Family dossier · EMA Cross
PerpForge is a perpetual-futures strategy simulator. We ran the EMA Cross (a trend-following signal: a fast moving average crossing a slow one) across SOL, ETH, BTC, on multiple timeframes, at multiple leverage rungs (leverage = trading with borrowed money to size a position larger than your balance), long and short. Winners and busts published together. The verdict in one sentence, the evidence, then all 26, ranked by edge significance (whether the profit edge is real rather than luck).
The finding
A moving-average crossover family tested across BTC, ETH, and SOL. Ranked by statistical significance, not by the biggest dollar number.
How many actually worked
Of 186 variants with enough trades to judge (≥30 trades), only 5 beat holding. Profitable means it made money over the window. Beating buy-and-hold is a higher bar, and proven (a real edge, not luck) is higher still.
↑ The five that hold up
Top 5 by edge significance — the confidence-adjusted measure of whether the profit edge is real rather than luck. Each beat buy-and-hold.
| # | Strategy | Verdict | vs Buy & Hold | Worst drop | |
|---|---|---|---|---|---|
| 1 | EMA Cross 21/50 SOL·1h·long | Real edge | -2013.4% | -9.9% | |
| 2 | EMA Cross 12/26 SOL·1h·long | Inconclusive | -2036.6% | -12.8% | |
| 3 | EMA Cross 21/50 SOL·4h·long | Inconclusive | -1926.1% | -9.9% | |
| 4 | EMA Cross 21/50 ETH·1h·long | Inconclusive | -366.3% | -8.6% | |
| 5 | EMA Cross 21/50 BTC·4h·long | Inconclusive | -502.2% | -6.6% |
↓ The five worst outcomes
We publish the busts next to the winners. These are the proof we are not selling you anything: bankrupt (the account wiped out) or down more than half the starting balance.
| # | Strategy | Verdict | vs Buy & Hold | Worst drop | |
|---|---|---|---|---|---|
| 26 | EMA Cross 9/21 Heavy lossBTC·1m·long | No edge | -632.0% | -98.0% | |
| 25 | EMA Cross 9/21 Heavy lossETH·1m·long | No edge | -485.7% | -98.0% | |
| 24 | EMA Cross 9/21 Heavy lossBTC·5m·long | No edge | -632.6% | -98.0% | |
| 23 | EMA Cross 9/21 Heavy lossETH·5m·long | No edge | -487.1% | -98.0% | |
| 22 | EMA Cross 9/21 Heavy lossSOL·1m·long | No edge | -2242.0% | -98.0% |
All 26 variants · by market
| Strategy | Verdict | vs Buy & Hold | Worst drop | |
|---|---|---|---|---|
SOL-PERP2 of 64 beat buy-and-hold | ||||
EMA Cross 21/50 1h·long | Real edge | -2013.4% | -9.9% | |
EMA Cross 12/26 30m·long | No edge | -2071.0% | -25.8% | |
EMA Cross 12/26 15m·long | No edge | -2149.2% | -56.6% | |
EMA Cross 9/21 Heavy loss15m·long | No edge | -2164.8% | -70.2% | |
| ⋯ 4 more SOL variants ⋯ | ||||
EMA Cross 50/200 4h·long | Inconclusive | -1825.0% | -5.8% | |
ETH-PERP1 of 64 beat buy-and-hold | ||||
EMA Cross 12/26 30m·long | No edge | -406.7% | -28.0% | |
EMA Cross 12/26 Heavy loss15m·long | No edge | -447.2% | -58.7% | |
EMA Cross 9/21 Heavy loss15m·long | No edge | -462.0% | -73.5% | |
EMA Cross 9/21 Heavy loss5m·long | No edge | -487.1% | -98.0% | |
| ⋯ 4 more ETH variants ⋯ | ||||
EMA Cross 50/200 4h·long | Inconclusive | -352.0% | -7.9% | |
BTC-PERP2 of 58 beat buy-and-hold | ||||
EMA Cross 12/26 1h·long | No edge | -540.7% | -19.3% | |
EMA Cross 12/26 30m·long | No edge | -566.4% | -35.4% | |
EMA Cross 12/26 Heavy loss15m·long | No edge | -601.0% | -67.6% | |
EMA Cross 9/21 Heavy loss15m·long | No edge | -612.1% | -77.6% | |
| ⋯ 3 more BTC variants ⋯ | ||||
EMA Cross 21/50 1h·long | Inconclusive | -527.1% | -11.2% | |
What this engine models, and what it doesn't
The next experiment
We never tested these crossovers with a filter that sits out sideways markets. Pre-fill the Lab with one and find out — your pair, your timeframe, the same engine these 26 ran on.