Strategies / Trend / Long-Term Moving Average Cross

Long-Term Moving Average Cross on Daily Stock Charts

One rule in, one rule out: buy when the daily close crosses above the 200-day simple moving average, sell when it crosses back below. It stays in the market only while the long trend is up.

TrendLong onlySwingNvidiaDaily

12.31Profit factor

212,207Net profit USD

31.15%Win rate

61Trades

-23,612Max drawdown

3,479Avg trade

Best run of 31. Nvidia, Daily, from run stock2-queue:2026-09-15-NVIDIA.tsv:2.

Entry rules, long

Members only

Exit rules

Members only
No stop loss or target

Test conditions

Period	Up to 2026-09-15
Instrument	Nvidia, Daily
Capital per trade	10,000
Costs	Not recorded for this run.
Bars	Daily bars, full available history
Last tested	2026-09-15

Parameters

capitalPerTrade Money committed to each trade	10000
slowPeriod Simple moving average length	200

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
NvidiaBest run	Daily	12.31	61	31.15	212,207 USD	-23,612
Palantir	Daily	28.39	13	15.38	149,501 USD	-54,790
Meta	Daily	8.94	34	35.29	49,332 USD	-15,977
Apple	Daily	7.82	85	35.29	164,694 USD	-33,412
Alphabet	Daily	5.61	44	34.09	26,622 USD	-4,876
Tesla	Daily	5.07	83	16.87	110,713 USD	-37,556
Cisco	Daily	5.06	84	27.38	81,884 USD	-26,829
Broadcom	Daily	4.94	78	19.23	65,646 USD	-14,139
Lam Research	Daily	3.92	102	31.37	107,464 USD	-37,036
Microsoft	Daily	3.84	155	27.10	86,944 USD	-11,074
Mastercard	Daily	3.72	65	27.69	37,226 USD	-7,980
Oracle	Daily	3.60	164	31.10	97,743 USD	-20,025
Micron	Daily	3.38	142	22.54	130,167 USD	-27,944
AMD	Daily	3.29	150	21.33	132,115 USD	-28,065
Visa	Daily	3.24	79	29.11	27,900 USD	-6,543
Walmart	Daily	3.07	214	22.90	73,998 USD	-28,810
Applied Materials	Daily	2.90	115	18.26	62,019 USD	-35,938
S&P 500	Daily	2.60	213	23.00	37,627 EUR	-3,735
Eli Lilly	Daily	2.59	232	23.71	60,258 USD	-12,561
Costco	Daily	2.53	165	24.85	40,509 USD	-11,656
ExxonMobil	Daily	2.52	240	26.67	49,203 USD	-5,805
Coca-Cola	Daily	2.37	245	16.73	44,426 USD	-14,055
Johnson & Johnson	Daily	2.36	232	20.69	43,047 USD	-8,357
Caterpillar	Daily	2.23	218	20.18	47,516 USD	-11,781
AbbVie	Daily	1.91	59	28.81	8,896 USD	-6,627
Berkshire Hathaway	Daily	1.89	121	20.66	15,092 USD	-5,130
Bank of America	Daily	1.60	120	28.33	15,764 USD	-10,918
JPMorgan	Daily	1.59	255	16.86	33,526 USD	-15,981
Chevron	Daily	1.02	201	20.90	772 USD	-12,325
Amazon	Daily	0.07	19	10.53	-10,311 USD	-12,814
Intel	Daily	0.00	2	0.00	-10,000 USD	-10,000

Charts

Results by run

Profit factor by run

Above 1.0 made money, below 1.0 lost money.

Net profit against max drawdown

Net profitMax drawdown

The code

ProBuilder, rewritten to house standard

Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.

// ============================================================
// Long-Term Moving Average Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false

// --- Parameters ---
capitalPerTrade = 10000   // money committed to each trade
slowPeriod = 200          // simple moving average length

// --- Indicators ---
positionSize = capitalPerTrade / close
slowMA = Average[slowPeriod, 0](close)

13 more lines: the entry and exit rules.

Read this first

Known weaknesses

With no stop loss, a trade can give back a lot before the close drops under the 200-day SMA. Palantir had a USD 54,789.51 drawdown.
Win rates are low, 31.15% on Nvidia and 15.38% on Palantir, so it lives on a handful of big trends and many small whipsaws.
Amazon ended at USD -10,310.50 and Intel at USD -10,000.00, so the rule does not work on every stock.
The top result on Nvidia comes from only 61 trades, and the stats are from the code before its rewrite.

Indicators used

SMA

How to load it

Copy the code with the copy button above the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Questions

About this strategy

Can I run it as a ProOrder system?

Yes, it runs on daily bars and buys 10000 divided by the close for each trade. The code has not been compile checked since the rewrite.

Which stocks did it work on?

It was run on daily charts of large US stocks and the S&P 500, and most were profitable. Nvidia made USD 212,207.08 and Apple USD 164,693.80, while Amazon and Intel lost money.

What drawdown should I plan for?

At 10000 USD per trade the Nvidia run had a maximum drawdown of USD 23,612.35. Tesla reached USD 37,556.12.

Why the 200-day average?

It is a slow line that tracks the long term trend, so the system trades rarely and holds for months when a stock trends.

Bollinger Squeeze

Uses the same indicator.

14.30 PF · 86 trades

Twelve Minus Two Momentum

A similar profit factor.

12.00 PF · 52 trades

Slow MACD Slope

Also a trend strategy.

6.80 PF · 7,305 trades

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs