Intraday EMA Scalp 1m
Trend following · Equity ETFs · 1-min
The rules, in plain English
This is a 1-minute scalping template: it follows the trend when the 9-period exponential moving average is on the right side of the 21-period, and sits in cash otherwise. Scalping means many tiny decisions, very fast. In the published run it finished slightly negative — essentially flat, minus the friction.
The published backtest
| Total return | -0.2% |
|---|---|
| CAGR (annual growth rate) | — |
| Sharpe ratio | — |
| Maximum drawdown (worst peak-to-trough fall) | -0.2% |
| Win rate | — |
| Profit factor | — |
| Risk grade (our shorthand, from the published figures) | Not graded |
| Asset class | Equity ETFs |
| Style | Trend following |
| Timeframe | 1-min |
| Type | Weights |
— means no figure was published for this strategy. Ungraded and workflow entries publish diagnostics rather than a graded portfolio backtest, so some metrics are not published for them.
Honest verdict
Lost money in backtest
Plainly: this one lost money in its published backtest. Whatever the appeal of the idea, the published test ended with less money than it started with — so as tested, it did not work.
Worst drawdown in the published test: -0.2% — at its lowest point, a follower of this test would have been down that much from the peak before any recovery.
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Attribution: strategy and published backtest results from the QuantJourney open-source library (Apache-2.0), via quants.md — published backtest results by QuantJourney, reproduced with attribution. Results are hypothetical backtest results based on historical data; they are not live trading results and do not guarantee future performance. Educational content only — not financial advice, and not a recommendation to buy, sell, or hold any security.