# 50/200 EMA on SPXL

50/200 day EMA crossover on SPXL with realised volatility filter

Canonical: https://prismaticalgos.com/compendium/algo/11333-50-200-ema-on-spxl
Record ID: 11333
Catalog rank: 1389 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://github.com/Nicolas8330/momentum-spxl
Evidence label (unverified): backtest_shown

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

Claim warnings: THIN SAMPLE: 48 trades - below the ~100 needed before a win rate or profit factor carries much information.
Build warnings: DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.

## Recorded profile

- symbols: SPXL
- timeframes: D1
- sessions: any
- market_regime: trending

## Indicators

- EMA: {"period": 50}; applied to: close
- EMA: {"period": 200}; applied to: close

## Recorded long-entry rules

- close > 50 EMA and 50 EMA > 200 EMA

## Recorded short-entry rules

- close < 50 EMA and 50 EMA < 200 EMA

## Recorded exit rules

- no explicit exit rules given

## Recorded filters

- realised volatility filter

## Risk controls

- Stop loss: not specified
- Take profit: not specified
- Position sizing: not specified