Public
QQQ 12/26 EMA cross
Fragile
“Buy $1,000 of QQQ when the 12-day EMA crosses above the 26-day EMA.”
From Public
As tested: QQQ's 12-day EMA crosses above its 26-day → buy at the next open. The prompt never says when to sell, so this holds 20 sessions and compares with buying QQQ on any day.
Edge per trade+0.58%% vs buying QQQ on any day, per trade
t-stat0.5895% range -1.39 to +2.56
Trades30Sep 1, 2016 – Oct 12, 2026
Win rate60%beat the comparison
Last 12 months+2.85%4 signals
Why fragile
- t-stat 0.58 is inside the noise
- 27% of resamples have no edge
- 92% of nudged versions keep the edge, so it isn't one lucky setting
- positive in both halves (+1.12 before 2021, +0.05 after)
Year by year
2016
+0.21%1
2017
-1.33%2
2018
+1.55%2
2019
+1.25%4
2020
+0.70%3
2021
-0.97%4
2022
-2.55%3
2023
+1.53%4
2024
-0.11%2
2025
+0.89%3
2026
+6.38%2
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Sep 18, 2026 · still open | +2.39% | +1.29% | +1.10% |
| Aug 7, 2026 | -0.57% | +1.63% | -2.20% |
| Apr 10, 2026 | +16.59% | +1.63% | +14.97% |
| Dec 2, 2025 | -0.83% | +1.63% | -2.46% |
| May 1, 2025 | +6.59% | +1.63% | +4.97% |
| Jan 21, 2025 | +1.78% | +1.63% | +0.15% |
| Aug 20, 2024 | -2.10% | +1.63% | -3.72% |
| May 8, 2024 | +5.13% | +1.63% | +3.51% |
| Oct 16, 2023 | +3.02% | +1.63% | +1.39% |
| Aug 31, 2023 | -5.78% | +1.63% | -7.41% |
| Mar 15, 2023 | +7.17% | +1.63% | +5.54% |
| Jan 17, 2023 | +8.25% | +1.63% | +6.62% |
| Nov 14, 2022 | -1.32% | +1.63% | -2.94% |
| Jul 20, 2022 | +8.13% | +1.63% | +6.51% |
| Mar 24, 2022 | -9.61% | +1.63% | -11.23% |
| Dec 23, 2021 | -11.39% | +1.63% | -13.01% |
| Oct 20, 2021 | +6.17% | +1.63% | +4.55% |
| May 27, 2021 | +4.61% | +1.63% | +2.99% |
| Apr 1, 2021 | +3.22% | +1.63% | +1.59% |
| Nov 5, 2020 | +3.97% | +1.63% | +2.34% |
| Oct 5, 2020 | -3.43% | +1.63% | -5.06% |
| Apr 14, 2020 | +6.44% | +1.63% | +4.82% |
| Oct 14, 2019 | +4.76% | +1.63% | +3.13% |
| Sep 5, 2019 | -3.01% | +1.63% | -4.63% |
| Jun 17, 2019 | +4.04% | +1.63% | +2.41% |
| Jan 16, 2019 | +5.70% | +1.63% | +4.07% |
| May 7, 2018 | +5.33% | +1.63% | +3.71% |
| Feb 20, 2018 | +1.02% | +1.63% | -0.61% |
| Aug 29, 2017 | +1.06% | +1.63% | -0.56% |
| Jul 13, 2017 | -0.48% | +1.63% | -2.11% |
| Nov 22, 2016 | +1.84% | +1.63% | +0.21% |