Why it might work
Long trends sometimes persist after the moving average is crossed.
Code examples · Code example
SMA trend demo
A small example of a moving-average allocation rule, provided to demonstrate the strategy contract.
SPYDailyAs configured
The idea
How it works
Checks whether SPY closed above its 200-session average before setting a target exposure.
When it invests
A completed close above the average targets SPY exposure.
When it exits
A close below the average targets cash.
What can go wrong
- Moving averages can respond slowly after a sudden decline.
Selected research result
Evidence is still being prepared
No historical result is cleared for public display for this strategy.
This entry has no published historical backtest.
Research history
Variants and recorded runs
Repeated and diagnostic runs remain accessible under their tested variant. No run is selected by highest return.
No historical results are visible for this strategy.