The Golden Cross strategy is based on crossing two moving averages, one that is shorter-term (usually the 50-day moving average) and one that is longer-term (usually the 200-day moving average). When the shorter-term moving average crosses above the longer-term moving average, it is seen as a bullish signal, indicating that the asset's price is likely to rise. In this backtest, we set Stop Loss and Trailing Stop Loss to 5 and Take Profit to 20 multiplies of the 14-day ATR indicator value and used the S&P 500 index components as a stock universe.
Type of Positions
Long
Position Opening
Criteria for Opening a Position:
index(sp500) and (sma(50) ca sma(200))
Prioritize Stocks by [?]
Highest Capitalization
Order Execution Model:
Close Prices
Backtest Parameters
Initial Capital:
$100,000
Capital at Risk:
10%
per trade
Portfolio Max Size:
10 positions
Comm. per Trade:
$0.00
Avg Bid-Ask Spread:
0.02%
Stop Loss:
5 atr
Trailing Stop Loss:
5 atr
Take Profit:
20 atr
Period:
1/1/2026 - 12/31/2026
The backtester displays results for the current year only. Please sign up to view the full report.
