Does the EMA 20/50 crossover on the Nasdaq 100 work? Backtest (last 30 days)
The rule, in plain words
On 15-minute candles we follow two exponential moving averages, of 20 and 50 periods. When the 20 EMA crosses above the 50 EMA, we buy. The stop goes 1.5 times the ATR (14 periods, M15) below the entry, the target is twice the amount risked, and any trade still open is closed at 20:30 UTC. One trade per day at most.
Over the last 30 days this rule roughly broke even: 12 trades, 33% won, −0.6R.
R = units of risk: +2R means you won twice what you risked on each trade, −1R means you lost what you risked.
Cumulative result (R) trade by trade
Every trade
| Date (UTC) | Side | Exit | Result |
|---|---|---|---|
| Sep 24, 17:00 | Buy | Stop | −1.00R |
| Sep 25, 16:00 | Buy | Closed by time | +0.40R |
| Sep 29, 08:45 | Buy | Stop | −1.00R |
| Sep 30, 07:45 | Buy | Stop | −1.00R |
| Oct 05, 14:15 | Buy | Target | +2.00R |
| Oct 07, 20:00 | Buy | Closed by time | −0.12R |
| Oct 09, 05:00 | Buy | Target | +2.00R |
| Oct 13, 18:15 | Buy | Closed by time | −0.04R |
| Oct 15, 16:45 | Buy | Closed by time | +1.12R |
| Oct 19, 04:00 | Buy | Stop | −1.00R |
| Oct 20, 15:00 | Buy | Stop | −1.00R |
| Oct 21, 13:00 | Buy | Stop | −1.00R |
Test it yourself with your AI
Connect TraderWAI to Claude, ChatGPT or any AI and paste this. Change the market, the period or the rule and compare.
Backtest the Nasdaq 100 for the last 30 days: buy when the M15 EMA 20 crosses above the EMA 50, stop 1.5× ATR(14) M15, target 2R, close at 20:30 UTC.Leave it running
If you like a rule, your AI can turn it into a conditional order: TraderWAI checks it every minute on your own broker account, with the stop and the risk per trade you choose, even with the chat closed. You can keep every order waiting for your approval.
Updated automatically every day · last update Oct 22, 2026 · period Sep 22, 2026 – Oct 22, 2026
How it is calculated
1-minute data from the TraderWAI market feed. Entry at the close of the 1-minute candle where the rule is met (the same engine that runs live conditional orders). If one candle touches both the stop and the target, the stop is counted (worst case). No spread, commissions or slippage.
Past results don't guarantee future ones. Not financial advice.
Questions
What is a backtest?
It applies a fixed rule to past prices to see what would have happened: which trades it would have taken and how each one ended. It tells you how the rule behaved, not how it will behave.
What does R mean?
R is the amount you risk on each trade (the distance to the stop). +2R is a win of twice that risk and −1R is a full loss. It lets you compare results without depending on account size.
Can I change the rule?
Yes. Ask your AI for the same backtest with another market, period, stop or target. On the free plan you can test the last 7 days; longer periods are available on paid plans.