Back to Compendium
Grace Crossover
2

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.

ℹ️ Character descriptions are creative personas representing trading strategy styles. They are not financial advice, promises, or guarantees of performance.

Jun 30, 2025 Jun 30, 2026 (365d)

📊 Last Year Performance: Showing Grace Crossover's performance over the last year across 102 stock symbols. 🟢 LIVE

$11,198
Avg Value (per symbol)
Started at: $10,780 (+$418)
+3.88%
Last Year ROI
31.2%
Win Rate
13,113
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

-1.5%
1 Month
+1.9%
3 Months
+1.0%
6 Months
+1.0%
YTD
+3.9%
1 Year

Equity Curve (Last Year)

Combined P&L across all 102 symbols

⚙️ 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 (Last Year)

📉 Worst 5 Performing Symbols (Last Year)

📊 All Symbol Results

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

📅 Last Year: Jun 30, 2025 Jun 30, 2026 (365 days)
📖 Understanding Score & Momentum columns
📊 Score — Lifetime Quality Score
Measures how well this strategy+symbol combination has performed across the entire simulation history. Based on return, win rate, drawdown control, profit factor, and trade count. Higher is better.
75+ Elite   60+ Good   40+ Fair   <40 Weak
⚡ Mom — 30-Day Momentum Score
Measures performance over the last 30 days only. Same quality model but calibrated for short-term activity. Captures recent regime shifts that the lifetime score may miss.
75+ Hot   60+ Active   40+ Moderate   <40 Quiet
Spread Indicators — Comparing Mom vs Score reveals regime sensitivity:
🔥 Heating Up — Mom is 20+ points above Score. This symbol is performing significantly better recently than its lifetime average. Could indicate a favorable regime shift.
🧊 Cooling Off — Mom is 20+ points below Score. This symbol is underperforming recently despite a strong lifetime track record. Could indicate an unfavorable regime shift.
No icon = Steady — Scores within ±20 points. Consistent performance.
⚠️ Scores are calculated from simulated backtest data and are for informational purposes only. They do not constitute financial advice or predict future performance. Full methodology →
Rank Symbol Score Mom Return 1Y Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 MU 14 9 +95.74% $5,770 $11,294 123 38% - +$5,524 -48.4% 10.8h -
2 RIVN 42 5🧊 +74.43% $13,713 $23,920 125 36% - +$10,207 -33.5% 10.9h -
3 MRNA 4 43🔥 +58.34% $3,958 $6,267 135 36% - +$2,309 -67.6% 11.1h -
4 SNOW 24 6 +34.90% $9,740 $13,139 130 32% - +$3,399 -21.1% 10.3h -
5 XLK 36 31 +33.51% $10,762 $14,368 118 43% - +$3,606 -13.1% 10.5h -
6 PANW 51 36 +33.35% $12,941 $17,257 121 38% - +$4,316 -10.2% 10.2h -
7 GOOGL 23 26 +30.93% $9,725 $12,733 130 37% - +$3,008 -22.4% 10.5h -
8 MRK 27 56🔥 +29.17% $9,957 $12,861 128 40% - +$2,904 -15.0% 11.4h -
9 USO 30 5🧊 +29.05% $10,609 $13,692 125 32% - +$3,082 -11.7% 10.8h -
10 CSCO 55 9🧊 +25.45% $11,821 $14,829 126 37% - +$3,008 -5.8% 11.6h -
11 LLY 37 37 +23.50% $12,394 $15,306 128 35% - +$2,913 -13.5% 10.7h -
12 ABBV 12 10 +22.20% $8,623 $10,538 133 36% - +$1,914 -20.2% 10.6h -
13 BIIB 5 21 +22.10% $8,010 $9,780 133 32% - +$1,770 -21.8% 9.1h -
14 LCID 29 5🧊 +21.99% $12,924 $15,766 130 25% - +$2,842 -23.9% 10.4h -
15 GS 43 6🧊 +21.65% $12,335 $15,006 130 35% - +$2,671 -8.5% 10.1h -
16 SCHW 54 42 +20.57% $12,698 $15,310 122 39% - +$2,612 -6.9% 10.9h -
17 DKNG 25 41 +19.37% $11,515 $13,746 135 30% - +$2,230 -25.0% 11.5h -
18 SLV 22 3 +17.61% $10,269 $12,077 122 34% - +$1,808 -14.1% 11.3h -
19 SOFI 44 6🧊 +15.50% $18,594 $21,476 127 31% - +$2,882 -22.8% 11.5h -
20 WFC 31 44 +15.09% $11,396 $13,115 126 32% - +$1,720 -10.6% 11.2h -
21 RIOT 23 7 +14.05% $11,819 $13,480 127 31% - +$1,661 -34.2% 9.1h -
22 AXP 20 54🔥 +14.04% $10,168 $11,596 130 32% - +$1,428 -17.9% 10.5h -
23 CVX 29 9 +14.01% $11,110 $12,666 133 32% - +$1,556 -10.7% 11.2h -
24 AMGN 44 49 +13.37% $12,029 $13,637 142 32% - +$1,608 -5.9% 10.1h -
25 INTC 11 9 +13.12% $9,179 $10,383 133 27% - +$1,204 -21.5% 7.8h -
26 BAC 19 41🔥 +13.01% $10,029 $11,333 123 38% - +$1,305 -19.3% 10.2h -
27 VRTX 31 9🧊 +12.99% $11,590 $13,095 133 34% - +$1,506 -9.6% 11.3h -
28 SLB 11 9 +12.84% $9,159 $10,335 129 32% - +$1,176 -17.0% 9.5h -
29 XOM 25 9 +12.34% $10,263 $11,529 129 36% - +$1,266 -7.7% 11.2h -
30 PM 55 9🧊 +12.25% $12,759 $14,322 120 28% - +$1,563 -4.1% 12.3h -
31 BMY 4 19 +10.41% $8,645 $9,545 132 31% - +$900 -14.5% 9.3h -
32 HOOD 31 24 +10.01% $14,430 $15,874 125 27% - +$1,444 -21.5% 10.9h -
33 PEP 28 19 +9.78% $10,676 $11,720 128 35% - +$1,044 -6.0% 11.3h -
34 GME 33 76🔥 +9.02% $15,162 $16,530 140 26% - +$1,368 -22.2% 8.2h -
35 ARKK 23 17 +8.58% $11,293 $12,262 129 29% - +$969 -13.9% 11.5h -
36 JNJ 10 10 +7.19% $9,561 $10,248 124 31% - +$687 -10.9% 11.3h -
37 ORCL 5 7 +6.50% $8,786 $9,357 124 35% - +$571 -31.9% 11.8h -
38 IWM 27 16 +6.03% $11,257 $11,936 129 29% - +$679 -8.0% 9.6h -
39 MA 22 40 +5.88% $10,730 $11,360 133 26% - +$631 -9.3% 9.0h -
40 DIA 8 20 +5.48% $9,554 $10,078 121 32% - +$524 -8.0% 11.1h -
41 ARM 3 42🔥 +5.43% $5,441 $5,737 130 34% - +$295 -53.7% 10.4h -
42 COIN 18 9 +5.01% $11,083 $11,638 129 27% - +$555 -23.0% 10.2h -
43 UNH 6 7 +4.96% $9,547 $10,021 126 30% - +$474 -17.4% 9.8h -
44 MSFT 11 5 +4.70% $9,900 $10,365 127 35% - +$465 -19.0% 11.5h -
45 HD 4 7 +3.89% $9,451 $9,818 128 25% - +$368 -11.0% 10.3h -
46 QQQ 22 9 +3.34% $11,025 $11,393 122 34% - +$368 -9.3% 11.6h -
47 MS 21 12 +3.12% $11,209 $11,558 131 40% - +$350 -12.1% 8.7h -
48 WMT 48 15🧊 +2.28% $13,987 $14,305 124 32% - +$319 -6.4% 14.1h -
49 META 5 9 +2.16% $9,244 $9,444 135 27% - +$200 -28.5% 9.8h -
50 NFLX 20 9 +2.07% $11,445 $11,682 132 35% - +$237 -13.6% 11.4h -
51 BRK-B 4 12 +1.55% $9,009 $9,149 126 24% - +$140 -16.1% 10.0h -
52 JPM 29 44 +1.49% $12,438 $12,623 128 32% - +$185 -9.6% 10.5h -
53 PLTR 42 9🧊 +1.38% $20,945 $21,234 130 30% - +$289 -23.6% 12.0h -
54 SPY 19 9 +1.26% $10,681 $10,816 122 31% - +$135 -6.4% 9.3h -
55 KO 16 13 +0.77% $10,507 $10,588 124 34% - +$81 -6.4% 13.1h -
56 COST 16 9 +0.15% $10,672 $10,688 131 33% - +$16 -8.3% 12.2h -
57 C 16 7 -0.31% $10,968 $10,934 126 36% - -$34 -16.6% 10.1h -
58 VTI 5 9 -0.53% $9,582 $9,531 122 30% - -$51 -11.1% 8.5h -
59 AMD 5 18 -0.63% $8,597 $8,543 132 32% - -$54 -38.6% 8.9h -
60 VZ 4 14 -0.96% $8,461 $8,380 124 27% - -$81 -22.5% 13.2h -
61 V 3 38🔥 -1.07% $9,266 $9,167 128 34% - -$99 -12.2% 10.0h -
62 AAPL 4 32🔥 -1.33% $8,860 $8,742 131 29% - -$118 -16.9% 8.9h -
63 SOXL 4 12 -1.69% $8,958 $8,806 115 36% - -$151 -51.2% 11.0h -
64 VOO 20 9 -1.77% $10,914 $10,721 123 29% - -$193 -4.8% 8.9h -
65 PFE 4 21 -2.19% $8,543 $8,355 133 32% - -$187 -20.1% 11.0h -
66 SQQQ 16 28 -2.51% $11,568 $11,278 128 31% - -$290 -27.4% 9.4h -
67 XLE 4 11 -2.80% $10,174 $9,889 136 35% - -$285 -13.2% 11.6h -
68 AMZN 5 7 -3.37% $9,394 $9,077 128 33% - -$317 -24.3% 11.0h -
69 GLD 41 5🧊 -3.99% $13,779 $13,229 127 31% - -$550 -6.1% 12.6h -
70 COP 11 9 -4.86% $10,776 $10,253 135 27% - -$524 -13.6% 9.7h -
71 CMCSA 5 47🔥 -5.14% $10,447 $9,910 130 33% - -$537 -8.3% 10.3h -
72 XLF 15 30 -5.68% $11,171 $10,537 129 29% - -$635 -6.8% 10.7h -
73 AVGO 4 9 -6.51% $10,665 $9,970 127 35% - -$694 -26.2% 12.5h -
74 MCD 4 6 -6.73% $8,882 $8,284 128 32% - -$598 -16.7% 11.1h -
75 TQQQ 4 7 -6.85% $8,878 $8,270 123 30% - -$608 -36.1% 10.2h -
76 TLT 4 6 -6.86% $9,728 $9,061 130 31% - -$667 -7.1% 12.0h -
77 ISRG 6 7 -7.90% $10,890 $10,029 124 31% - -$860 -10.1% 11.6h -
78 TMO 5 34🔥 -8.01% $9,901 $9,108 135 31% - -$793 -14.5% 9.4h -
79 UVXY 27 25 -8.15% $16,366 $15,032 141 25% - -$1,334 -23.5% 7.4h -
80 TSLA 3 7 -9.23% $7,664 $6,956 131 31% - -$707 -26.6% 10.7h -
81 CRWD 27 6🧊 -9.88% $15,704 $14,153 123 33% - -$1,552 -20.9% 11.7h -
82 DIS 4 9 -10.39% $10,175 $9,118 135 29% - -$1,057 -15.9% 8.6h -
83 CRM 22 6 -10.83% $13,515 $12,051 135 29% - -$1,464 -15.0% 9.6h -
84 PG 15 9 -12.25% $11,936 $10,474 129 25% - -$1,462 -4.6% 11.1h -
85 BLK 15 10 -12.28% $12,125 $10,636 133 31% - -$1,489 -8.6% 12.4h -
86 SMCI 20 9 -12.61% $15,104 $13,199 130 24% - -$1,905 -43.0% 10.0h -
87 NVDA 8 6 -13.22% $11,684 $10,139 131 28% - -$1,545 -30.4% 9.6h -
88 MDT 4 6 -13.59% $9,753 $8,428 129 29% - -$1,325 -12.9% 12.0h -
89 NET 5 9 -14.05% $9,394 $8,074 127 30% - -$1,320 -27.1% 9.4h -
90 PYPL 4 7 -14.43% $10,592 $9,064 124 24% - -$1,528 -14.2% 12.0h -
91 MARA 33 22 -14.61% $23,429 $20,006 133 29% - -$3,423 -35.1% 9.9h -
92 IBM 5 9 -16.33% $9,527 $7,972 128 33% - -$1,556 -12.8% 9.8h -
93 GILD 3 9 -19.97% $9,799 $7,842 134 22% - -$1,957 -19.1% 8.9h -
94 NIO 2 9 -20.57% $5,940 $4,718 130 28% - -$1,222 -42.7% 8.8h -
95 ACN 4 5 -21.04% $10,094 $7,970 129 29% - -$2,124 -7.8% 11.9h -
96 RBLX 4 30🔥 -22.02% $11,520 $8,984 135 30% - -$2,537 -23.0% 10.9h -
97 REGN 2 9 -23.29% $6,888 $5,284 134 26% - -$1,604 -33.9% 8.9h -
98 ADBE 4 7 -24.29% $9,145 $6,924 133 34% - -$2,221 -20.5% 12.0h -
99 OXY 4 7 -24.47% $10,249 $7,741 132 29% - -$2,508 -14.1% 11.1h -
100 SPXU 2 5 -25.89% $10,006 $7,416 85 25% - -$2,591 -29.7% 20.5h -
101 AMC 2 7 -33.18% $4,725 $3,157 141 21% - -$1,568 -67.5% 9.0h -
102 VXX 4 9 -35.22% $11,310 $7,326 141 22% - -$3,983 -42.2% 8.2h -

👤 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.