Did MACD Signal Cross Beat Buy-and-Hold After Costs—and When?
We tested MACD Signal Cross on Bitcoin, Ethereum, and Solana using daily and four hour candles, including fees and slippage. Daily Ethereum and Solana beat buy-and-hold on total return, while daily Bitcoin traded some return for lower drawdown. Every four hour run lagged buy-and-hold on full-period return and return-to-drawdown. The parameter heatmap and newest held-out data show why a strong historical result still needs careful scrutiny.
Method: signal at candle close, trade at next candle open, long only, no leverage. Costs: fee 0.10% + slippage 0.05% per side. Data: Bitget spot candles.
This is a backtest on historical data, not financial advice.