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META strategy validation
Validated on 1-minute candles
Validated Oct 27, 2026 — may not reflect a later revision
- Max drawdown
- −38.0%
- largest fall from a peak, net of costs
- Average per trade
- −15.6 bp
- net of costs
- Profit factor
- 0.49 → 0.56
- in-sample → out-of-sample
- Win rate
- 23% → 23%
- in-sample → out-of-sample
- Trades
- 231
- 166 in-sample · 65 out-of-sample
EMA dorada cruza bajo 13/21/55 opera en largo en META con velas de 1 minuto. In the training period, the strategy generated trades with a low hit rate and consistent losses. The out‑of‑sample behaviour remained similar: the hit rate stayed at comparable levels and losses continued, although at a lower magnitude. The strategy is designed to capture bearish crosses of the slow moving average below the three fastest averages when all are advancing, trading during regular hours. However, the results show that the approach does not generate a positive edge on this symbol and timeframe. The rejection verdict reflects that the strategy consistently loses money in both periods. Verdict: rejected, not profitable in training or out‑of‑sample. Exits: stop‑loss at a price level, strategy exit condition; automatic close at session end if still open; maximum one trade per day. Net results with a 0.10% per‑trade cost. Past results do not guarantee future results.
Results by period
| Metric | In-sampleJan 2024 – Feb 2025 | Out-of-sampleFeb 2025 – Jul 2025 |
|---|---|---|
| Trades | 166 | 65 |
| Win rate | 23% | 23% |
| Profit factor | 0.49 | 0.56 |
| Avg. win | 0.65% | 0.77% |
| Avg. loss | -0.41% | -0.42% |
| Best trade | 2.00% | 2.03% |
| Worst trade | -1.67% | -1.09% |
| Longs | 166 (23%) | 65 (23%) |
| Shorts | 0 | 0 |
| Total return | -26.93% | -9.20% |
Strategy tested
Long when the slow EMA (red) crosses down below the last of the three averages, remaining below the EMA 13, 21 and 55, with all four separated and trending up; exit when the red is above all three again.
What we assumed
- APPROXIMATE: The period of the 'Golden EMA' (red line) was not specified: a 200‑period EMA was used as the slowest.
- The 13, 21 and 55 period averages were interpreted as EMAs (type not specified).
- No timeframe was specified: 5m was used by default.
- A downcross is used because the idea mentions the red 'dropping below' the other averages (a cross): the red crosses down below the EMA 55, which with the required order EMA13 > EMA21 > EMA55 is the last of the three that must cross. In that same candle the red is already below the EMA 13 and EMA 21, so it is below all three. If the red has only crossed one line, no entry occurs.
- Filter 'four averages separated and trending up': separated = strict order EMA13 > EMA21 > EMA55 and the red below EMA55 after the cross; trending up = each of the four averages is higher than its value on the previous candle.
- Entry at the close of the candle that meets the condition (the engine executes at the signal bar close).
- APPROXIMATE: stop loss 'below the red line' modeled as a fixed level equal to the EMA 200 value on the entry bar.
- Exit: when the red is above all three averages simultaneously (full exit condition, maintained while still below). Also, the engine always closes at session end.
- Operation window chosen: Monday to Friday 09:35‑15:30 ET, because none was specified.
- Only the long side is modeled; no short entries were mentioned.
- Same strategy as the previous run, now tested on META with 1‑min candles.
- Periods and windows measured in candles (averages, volume, lookbacks) remained unchanged: with the new timeframe they cover a different time span.
- Tested over the requested range: 2024‑01‑01 to 2025‑02‑08 (training) and 2025‑02‑09 to 2025‑07‑31 (out‑of‑sample).
More analyzed strategies
See allPast performance is not indicative of future results. Any past result shown here reflects historical data and does not guarantee similar outcomes going forward.
This content is provided for informational and educational purposes only and does not constitute investment advice, a recommendation, or an offer to buy or sell any security. Consult a qualified financial advisor before making investment decisions.
Backtested and simulated results are hypothetical and do not represent actual trading. Simulated performance has inherent limitations and may differ significantly from live results due to market conditions, slippage, and other factors.