Grace Crossover

The Patient One

📊 Swing Trader 📅 66 years old (Born 1960)

"The fast moving average is the heartbeat. The slow moving average is the breath. When heartbeat crosses breath, the market has made its decision."

Elegant woman in her mid-60s with silver hair in a neat bun. Minimalist wardrobe—black turtleneck, simple silver watch. Her desk is immaculate, containing only what is essential.

📊 View Performance: 1 Month 3 Months 6 Months YTD 1 Year 2 Years

Feb 15, 2024 → Feb 15, 2026 (731 days)

🎯 Asset Class: 📈 Stocks 102 ₿ Crypto 12 🌐 All Assets 114 ⚠️ Crypto has 0.25% trading fees - results reflect fee impact

📊 2 Years Performance: We gave Grace Crossover $10,000 and let him trade 12 crypto symbols from Jan 1, 2024 to today. 🟢 LIVE

$2,537

Avg Value (per symbol)

Started at: $10,000 ($-7,463)

-74.63%

2-Year ROI

11.1%

Win Rate

4,661

Total Trades

Quick Performance Comparison

Click any period to view detailed stats

Equity Curve (2 Years)

Combined P&L across all 12 symbols

💰 Trading Activity (2 Years)

Stock Volume

0 trades

Stock Fees

✓ Commission FREE

Crypto Volume

$14,840,670

4,661 trades

Crypto Fees

$37,102

0.25% of volume

⚠️ Important Note: This simulation tests each symbol with its own $10K account (not pooled). Crypto symbols can show 40-75%+ fee drag due to high trade frequency.

Stocks are FREE on Alpaca, so the ~100 stock symbols have zero fee impact.

⚙️ Trading Strategy

EMA crossover - 9 EMA crossing 21 EMA signals entry

Monitors the 9-period and 21-period Exponential Moving Averages. When the fast EMA (9) crosses above the slow EMA (21), it signals bullish momentum and triggers a buy. The opposite cross triggers a sell.

🎯 Best Suited For

Stocks with clean trending behavior

"The trend is your friend until it bends."

📜 Why This Strategy Works

Markets trend roughly 30% of the time—but that's where the big money is made. The crossover filters out noise and identifies when momentum has genuinely shifted.

Mathematical Formula

CODE VERIFIED — These formulas are extracted directly from the simulation engine and verified against the source code.
Source: scripts/run-*-simulation.php

📊 Exponential Moving Average (EMA)

                        EMAt = (Close × k) + (EMAt-1 × (1 - k))                    

                        Unlike SMA, EMA weighs recent prices more heavily. The multiplier k controls sensitivity.                    

                            k = Smoothing Factor = 2 ÷ (Period + 1)                        

                            For 9 EMA: k = 2 ÷ 10 = 0.20 (20% weight to current price)                        

                            For 21 EMA: k = 2 ÷ 22 ≈ 0.0909 (9.09% weight to current price)                        

                            First EMA = SMA of first n periods (seeding)

                    📚 Robert Goodell Brown's "Smoothing, Forecasting and Prediction" (1963)                

📊 Golden Cross (Buy Signal)

                        Signal = (EMAfast,t-1 ≤ EMAslow,t-1) AND (EMAfast,t > EMAslow,t)                    

                        The moment the fast EMA crosses ABOVE the slow EMA indicates bullish momentum shift.                    

                            EMA_fast = 9-period EMA (the "heartbeat")                        

                            EMA_slow = 21-period EMA (the "breath")                        

                            Cross detected: previous bar fast ≤ slow, current bar fast > slow

                    📚 Richard Donchian's trend-following system (1960s)                

📊 Death Cross (Sell Signal)

                        Signal = (EMAfast,t-1 ≥ EMAslow,t-1) AND (EMAfast,t < EMAslow,t)                    

                        The moment the fast EMA crosses BELOW the slow EMA indicates bearish momentum shift.                    

                            Fast EMA falls below slow EMA = trend reversal                        

                            Exit signal overrides hold, even if target not reached

                    📚 Classic technical analysis, popularized by John Murphy                

📉 Exit Conditions

                        • TARGET: Price ≥ entry × 1.08 (+8% gain)                    

                        • STOP_LOSS: Price ≤ entry × 0.95 (-5% loss)                    

                        • DEATH_CROSS: Fast EMA crosses below Slow EMA                    

                        • MAX_HOLD: Hold time ≥ 60 days                    

⚙️ Simulation Parameters

                        FAST_EMA_PERIOD:
                        9
                    

                        SLOW_EMA_PERIOD:
                        21
                    

                        TARGET_GAIN_PCT:
                        8%
                    

                        STOP_LOSS_PCT:
                        -5%
                    

                        MAX_HOLD_DAYS:
                        60
                    

                        STARTING_CAPITAL:
                        10000
                    

📖 Historical Origin

Origin: Richard Donchian, Father of Trend Following

Richard Donchian began trading in the 1930s but didn't formalize his moving average crossover systems until the 1960s. His insight was profound: you don't need to predict where markets will go—you only need to recognize when they've started going there.

🏆 Top 10 Performing Symbols (2 Years)

📉 Worst 5 Performing Symbols (2 Years)

📊 All Symbol Results

Click on any row to see detailed trade history with equity curve

📅 2 Years: Feb 15, 2024 → Feb 15, 2026 (731 days)

Rank	Symbol	Return	Start	Final Value	Trades	Win Rate	Fees	Net	Max DD	Avg Hold	Refunds	Last Refund
1	SHIBUSD 🚫 PROBATION ₿	-25.62%	🔄 $10,099	$8,136	48	15%	$2,167	-$1,964	-99.1%	1.7h	6	Feb 5, 2026 20d left
2	DOTUSD 🚫 PROBATION ₿	-40.14%	🔄 $10,099	$6,441	70	16%	$2,786	-$3,658	-99.1%	1.7h	6	Feb 1, 2026 16d left
3	LTCUSD 🚫 PROBATION ₿	-54.29%	🔄 $10,100	$5,029	115	10%	$4,064	-$5,071	-99.1%	1.7h	6	Jan 26, 2026 10d left
4	UNIUSD 🚫 PROBATION ₿	-61.38%	🔄 $10,100	$4,057	157	10%	$4,751	-$6,043	-99.0%	1.6h	6	Jan 21, 2026 5d left
5	PEPEUSD 🚫 PROBATION ₿	-65.69%	🔄 $10,100	$3,690	145	13%	$4,569	-$6,410	-99.3%	1.6h	7	Jan 22, 2026 6d left
6	LINKUSD 🚫 PROBATION ₿	-66.07%	🔄 $10,100	$3,673	148	8%	$4,628	-$6,427	-99.0%	1.7h	6	Jan 22, 2026 6d left
7	SOLUSD ₿	-91.08%	🔄 $10,099	$949	407	10%	$8,186	-$9,150	-99.1%	1.8h	5	Dec 20, 2025
8	DOGEUSD ₿	-97.59%	🔄 $10,100	$267	654	11%	$8,462	-$9,833	-99.0%	1.7h	5	Nov 12, 2025
9	ETHUSD ₿	-97.80%	🔄 $10,100	$235	655	11%	$8,495	-$9,864	-99.0%	1.8h	5	Nov 16, 2025
10	XRPUSD ₿	-98.39%	🔄 $10,099	$175	726	11%	$8,779	-$9,925	-99.0%	1.8h	5	Oct 29, 2025
11	AVAXUSD ₿	-98.45%	🔄 $10,099	$167	719	10%	$8,490	-$9,932	-99.1%	1.7h	5	Nov 7, 2025
12	BTCUSD ₿	-99.04%	🔄 $10,100	$103	817	8%	$8,785	-$9,997	-99.1%	1.8h	5	Oct 22, 2025

👤 Personality

Zen-like patience. Never chases trades. Believes rushing leads to ruin. Speaks slowly and deliberately. Has been known to wait months for the perfect entry.