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+80.5%12.6%0.6619.0%37.5%2.8516
๐ŸŸก BTC+106.1%15.6%0.4453.1%34.4%1.7332
๐ŸŸก SPY+33.1%5.9%0.4015.1%30.4%1.7923
๐ŸŸก AAPL+32.7%5.8%0.2723.0%36.4%1.6222
๐ŸŸก ETH-3.6%-0.7%0.0452.6%37.0%0.9827

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

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Last refreshed: July 04, 2026