{
  "id": 11730,
  "rank": 2424,
  "name": "SMA Crossover",
  "aka": [
    "Golden Cross/Death Cross"
  ],
  "family": "A",
  "subtype": "A1",
  "one_liner": "Simple Moving Average crossover strategy with 5% stop-loss and 0.1% transaction cost",
  "market_regime": "any",
  "timeframes": [
    "null"
  ],
  "symbols": [
    "null"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "SMA",
      "params": {
        "period": 25
      },
      "applied_to": "close"
    },
    {
      "name": "SMA",
      "params": {
        "period": 60
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "SMA(25) crosses above SMA(60)"
  ],
  "entry_short": [
    "SMA(25) crosses below SMA(60)"
  ],
  "exit_rules": [
    "null"
  ],
  "filters": [
    "null"
  ],
  "stop_loss": "5%",
  "take_profit": "null",
  "position_size": "null",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": [
    "THIN SAMPLE: 34 trades - below the ~100 needed before a win rate or profit factor carries much information.",
    "UNDATED CLAIM: performance figures are published with no test period, so they cannot be checked or reproduced."
  ],
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11730-sma-crossover",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/unkinhin-hku/Quantitative-Trading-Backtesting",
  "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."
}
