The Most Powerful Moving Average Strategy for Intraday Trading
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Why 3.5/5? (stars grade the EDGE — per-trade expectancy, consistency, drawdown — not the headline return)
- ✓ A real but modest per-trade edge: +0.26R across 1,381 trades
- ✓ Convex payoff 3.1 — winners far bigger than losers
- ✕ Only 31% of trades win — the rare big winners must keep showing up
- ✕ 5 of 9 tested years were negative (2018, 2019, 2022, 2025) — the edge is regime-dependent
- ✕ Max drawdown -24% on the ₹2L portfolio — the compounded return came with deep pain along the way
Verdict
Auto-backtested. AI-decoded: 20-EMA/200-EMA trend-following strategy with pullback entries above the 200-MA in uptrends and below in downtrends, using ATR for stop-loss sizing. Ran on 159 large/mid-caps, real costs. 1,381 trades, win 31%, payoff 3.08, expectancy +0.26R/trade (avg +1.20%/trade).
This is a real edge. The payoff is convex (winners run well past the average loser). Regime-dependent — positive in only 44% of years.
Mechanically decoded from the transcript and scored from the metrics. Flagged for human review; a hand-vetted verdict can override it.
🔴 Live forward test (no hindsight — only trades the rules fired AFTER we published this verdict)
Tracking since 2026-07-06 — no qualifying signals have fired yet. The engine re-checks every night on fresh data; results appear here the day the rules trigger.
Is it profitable? (green above the line = made money, red below = lost it)
₹2,00,000 portfolio (max 5 positions, across the stock universe — real delivery costs)
| 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|
| -4% | +7% | +48% | +18% | +1% | +6% | -7% | +2% | +4% |
Simulated on the 159 large/mid-cap universe. Capital-constrained, daily mark-to-market.
Year by year (every trade the rules fired, across the tested stocks)
| Year | Trades | Win % | Expectancy | Avg return / trade |
|---|---|---|---|---|
| 2018 | 149 | 12% | -0.67R | -4.42% |
| 2019 | 200 | 28% | -0.04R | -0.86% |
| 2020 | 196 | 51% | +1.36R | +9.75% |
| 2021 | 53 | 40% | +0.24R | +1.40% |
| 2022 | 204 | 25% | -0.10R | -0.86% |
| 2023 | 183 | 43% | +1.08R | +4.20% |
| 2024 | 98 | 23% | +0.32R | +0.81% |
| 2025 | 215 | 29% | -0.03R | -0.46% |
| 2026 | 83 | 20% | -0.25R | -0.88% |
Where this strategy made & lost money (the full stock-by-stock breakdown — 158 stocks, incl. 2026)
| # | Stock | Trades | Win% | Avg/trade | Best | Total | 2026 |
|---|---|---|---|---|---|---|---|
| 1 | ████████ | 9 | 22% | +2.2% | +44% | +20% | +44% |
| 2 | ████████ | 10 | 30% | +1.5% | +44% | +15% | +44% |
| 3 | ████████ | 7 | 43% | +7.5% | +41% | +53% | +41% |
| 4 | ████████ | 8 | 25% | -1.1% | +28% | -9% | +28% |
| 5 | ████████ | 10 | 30% | +5.4% | +82% | +54% | +19% |
| 6 | ████████ | 6 | 33% | +1.5% | +19% | +9% | +19% |
| 7 | ████████ | 14 | 29% | -1.4% | +18% | -20% | +18% |
| 8 | GLAND free peek | 6 | 50% | +2.6% | +19% | +16% | +12% |
| 9 | ████████ | 3 | 33% | +1.6% | +17% | +5% | +11% |
| 10 | ████████ | 10 | 60% | +3.5% | +17% | +35% | +8% |
| 11 | ████████ | 5 | 60% | +10.4% | +43% | +52% | +7% |
| 12 | ████████ | 9 | 22% | -0.9% | +24% | -8% | +6% |
| 13 | ████████ | 10 | 30% | -0.9% | +16% | -9% | +6% |
| 14 | ████████ | 15 | 27% | -0.8% | +20% | -12% | +1% |
| 15 | ████████ | 11 | 18% | -3.3% | +11% | -36% | +1% |
| 16 | ████████ | 6 | 67% | +21.0% | +43% | +126% | +0% |
| 17 | ████████ | 5 | 80% | +22.0% | +83% | +110% | +0% |
| 18 | ████████ | 12 | 33% | +8.5% | +60% | +102% | +0% |
| 19 | ████████ | 10 | 60% | +10.0% | +54% | +100% | +0% |
| 20 | ████████ | 12 | 25% | +8.1% | +100% | +98% | +0% |
| 21 | ████████ | 12 | 17% | -1.6% | +22% | -19% | -20% |
| 22 | ████████ | 17 | 24% | -2.7% | +8% | -47% | -16% |
| 23 | ████████ | 11 | 36% | +0.0% | +19% | +0% | -12% |
| 24 | ████████ | 18 | 11% | -3.9% | +16% | -71% | -11% |
| 25 | ████████ | 14 | 7% | -3.1% | +16% | -44% | -11% |
| 26 | ████████ | 11 | 36% | -0.5% | +21% | -5% | -11% |
| 27 | ████████ | 11 | 18% | -3.7% | +5% | -40% | -9% |
| 28 | ████████ | 8 | 50% | +4.5% | +25% | +36% | -9% |
| 29 | ████████ | 11 | 18% | -0.9% | +27% | -9% | -8% |
| 30 | ████████ | 4 | 25% | -2.2% | +15% | -9% | -8% |
Educational backtest output only — not investment advice or a recommendation to buy/sell any security. AI-generated from stored historical data; not 100% accurate. Past performance is not indicative of future results.
On the index (same rules applied to NIFTY & BANKNIFTY)
| Index | Trades | Win% | Expectancy (R/trade) | Avg return/trade |
|---|---|---|---|---|
| NIFTY | 8 | 62% | +1.81R | +3.50% |
| BANKNIFTY | 11 | 45% | +1.20R | +4.20% |
Full transcript (2667 words)
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