SPECIMEN 008 / STRATEGY AUTOPSYCRYPTO · OUT-OF-SAMPLE TESTED
The 9/21 EMA Crossover
The day-trader's bread and butter — fast EMA over slow, you're long. Unlike most of this graveyard, it actually held up.
Momentum
Spot · daily · EMA(9/21)
10 coins · out-of-sample
Survived
The claimFast EMA over slow, you're long. The day-trader's staple.
The realityActually beat holding on 7 of 10 coins, and stayed ahead out-of-sample. Rare, and real.
Verdict Survived the honest test
01 The seduction
Nine-period EMA crosses above the twenty-one, you go long; crosses below, you're out. It's the first crossover every day-trader learns — faster and twitchier than the golden cross — and on a trending chart it hugs the move closely.
The 9/21 EMA Crossover · BTC
+1033%
$1,000 → $11,328 vs $7,538 holding
Beat buy & hold
7 / 10
a real majority
Out-of-sample
6 / 10
held up in recent years
Simulated on real historical prices, fees included, and past results are not the future. See how we grade →
02 The one line that ends it
Survived
The 9/21 EMA Crossover vs. doing nothinglog scale
The strategyBuy & hold (doing nothing)
The 9/21 EMA Crossover beat holding on 7 of 10 majors — and 6 of 10 out-of-sample. Same money, same window, fees included — measured against simply buying Bitcoin once and never touching it.
03 The evidence
| Coin | Trades | Win % | Strategy | Buy & hold | Verdict |
|---|
| BTC | 46 | 35 | +1033% | +654% | beat |
| ETH | 46 | 41 | +1271% | +1285% | lost |
| BNB | 50 | 48 | +8650% | +2792% | beat |
| SOL | 44 | 34 | +3953% | +3395% | beat |
| XRP | 50 | 32 | +196% | +349% | lost |
| LINK | 53 | 32 | +24% | +132% | lost |
| LTC | 55 | 29 | −26% | −36% | beat |
| DOGE | 41 | 41 | +7414% | +1846% | beat |
| ADA | 49 | 31 | +1627% | +173% | beat |
| AVAX | 47 | 36 | +2174% | +61% | beat |
Beat holding on 7 of 10 coins — and on 6 of 10 in the recent out-of-sample period (the honest test that separates a real edge from a bull-market coincidence).
04 The other direction — what if you also shorted?
The headline test sits in cash when it is not long. The fair question is whether trading both ways helps — so we ran the identical rule with the flat side flipped to a 1x short (still no leverage), same fees, same ten coins.
| View | BTC $1k→ | Median return | Median maxDD | Beat hold | Verdict |
|---|
| Long / flat · headline | $11,328 | +1033% | 74% | 7/10 | Survived |
| Long / short 1x · illustrative | $4,213 | +321% | 93% | 4/10 | No edge · coin flip |
Trading it both ways was worse on the headline test — median return +1449% → +117%, worst drawdown 74% → 93% and the verdict fell from survived to no edge · coin flip. And that is before funding: a short is not spot, it needs a derivative that pays borrow/funding (~10–30%/yr) this omits — add a realistic 20%/yr and the median return drops to −38%. Shorting a market that mostly went up is a wrecking ball, not a rescue.
Why the short side is illustrative
You cannot short on spot — it needs a derivative (a perpetual or margin), which is why the headline test is long/flat. These short figures are shown at 1x with no funding or borrow cost, so the real-world version is worse than what you see here, not better. The window is also net-bullish; the short side only pays in a sustained bear, and betting on that is a different strategy entirely.
05 Verdict
One of only two here that survived the honest test — beat buy-and-hold across coins and stayed ahead out-of-sample. That's rare, and it's real. It is not a money printer: low win rate, heavy whipsaw, and past performance is still not the future. But it didn't fall apart the way the famous signals did.
Method — the headline test is long/flat spot, no leverage (the long/short view above is a 1x illustration, funding excluded) · a signal read at the daily close is filled at the NEXT close (a full bar of lag — no look-ahead) · 0.06% fee each side, buy-and-hold charged one entry fee too · each coin over its available Binance daily history with warm-up · out-of-sample = held-back most-recent ~45% of each coin's data (a recency holdout, not rolling walk-forward). Honest limits: the ten coins are today's majors (survivorship bias) and are correlated, so “beat on N of 10” is not N independent tests. Reproducible.
The catch
Here's the honest catch, because a green badge on this site has to be earned carefully. The win rate is about 30% — you sit through long, ugly runs of small losses waiting for the few big trends that pay for everything. It's tested long/flat on ten majors — no small-caps, no live slippage — and trading it both ways (the short side below) only made it worse. And “held up in the past” is never “works next cycle.” What it did do is beat holding on 7 of 10 coins and keep beating it in the recent out-of-sample years — not just the 2021 bull. That's the bar the golden cross failed. It cleared it, and no higher.
06 Your turn
That was the textbook version.
We tested it exactly as it's usually described. Yours is probably a little different — a tweak to the settings, an added filter, a different exit. You don't need to code any of it: just describe your version to Vera, our assistant, in plain English, and she builds it and runs it through this same honest test. Most don't survive. A few do — we've proven that. Worth knowing which yours is.
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