Does the 20 over 50 day moving average crossover still work on US large caps?
Across 212 of 220 tickers between 2015-01-01 and 2024-12-31, average return was 24.64%, average max drawdown -34.78%.
A clear edge: +24.64% mean return across 212 tickers, with -34.78% average drawdown — meaningful return for the risk taken.
What we tested
Buy when the 20 day moving average crosses above the 50 day and the 14 period RSI is under 70. Sell when the 20 day moving average crosses back below the 50 day, or when the 14 period RSI goes above 80. Use a 5 percent stop loss under the entry price. Long only. One open position per ticker at a time. No leverage and no pyramiding.
- Window
- 2015-01-01 → 2024-12-31
- Universe
- 220 tickers
- Ranking metric
- return_pct
Overall results
Aggregated across 212 runsEqual-weighted mean of total return across symbols that completed. · 4 codegen refinements on pilot
Unweighted mean across successful runs.
212 completed · 8 failed
Mean of worst peak-to-trough per symbol.
Aggregate gross profit ÷ gross loss.
Summed over successful symbols.
Return distribution
How the 212 tickers split up across return_pct buckets. Reads left to right from worst to best.
- ≤ -10%58 (27.4%)
- -10% to -5%12 (5.7%)
- -5% to -1%6 (2.8%)
- −1% to +1%0 (0.0%)
- +1% to +5%14 (6.6%)
- +5% to +10%16 (7.5%)
- > +10%106 (50.0%)
By sector
Top and flop names per GICS sector, ranked by return_pct.
Communication Services
16 / 20 completed- META155.97%
- LYV79.76%
- DIS71.94%
- TMUS48.87%
- CHTR41.47%
- WBD-55.12%
- VZ-34.20%
- OMC-33.64%
- PINS-28.80%
- FOXA-22.47%
Consumer Discretionary
20 / 20 completed- AMZN159.11%
- F144.94%
- ORLY139.37%
- TJX104.01%
- MCD96.35%
- ULTA-24.46%
- YUM-18.54%
- BKNG-2.28%
- ROST3.94%
- LULU11.34%
Consumer Staples
20 / 20 completed- COST300.38%
- CLX67.24%
- PG47.88%
- STZ36.92%
- SYY27.85%
- KHC-50.24%
- MDLZ-30.99%
- EL-30.10%
- CL-17.79%
- PEP-11.04%
Energy
17 / 20 completed- OKE227.70%
- PSX154.31%
- VLO137.45%
- DVN131.21%
- BKR28.55%
- FANG-41.25%
- EOG-34.55%
- WMB-25.32%
- APA-24.96%
- SLB-11.49%
Financials
19 / 20 completed- COF179.81%
- SPGI135.88%
- MS115.01%
- AON72.07%
- SCHW70.59%
- WFC-21.57%
- BK-15.46%
- C-12.01%
- GS-11.71%
- ICE-5.27%
Health Care
20 / 20 completed- ISRG129.72%
- LLY114.07%
- DHR101.49%
- MDT40.99%
- BSX22.39%
- VRTX-43.98%
- MRK-39.62%
- BMY-38.59%
- PFE-38.01%
- SYK-33.55%
Industrials
20 / 20 completed- LMT113.03%
- NSC89.30%
- NOC35.41%
- GD34.83%
- ETN27.68%
- CSX-37.60%
- CMI-35.82%
- BA-21.12%
- RTX-11.98%
- CAT-8.84%
Information Technology
20 / 20 completed- CRM227.35%
- INTU125.40%
- AAPL106.15%
- AMD98.85%
- MSFT83.60%
- INTC-42.48%
- ORCL-28.48%
- MU-21.51%
- AMAT-9.66%
- NOW-5.67%
Materials
20 / 20 completed- SHW100.75%
- MLM61.20%
- LIN60.42%
- VMC58.09%
- APD45.14%
- MOS-51.60%
- ALB-47.57%
- CTVA-40.65%
- LYB-38.30%
- PPG-31.90%
Real Estate
20 / 20 completed- PSA147.64%
- MAA111.04%
- VICI91.12%
- WELL49.67%
- SPG49.02%
- INVH-50.70%
- ARE-44.34%
- EQR-29.34%
- VTR-14.28%
- CCI-7.76%
Utilities
20 / 20 completed- NEE171.60%
- ATO140.80%
- XEL59.04%
- SO28.18%
- CMS27.59%
- PPL-32.03%
- PEG-21.91%
- D-13.45%
- EIX-7.53%
- CNP-6.62%
Disclaimer
Past performance does not predict future results. This is a backtest over a fixed historical window and it does not model execution costs, borrowing, taxes, or survivorship of the universe. Nothing here is investment advice.
Generated Apr 23, 2026 · slug ma-crossover-20-50