MACD Crossover: does it work?

The MACD(12,26,9) signal-line crossover is one of the most widely taught trend-following entries, often pitched on its own without any RSI confirmation.

The rule we tested. The MACD(12,26,9) line crossing above its signal line to go long, and below it to go flat, the standard textbook crossover with no added filter, coded exactly as published.

No. ETF −3.0 pts/yr vs buy-and-hold (p=1.000, q=1.000). None cleared Tickfloor's Benjamini-Hochberg q<0.10 bar once weighed against every other rule tested alongside it.

This is one line in a wider check: Tickfloor's research desk has run 401 strategies against buy-and-hold, and after correcting for how many were tested (Benjamini-Hochberg, 444 tests), 0 survived. A single win-rate claim like this one is exactly the kind of result that check exists to catch before anyone trades on it.

General information only. It doesn't consider your objectives, finances or needs. Tickfloor holds no financial services licence and never places trades.

Does the classic MACD crossover work?

No. ETF −3.0 pts/yr vs buy-and-hold (p=1.000, q=1.000). None cleared Tickfloor's Benjamini-Hochberg q<0.10 bar once weighed against every other rule tested alongside it.

What exact rule did Tickfloor test?

The MACD(12,26,9) line crossing above its signal line to go long, and below it to go flat, the standard textbook crossover with no added filter, coded exactly as published.

Is this financial advice?

No. This measures a publicly claimed strategy rule, not a recommendation. General information only, not personal advice.

See the full numbers on the Trend following family page, or the full method and every result.

Other rules we've tested: Bollinger Band Bounce, Donchian / Turtle Breakout, VWAP Bounce.

See a full worked example, free, no account. Or start lesson 1 of the course, also free.