SMA Golden Cross with ADX Filter Passes All Six Gates

We tested a straightforward golden cross strategy that enters long when the 21-period SMA crosses above the 50-period SMA, filters out strong trends using ADX below 50, and exits on a fixed net profit target. It passed all six gates with a deflated Sharpe ratio of 11.92 and just 0.2% probability of being a statistical fluke after multi-test correction.

The walk-forward validation delivered 2.474% average profit per trade with a 96.6% win rate across BTC, ETH, SOL, XRP, DOGE, BNB, ADA, AVAX, LINK, and LTC on 15-minute bars. Those numbers held perfectly consistent between training and validation windows, which is exactly what we want to see when a strategy generalizes rather than overfits.

The ADX regime filter is doing the heavy lifting here. By requiring ADX below 50, the strategy stays out when trends are strong and volatility is high. That keeps it in the choppy, range-bound conditions where moving average crosses tend to mean-revert rather than whipsaw. The profit target exit (net_profit mode) locks in gains before the cross can reverse, which explains the exceptionally high win rate.

We need to be skeptical about a few things. First, the strategy has zero forward test trades so far, which means we have no live paper trading data to confirm the backtest yet. Second, a 96.6% win rate is unusual and may indicate the profit target is set so tight that it clips winners early. Third, we don't have the exact trade count from validation, so we can't confirm whether this passed on 50 trades or 500. Low trade counts would make the deflated Sharpe less reliable despite the strong headline number.

The regime filter also means this strategy sits idle during trending markets. If you run this live, expect long periods of no activity when ADX spikes, and understand that the 2.5% per trade only applies to the specific setups it takes.

Check the full survivor registry at stratproof.com/survivors to compare this against other graduated strategies, or test your own moving average ideas at stratproof.com/prove.