If a signal carried any directional information at all, the results would vary between configurations. Some would beat the cost line. None did. That is not weak edge that needs tuning - it is zero edge being charged an entry fee.

Here is what that came from.

I tested 378 moving-average strategies. Every one lost exactly what it cost to trade.

Two signal families, four timeframes, EMA and SMA, with and without a trend filter, long-only and short-only. 378 combinations in total, all with real fees and real measured slippage applied.

The round-trip cost of a trade is 0.240% of position size. The average result per trade, across every single configuration, landed between -0.361% and -0.401%.

That is the cost, and nothing else.

Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.

Run on $BNB

#Binance #Futures #Backtesting #TradingBot #CryptoData