CRYPTO · STRATEGY TEST

Does the golden cross work on SOL-USD?

Buy when the 50-day average crosses above the 200-day (the “golden cross”) and sell on the “death cross” back below it.

Holding came out ahead
89.27%
golden cross per year
98.61%
Buy & hold per year
-9.34%
Difference
rule vs held, over 5.9 years
77%
Worst drawdown
holding fell 96%
Holding SOL-USD came out ahead of the golden cross over 5.9 years. Across the last 5.9 years of real prices, simply buying and holding Solana made 9.34 percentage points a year more than the golden cross (98.61% versus 89.27%). The rule did give a gentler ride: its worst fall was 77.3% against 96.3% for holding — a smoother path, paid for with some of the return.

Every rule on SOL-USD, ranked

200-day moving average timing125.51%
11891% total · worst drawdown 64.4% · in market 51%
Buy and hold · benchmark98.61%
5577% total · worst drawdown 96.3% · in market 100%
Golden cross (50/200)89.27%
4176% total · worst drawdown 77.3% · in market 51%
Sell in May (hold Nov–Apr)48.99%
945% total · worst drawdown 90.3% · in market 51%
Buy the dip (RSI < 30, hold 20d)14.70%
124% total · worst drawdown 71.4% · in market 40%

the last 5.9 years · 2,151 trading days · $1.71 → $97.09

How to read this

One asset over one window is a single data point, not a law. A rule that comes out ahead on SOL-USD may trail holding on the next ticker you try — which is exactly why the free tester exists: change the asset and see whether the edge survives. When it evaporates on a different market, it was fitted to this one.

Note the drawdown column as much as the return. Most timing rules earn less than holding but fall less in a crash, and whether that trade is worth it depends entirely on whether you would actually have held through the worst of it.

Method

All strategies are measured from the same starting bar so the comparison is like-for-like. Signals are read from the previous close and the next day's return is applied — no lookahead. Prices are dividend-adjusted so buy-and-hold is not handicapped. 0.05% cost per switch. No leverage, no shorting.

Test the same rule on something else

SPYQQQDIAIWMAAPLMSFTNVDATSLAAMZNGOOGLMETANFLX
the 200-day moving average on SOL-USDbuying the dip on SOL-USD“sell in May and go away” on SOL-USD
Get the next autopsy

We test one strategy people swear by and publish whatever the data says — including when it says the strategy doesn't work. Free, no pitch.

Vorrik Research publishes tests of publicly discussed trading strategies using public market data. Where a test was also run with our own money, the article says so. It is factual reporting of what happened in historical and past live tests — not investment advice, and not a recommendation to buy or sell anything. Past results never predict future results.