Fractiz
Strategy Detail
MA Crossover
A trend-following strategy that enters on moving-average crossovers and exits when momentum fades.
Median Net PnL
+$2,840
Across sampled NQ and ES runs after transaction costs
Profit Factor
1.42
Strongest when volatility expansion follows the crossover
Avg Trade Duration
1h 18m
Long enough to capture directional follow-through without overstaying
What It Does
MA Crossover looks for directional moves that persist long enough to reward confirmation. When the faster moving average crosses above or below the slower one, the strategy assumes momentum has shifted enough to justify participation.
The edge is not the crossover alone; it comes from combining that signal with volatility filters, contract selection, and risk rules that keep the system out of low-quality chop.
Key Characteristics
Trend-following behavior with simple signal logic
Pairs well with volatility and session filters
Works best when it can stay with an expansion leg
Best In
Sustained directional sessions with broad participation
Market regimes where breakouts follow through
Contracts that reward momentum with clean intraday structure
Parameters
Fast MA length
Slow MA length
Volatility filter
Contracts
Timeframe
Date range
Run Backtest
Ready to test this strategy? Run a backtest to see how it performs across your chosen contracts and timeframes.