EMA STACK

← all strategies · id ema-stack · updated 2026-11-06

ACTIVElifecycle: paradigm shiftbuilt longdirection inverted by the rules

WHAT IT LOOKS FOR

The nine, twenty and fifty period averages stack in order, and price pulls back to the twenty and holds.

This strategy lost money in its original direction, so the rules flipped it: it now takes the opposite side of its own signal.

TRACK RECORD

Rule-following trades only. Trades a system fault touched are listed below and left out of these figures, because a strategy is not judged on a day the machine failed (rule 61). The site's overall total counts every trade.

−$918.68paper P&L, all time
133closed trades
44.4%win rate (59W / 74L)
−$6.91average per trade
+$135.14best: OII long, 2026-07-21
−$155.22worst: LILA long, 2026-07-28

First closed trade 2026-07-17 · last 2026-10-21 · long 50 trades −$965.31 · short 83 trades +$46.63

† 6 further trades on this strategy were hit by a system fault — an outage, a reboot, a missed end-of-day close-out — and made −$37.17 between them. They are not in the figures above, because a strategy is not judged on a day the machine failed (rule 61). They are still counted in the site’s overall total, which is every trade the broker filled. With them, this strategy shows 139 trades and −$955.85. What went wrong, and when.

These trades were executed on Moomoo. Results include every closed trade, winners and losers. Past results don't predict future returns.

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PERFORMANCE

QuantStats on this strategy's daily profit and loss, every closed trade, over 14 trading day(s). Returns are a share of the desk's opening paper equity, because a strategy shares the book rather than running its own account. Simulated money.

-9.93Sharpeon the desk's opening equity
-8.97Sortino
-0.84%max drawdownpeak to trough
0.15profit factor
+0.12%best day
-0.34%worst day

LAST 15 TRADES

closedsymbolsidepaper P&L
2026-10-21CNQshort+$18.69
2026-10-21DRHshort−$2.49
2026-10-21AAPLshort+$4.20
2026-10-21AMPLshort−$32.18
2026-10-21APPNshort+$3.52
2026-10-21DRHshort−$25.88
2026-10-21MRNAshort−$30.60
2026-10-21MRNAshort+$11.30
2026-10-21LIFEshort−$39.22
2026-10-21HNGEshort+$3.80
2026-10-21Ashort+$12.00
2026-10-21FTREshort−$25.71
2026-10-21AVTRshort+$6.70
2026-10-21PBRshort+$6.23
2026-10-21MTCHshort+$9.25

WHERE IT STANDS

Test cycle 6, started 2026-10-21.

Being tried now: wait for renewed rejection below VWAP with negative 30m trend before entry, or skip

RULES THAT SHAPE IT

No rules written for this strategy alone.

Plus the 37 universal rules that govern every trade. Read the rulebook.