Trend-Following Backtester · Guide · Strategies 한국어
Strategies
Ten trend-following strategies
The skeleton is identical — buy above a reference line, sell below it. They differ only in what draws the line.
Average CAGR below is the mean across 5 assets, each optimized separately. The assets differ enough that the ranking matters more than the absolute number.
| Strategies | Avg CAGR | Beat holding | Params |
|---|---|---|---|
| SMA crossover
When the short average rises above the long average, it re… |
53.1% | 3/5 | 2 |
| EMA crossover
Uses two exponential averages (more weight on recent price… |
50.7% | 3/5 | 2 |
| MACD
Looks at the gap (MACD) between a short and long average c… |
52.6% | 3/5 | 3 |
| Donchian channel breakout
A new high means a trend starting; a new low means it’s ov… |
52.2% | 4/5 | 2 |
| Bollinger band breakout
Breaking above the upper band (average plus a multiple of … |
63.4% | 3/5 | 2 |
| Supertrend
Trades the direction of a volatility-based trend line that… |
55.4% | 3/5 | 2 |
| ADX / DI directional
Looks at both the direction and the strength of the trend;… |
53.5% | 3/5 | 2 |
| Parabolic SAR
Trades around the Parabolic SAR dots that accelerate towar… |
55.6% | 3/5 | 2 |
| ROC momentum
Rides the trend when recent return (momentum) over a windo… |
48.5% | 3/5 | 2 |
| Keltner channel breakout
Breaking above the channel top (average plus a multiple of… |
55.7% | 3/5 | 3 |
Before picking one, read what trend following is and how to read these numbers.