The Ledger · Public record

MACD Trend (12/26)

Spec frozenspec 60c8…f09e ✓ verifiedby houseForward-tested 0 days1d

Execution model · Paper trading on end-of-day data: signals are evaluated on the daily close and filled per the strategy's entry price field with the same slippage assumption as backtests. The deployed spec is frozen (hash-verified); the ledger is append-only.

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Original backtest (in-sample, 2016 →)

CAGR
25.16%
Total return
+972%
Max drawdown
20.6%
Sharpe
1.37

Live forward test (out-of-sample, since 2026-08-05)

Forward return
+0.00%
Max drawdown
0.0%
Days live
0
Ledger signals
0

Forward paper equity

Not enough forward history to chart yet — check back after a few trading days.

Signals ledger

append-only — rows can never be edited or deleted

No signals yet — this strategy is waiting for its rules to fire on live end-of-day data. That's the ledger being honest.
Frozen strategy rules (immutable since deployment)
{
  "backtest_timeframe": "1d",
  "description": "EMA12 crosses above EMA26 (MACD line crosses zero); exit on cross-down.",
  "entry_price_field": "open",
  "entry_rule_long": "crosses_above(ema_12, ema_26)",
  "exit_rule": "ema_12 < ema_26",
  "indicators": [
    {
      "length": 12,
      "name": "ema_12",
      "source": "close",
      "type": "ema"
    },
    {
      "length": 26,
      "name": "ema_26",
      "source": "close",
      "type": "ema"
    }
  ],
  "max_holding_days": 0,
  "max_positions": 5,
  "name": "MACD Trend (12/26)",
  "position_size_mode": "notional_pct",
  "position_size_pct": 20,
  "stop_loss_pct": 0,
  "symbols": [
    "SPY",
    "QQQ",
    "AAPL",
    "MSFT",
    "NVDA"
  ],
  "take_profit_pct": 0
}

Forward testing has no survivorship bias — signals are recorded as they happen, on the symbols the strategy actually watches. Historical simulation for research and education. Not financial advice. Past performance does not predict future results.