Trend-Following Backtester · Guide 한국어
Guide
Quant investing guide
Concepts, strategy rules, and results per asset. Every number here was computed by this site's engine, and re-running the same settings in the backtester reproduces it.
Concepts
What is quantitative investing? Trading by rule instead of by feel
Quantitative investing means deciding when to buy and sell with a numeric rule set in advance, then …
ConceptsWhat is backtesting? How simulated trading works and when not to believe it
Backtesting applies a trading rule to historical data to compute what it would have returned. How th…
ConceptsOptimization and overfitting — why backtested returns disappear in live trading
Parameter optimization raises backtested returns sharply, and much of that gain exists only in the p…
ConceptsWhat is trend following? Buy strength, sell when it breaks
Trend following does not predict direction. It joins a move already underway and exits when it turns…
ConceptsAutomated, algorithmic, systematic, program trading — what the terms actually mean
These four terms overlap but are not synonyms. What each one means, what automation genuinely solves…
ConceptsWhy not to put it all in one asset — what diversification actually buys
Concentrating in whichever asset backtested best is a bet on the past repeating. What splitting acro…
Strategies
SMA crossover — trading rules and backtests across 5 assets
The buy and sell rules for SMA crossover, backtested across 5 assets spanning crypto, Korean and US …
StrategiesEMA crossover — trading rules and backtests across 5 assets
The buy and sell rules for EMA crossover, backtested across 5 assets spanning crypto, Korean and US …
StrategiesMACD — trading rules and backtests across 5 assets
The buy and sell rules for MACD, backtested across 5 assets spanning crypto, Korean and US equities,…
StrategiesDonchian channel breakout — trading rules and backtests across 5 assets
The buy and sell rules for Donchian channel breakout, backtested across 5 assets spanning crypto, Ko…
StrategiesBollinger band breakout — trading rules and backtests across 5 assets
The buy and sell rules for Bollinger band breakout, backtested across 5 assets spanning crypto, Kore…
StrategiesSupertrend — trading rules and backtests across 5 assets
The buy and sell rules for Supertrend, backtested across 5 assets spanning crypto, Korean and US equ…
StrategiesADX / DI directional — trading rules and backtests across 5 assets
The buy and sell rules for ADX / DI directional, backtested across 5 assets spanning crypto, Korean …
StrategiesParabolic SAR — trading rules and backtests across 5 assets
The buy and sell rules for Parabolic SAR, backtested across 5 assets spanning crypto, Korean and US …
StrategiesROC momentum — trading rules and backtests across 5 assets
The buy and sell rules for ROC momentum, backtested across 5 assets spanning crypto, Korean and US e…
StrategiesKeltner channel breakout — trading rules and backtests across 5 assets
The buy and sell rules for Keltner channel breakout, backtested across 5 assets spanning crypto, Kor…
StrategiesTen trend-following strategies compared — rules, parameters, results
SMA and EMA crossovers, MACD, Bollinger bands, Donchian, Supertrend, ADX, Parabolic SAR, ROC momentu…
Assets
Bitcoin backtest — 10 trend-following strategies compared (2017–2026)
10 strategies backtested on Bitcoin (Upbit (KRW)) over 8.8 years of daily bars, 0.5% costs included,…
AssetsEthereum backtest — 10 trend-following strategies compared (2017–2026)
10 strategies backtested on Ethereum (Upbit (KRW)) over 8.8 years of daily bars, 0.5% costs included…
AssetsXRP (Ripple) backtest — 10 trend-following strategies compared (2017–2026)
10 strategies backtested on XRP (Ripple) (Upbit (KRW)) over 8.8 years of daily bars, 0.5% costs incl…
AssetsSamsung Electronics backtest — 10 trend-following strategies compared (2000–2026)
10 strategies backtested on Samsung Electronics (Korea Exchange) over 26.6 years of daily bars, 0.5%…
AssetsApple (AAPL) backtest — 10 trend-following strategies compared (1980–2026)
10 strategies backtested on Apple (AAPL) (Nasdaq) over 45.6 years of daily bars, 0.5% costs included…