ETH: MACD Signal Line Crossover Backtest — +170.8% vs +0.7% Buy-and-Hold
Real backtest of the MACD Signal Line Crossover strategy on ETH-USD over 5 years: +170.8% return vs +0.7% buy-and-hold, 59 trades, 31% win rate, 39.5% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +170.8% (beat buy-and-hold at +0.7%)
- Win rate: 31% over 59 trades
- Max drawdown: 39.5%
- Sharpe ratio: 0.48
- Period: 5 years of real historical price data
What the numbers say
On ETH, the MACD Signal Line Crossover beat buy-and-hold over the five years through Nov 2026: +170.8% against +0.7% for simply holding — a gap of 170.1 percentage points. The strategy took 59 completed trades (18 profitable, 41 not), a 31% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 39.5% versus 67.6% for buy-and-hold. Dollar-cost averaging into ETH over the same window returned -5.4%. Best single trade: +57.5% (2024-02-06 to 2024-03-15); worst: -5.0% (2022-06-23 to 2022-06-30).
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 Ethereum when the MACD line crosses above its signal line, sell when it crosses back below.
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