Stock Screener and Backtest: Moving Average Crossover | December 13

This analysis has the function of Stock Screener because it allows you to identify the stocks that in the last trading session showed one of the trading signals / chart patterns that belong to the category of Moving Average Crossover and that identify the potential start of a positive trend in the short, medium and long term. The 4 trading signals / chart patterns considered in this article are the following:

  • Short / Mid-Term trend:
    MACD crossed above Signal line
  • Short / Mid-Term trend:
    5-day Moving Average crossed above 30-day Moving Average
  • Mid-Term trend:
    10-day Moving Average crossed above 20-day Moving Average
  • Mid / Long-Term trend:
    10-day Moving Average crossed above 50-day Moving Average

Furthermore, it has the function of Backtest because a test is carried out on historical data to understand how the same stocks have performed, every time the same trading signal / chart pattern has appeared in the past, after 20, 60 and 120 days and considering a strategy with stop loss and take profit.

The results of the backtest are shown in the form of rankings based on the strategies that have had the best results in terms of positive trades, average return per trade and total return, i.e. simulating an initial invested capital each time the trading signal / chart pattern has appeared in the past.

Key Points

  • All in 1:
    Within the same article / report you can find out which stocks show the best chart patterns and trading signals in the short, medium and long term and how they performed in the past when they appeared.
  • Different time periods:
    Each analyzed company reports results after 20, 60 and 120 days that chart patterns / trading signals appeared in the past.
  • Intuitive rankings:
    There are different types of rankings that allow you to identify the best strategies in terms of Positive Trades, Average Return per trade and Total Return.
  • Daily updates:
    Stock Screener and Backtest articles are published every day to provide you with up-to-date information.

This article contains 4 trading signal / chart patterns that refer to Moving Average Crossover strategies. In the Backtest category you will find other types of strategies, in particular “Moving Average Breakout” and “New Highs”.


Table of contents

This article is divided into the following 4 sections:

1. Stock Screener
contains data on how many stocks have shown the 4 trading signals / chart patterns in the last trading session.

2. Backtest
contains an explanation of how the backtest works and the overall data of how many stocks, strategies and trades were analyzed.

3. General Rankings
contains 3 rankings useful for identifying the best strategies based on the positive trades, the average return per trade and the total return.

4. Individual Rankings
contains the separate rankings for each of the 4 trading signals / chart patterns.

For a matter of space only the rankings of the best strategies are included in this article and not the results of the individual stocks and strategies analyzed, therefore we recommend that you download the pdf report which contains more extensive rankings and the results of each individual company and strategy analyzed. The following image shows how the results of each individual company and strategy analyzed appear in the pdf report. The data is not real but just an example.

Example: List of all stocks and strategies

The content of this article is for informational purposes only and in no case constitute an investment advice. Past performance is no guarantee of future performance. To read the complete disclaimer click here.


1. Stock Screener

This section aims to identify the stocks that in the last trading session showed one of the following 4 trading signals / chart patterns that identify the potential start of a positive trend in the short, medium and long term:

  • Short / Mid-Term trend:
    MACD crossed above Signal line
  • Short / Mid-Term trend:
    5-day Moving Average crossed above 30-day Moving Average
  • Mid-Term trend:
    10-day Moving Average crossed above 20-day Moving Average
  • Mid / Long-Term trend:
    10-day Moving Average crossed above 50-day Moving Average

The following image indicates with “Stocks Analyzed” the number of stocks, with a market value of at least 1 billion dollars, that in the last trading session showed the 4 trading signals / chart patterns. The list with the names of the individual stocks is shown only in the pdf report and not below for a matter of space.


2. Backtest

The backtest is a test carried out using historical data with the aim of understanding how a strategy would have performed in the past based on certain criteria. In this case, the backtest is applied to the stocks identified by the stock screener and therefore that in the last trading session showed one of the 4 trading signals / chart patterns previously mentioned.

The main purpose of the backtest is to understand how these stocks have performed in the period after the same trading signal / chart pattern appeared in the past.

How It Works?

Key Metrics

Overall Data

The image below shows the summary data to understand how many stocks, strategies and trades have been analyzed in this article.

Furthermore, the image below shows, for each of the 4 trading signals / chart patterns, the average value of the top 3 strategies which showed the highest percentage of positive trades, average return and total return.


3. General Rankings

This section shows the results of the backtest of all the stocks, strategies and trades analyzed in order to identify the ones that performed best. In particular, 3 different rankings are shown:

  • Top 10 Strategies by POSITIVE TRADES
  • Top 10 Strategies by AVERAGE RETURN
  • Top 10 Strategies by TOTAL RETURN

The rankings in this section include all the strategies included in the 4 trading signals / chart patterns present in this article. While in the following section you can find the rankings relating to the individual trading signals / chart patterns.

For each strategy present in each ranking there are the key metrics explained previously in the “Backtest” section. Click here to go there directly.

We advise you to consult the results of the backtest by downloading the pdf report because it contains an extension of the rankings present here and the results of all the stocks and strategies analyzed that cannot be included here due to lack of space. Click here to go there directly.

There must have been at least 3 trades to appear in the rankings
ca = Crossed Above
MA = Moving Average

SL = Stop Loss
TP = Take Profit

Top 10 Strategies by POSITIVE TRADES

In this subsection you will find the ranking of the 10 best strategies based on “Positive Trades”.

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Top 10 Strategies by AVERAGE RETURN

In this subsection you will find the ranking of the 10 best strategies based on “Average Return”.

Top 10 Strategies by TOTAL RETURN

In this subsection you will find the ranking of the 10 best strategies based on “Total Return”.


4. Individual Rankings

This section allows you to deepen the results of the backtest of each single trading signal / chart pattern. In particular, each sub-section corresponds to a trading signal / chart pattern and contains 3 rankings useful for identifying the best strategies based on positive trades, average return and total return.

We advise you to consult the results of the backtest by downloading the pdf report because it contains an extension of the rankings present here and the results of all the stocks and strategies analyzed that cannot be included here due to lack of space. Click here to go there directly.

MACD crossed above Signal line

5-day MA crossed above 30-day MA

10-day MA crossed above 20-day MA

10-day MA crossed above 50-day MA

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Data provided by Financial Modeling Prep
The content of this article is for informational purposes only and in no case constitute an investment advice. Past performance is no guarantee of future performance. To read the complete disclaimer click here.