Backtest the performance of buying Bitcoin with MACD Golden Cross, holding for 30 trading days, from 2022 to now.
10/23/2025 04:42am
The event-based back-test has been completed.
Key take-aways
• Sample size: 55 MACD golden-cross events on BTC (daily data, 2022-01-01 — 2025-10-22).
• Holding rule: buy at the first close after the golden cross, hold for 30 trading days, no stop-loss / take-profit.
• 30-day average event return: +4.10 % vs benchmark (buy-and-hold) +3.47 % → edge not statistically significant.
• Short-term (1-10 days) performance was weak; the edge began to turn positive only after ~12-15 days.
• Win-rate hovered around 50 %; risk-adjusted advantage is therefore limited.
Notes on assumptions
1. Price type: close (default when intraday execution price not specified).
2. Signal extraction: a “golden cross” = MACD line crossing above its signal line; dates were pulled from daily MACD data.
3. Risk control: none beyond the fixed 30-day exit requested.
For a full interactive breakdown (daily return curve, cumulative P&L, histogram of event outcomes, etc.), please open the module below.
```jgy-json-canvas
{
"show_type": "jgyNewLowcode",
"config": {
"type": "iwencai/stockBackTesting",
"version": "0.0.2",
"url": "https://cdn.ainvest.com/frontResources/s/aime-frontend-foiegras-outer/stockBackTesting/0.0.2/stockBackTesting@0.0.2index.js"
},
"data": {
"datas": [
{
"Backtest Object": "BTCUSD.UDC",
"Backtest Event": "MACD Golden Cross (30-day hold)",
"Backtest Period": "2022.01.01 - 2025.10.22",
"backtest_result": "https://cdn.ainvest.com/backtest/agent/session/784562/ecf67c5d-987a-4968-8168-f3772f3e4bd8/882e60c6-d5a4-4794-a848-1a695e841a5a/btc_macd_event_bt.json"
}
]
}
}
```
Let me know if you’d like to adjust parameters (e.g., different holding periods, add stop-loss / take-profit levels) or explore alternative indicators.
