XRP: Golden Cross (50/200 SMA) Backtest — -30.2% vs +144.9% Buy-and-Hold
Real backtest of the Golden Cross (50/200 SMA) strategy on XRP-USD over 5 years: -30.2% return vs +144.9% buy-and-hold, 7 trades, 0% win rate, 35.1% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: -30.2% (trailed buy-and-hold at +144.9%)
- Win rate: 0% over 7 trades
- Max drawdown: 35.1%
- Sharpe ratio: -1.11
- Period: 5 years of real historical price data
What the numbers say
On XRP, the Golden Cross (50/200 SMA) trailed buy-and-hold over the five years through Nov 2026: -30.2% against +144.9% for simply holding — a gap of 175.1 percentage points. The strategy took 7 completed trades (0 profitable, 7 not), a 0% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 35.1% versus 72.1% for buy-and-hold. Dollar-cost averaging into XRP over the same window returned +46.9%. Best single trade: -5.0% (2022-10-23 to 2022-11-08); worst: -5.0% (2022-10-23 to 2022-11-08).
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 XRP 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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