BTC: MACD Signal Line Crossover Backtest — +149.9% vs +126.2% Buy-and-Hold
Real backtest of the MACD Signal Line Crossover strategy on BTC-USD over 5 years: +149.9% return vs +126.2% buy-and-hold, 61 trades, 33% win rate, 27.4% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +149.9% (beat buy-and-hold at +126.2%)
- Win rate: 33% over 61 trades
- Max drawdown: 27.4%
- Sharpe ratio: 0.51
- Period: 5 years of real historical price data
What the numbers say
On BTC, the MACD Signal Line Crossover beat buy-and-hold over the five years through Nov 2026: +149.9% against +126.2% for simply holding — a gap of 23.7 percentage points. The strategy took 61 completed trades (20 profitable, 41 not), a 33% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 27.4% versus 53.1% for buy-and-hold. Dollar-cost averaging into BTC over the same window returned +67.8%. Best single trade: +36.9% (2023-01-03 to 2023-01-30); worst: -5.0% (2022-06-25 to 2022-06-28).
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.
A momentum strategy: buy Bitcoin when the MACD line crosses above its signal line, sell when it crosses back below.
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