- Win rate: 40% over 5 trades
- Max drawdown: 42.8%
- Sharpe ratio: 0.18
- Period: 5 years of real historical price data
What the numbers say
On ETH, the Golden Cross (50/200 SMA) beat buy-and-hold over the five years through Nov 2026: +47.7% against +0.7% for simply holding — a gap of 47.0 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 42.8% versus 67.6% for buy-and-hold. Dollar-cost averaging into ETH over the same window returned -5.4%. Best single trade: +38.5% (2023-11-21 to 2024-08-08); worst: -5.0% (2023-02-09 to 2023-03-09).
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 Ethereum 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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