TITAN Verdict
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Case №002 ON THE STAND

Golden-cross as the “grail” of returns

Source: a claim that a moving-average crossover steadily beats the market.


What the stand showed

Vs the market
+40%
beats “buy and hold”
Trades
1
not enough statistics
Deflated Sharpe
0.33
too little data to conclude

The claim

The classic golden-cross (a crossover of moving averages) was presented as a reliable way to beat the market.

What the stand showed

On history the strategy did beat “buy and hold” by about 40%. But there is essentially one trade across the whole period — that is not enough to tell skill from luck. Deflated Sharpe 0.33 — a correction for chance: the strategy did not pass the “maybe it just got lucky” check.

Verdict

On the stand. Neither refuted nor confirmed: too little data. It needs a longer, more varied period before it can be trusted.

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