# Moving Average Strategy

Simple moving-average-based trading signal for S&P 500 E-mini futures

Canonical: https://prismaticalgos.com/compendium/algo/11412-moving-average-strategy
Record ID: 11412
Catalog rank: 2409 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://github.com/NihalVyas/quantitative-futures-strategy-backtester
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

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: ES=F
- timeframes: D1
- sessions: Not specified
- market_regime: any

## Indicators

- SMA: {"period": 20}; applied to: close
- SMA: {"period": 50}; applied to: close

## Recorded long-entry rules

- 20-day SMA > 50-day SMA

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- 20-day SMA < 50-day SMA

## Recorded filters

- Not specified.

## Risk controls

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