Moving Average Strategy Studies
Moving average trading explained: SMA and EMA, crossovers, the golden cross and the 200-day average, with our tests of three rules on S&P 500 stocks and a backtest of the three.
Where market ideas get tested.
Markets are full of rules and claims. The Test Bench turns them into questions you can measure.
We write the question, the rules and the comparison first, run the test on past data, and publish the result either way.
Some studies test trading rules. Others look at market behaviour, risk, costs or how a strategy actually behaves. The right comparison depends on the question — sometimes Buy & Hold, sometimes something else.
Moving average trading explained: SMA and EMA, crossovers, the golden cross and the 200-day average, with our tests of three rules on S&P 500 stocks and a backtest of the three.
Mean reversion trading explained: why prices revert, the entry and exit rules and the risks, with our tests of RSI, RSI(2), ConnorsRSI and Stochastic RSI signals on S&P 500 stocks and a backtest of the four.
VWAP and Anchored VWAP explained: the calculation, the anchors and a published VWAP trading rule, with our tests of that rule on QQQ, on large US stocks and after trading costs.
Candlestick patterns explained, starting with the bullish and bearish engulfing, with our tests of what followed them on weekly candles in US large-cap stocks.
The opening range breakout explained — how the range is set, entries, stops, targets and the common variants — with our backtests of it on large US stocks after trading costs.
A series of event studies on the MACD signal-line crossover in US large-cap stocks: what follows a crossover, whether the benchmark it is measured against is fair, and whether the size of the crossover carries information of its own.
Three classic breakout rules tested across 179 US stocks, with Buy & Hold comparisons, fees, drawdowns, ADX and different market conditions.
Each study opens with a short summary of the question and what we found. The full research follows with the method, tables, assumptions and limitations.
If the study uses a concept covered in GU Analyser’s learning library, we link to the relevant lesson.
Explore the tools
GU Analyser is where many of these tests are built and explored, and the same tools are open to you. Examine indicators, construct rules, compare results and test market ideas against historical data — with the drawdown, the time invested and the fees shown alongside the return — rather than taking a claim on trust.
Create a free account and explore the tools → Explore the learning library →The methods: how a backtest is built · how an event study works