NVDA: MACD signal crossover, 60m (2026-04-04 to 2026-07-02)
TradesViz example study: MACD signal crossover on NVDA.US, 60-minute bars, 2026-04-04 through 2026-07-02. This is a historical simulation with preset rules, not a live account or an optimized strategy. Tests changes in momentum using the standard 12/26/9 MACD line and signal-line crossover. Entry: [CROSSED(input_col=MACD_LINE(close, 12, 26, 9), input_col2=MACD_SIGNAL(close, 12, 26, 9), direction=above)] Exit: [CROSSED(input_col=MACD_LINE(close, 12, 26, 9), input_col2=MACD_SIGNAL(close, 12, 26, 9), direction=below)] Settings: long only; next-bar-open fills; 25,000 starting equity in quote currency; 25% of current equity per position; 14-period ATR, 2 ATR initial stop, 3R target, 3 ATR trailing stop, and a 100-bar maximum holding period. Session 09:30 to 16:00 in exchange time (selected hours). Positions may remain open across sessions. Assumed costs: 0.01% of traded value commission per side and 0.01 points slippage per market fill. These are illustrative fixed assumptions, not broker quotes. Funding, financing, borrow fees, varying spreads, and market impact are not separately modeled. Limitations: MACD is derived from lagging averages and can repeatedly reverse during range-bound trading. The catalog includes preset markets and periods without selecting winners. This prior-hourly window is a separate study, not out-of-sample proof. Data availability, gaps and ambiguous intrabar fills must be checked in the completed report. Requested period: 2026-04-04 to 2026-07-02. Available test data: 2026-04-06 to 2026-07-02, 434 bars (America/New_York dates). Simulated historical strategy test for NVDA.US using 60-minute bars from 2026-04-04 to 2026-07-02. Asset class: stocks. Indicators and functions used: CROSSED, MACD_LINE, MACD_SIGNAL; Box 1 condition: [CROSSED(input_col=MACD_LINE(close, 12, 26, 9), input_col2=MACD_SIGNAL(close, 12, 26, 9), direction=above)]; Box 2 condition: [CROSSED(input_col=MACD_LINE(close, 12, 26, 9), input_col2=MACD_SIGNAL(close, 12, 26, 9), direction=below)]. Long only. Fills at the next bar's open. Opposite signal reverses the position. Starting equity: 25,000. Position size: 25 % of equity. Stop loss: 2 ATR. Take profit: 3 R. Trailing stop: 3 ATR. Commission per side: 0.01 %. Slippage per fill: 0.01 points. Maximum holding period: 100 bars. Risk-setting ATR period: 14. Session: 09:30 to 16:00 (exchange time). Saved results. Trades: 13; Net P&L: 270.617908; Return: 1.082472%; Win rate: 46.153846%.
Shared by pk78 · Published 2026-10-15 · Snapshot 2026-10-15 · Report revision 1
What was tested
- Market
- NVDA.US
- Timeframe
- 60-minute bars
- Test window
- 2026-04-04 – 2026-07-02
- Engine
- tv-engine-3
Simulated historical results, not live trading performance. Historical results do not predict future returns. Shared sections are selected by the author; hidden sections have not been independently verified. The author controls which sections are visible. This is a saved result; market data revisions or engine updates can change a later rerun.
Result and evidence
Too few trades
Only 13 trades, which is not enough to judge the strategy. Test a longer period.
Read before trusting the numbers
- Only 13 trades. That is too few to tell skill from luck; test a longer period or a faster timeframe.
- 2 stop exits filled at the open because price gapped past the stop, so they closed beyond the stop price (worst -1.11R).
The luck check is a statistical estimate for this sample, not the probability of future success. Costs, sample size and testing many variants affect how much confidence a result deserves.
Equity and drawdown
Saved simulated equity across this test window. Drag the range control to inspect a period.
Simulated trades
13 trades in this snapshot. All times are UTC.