EMA Backtest Results

All 5 asset backtests for the EMA indicator. Sorted by Sharpe ratio.

5 assets tested ยท 5-year historical data ยท Sorted by Sharpe ratio

AssetReturnCAGRSharpeMax DDWin RatePFTrades
๐ŸŸข QQQ+78.9%12.3%0.6915.2%37.5%3.7316
๐ŸŸก SPY+31.5%5.6%0.4115.1%31.8%2.1822
๐ŸŸก BTC+88.8%13.6%0.4042.8%31.4%1.6235
๐ŸŸก AAPL+32.7%5.8%0.3122.3%30.4%1.4523
๐ŸŸก ETH+6.5%1.3%0.0952.6%37.0%1.0527

๐ŸŸข Sharpe > 0.5 ยท ๐ŸŸก 0โ€“0.5 ยท ๐Ÿ”ด Negative

โ† Back to all indicator backtests

Last refreshed: October 31, 2026