Strategy test · trend

Does ADX DI cross work?

Directional index spread gated by ADX. Tested on every popular stock and coin, with real trading costs taken off.

The short answer

After costs, it kept money on 26 of the 48 stocks and coins we test.

It gave a signal 5,862 times and worked 1,623 of them (28%). On average each trade kept +0.01R.

Instrument	Kept a trade	Hit rate	Worked	Signals
RDDT Reddit	+0.48R	40%	19	48
NVDA NVIDIA	+0.29R	39%	47	120
SOFI SoFi	+0.27R	39%	33	84
NFLX Netflix	+0.21R	34%	48	141
MSFT Microsoft	+0.19R	29%	36	123
JPM JPMorgan Chase	+0.19R	38%	39	104
AVGO Broadcom	+0.17R	34%	44	128
INTC Intel	+0.16R	35%	36	103
META Meta	+0.16R	33%	42	126
MSTR Strategy (MicroStrategy)	+0.14R	35%	41	116
PLTR Palantir	+0.13R	35%	33	93
AVAX Avalanche	+0.11R	25%	56	225
CRWD CrowdStrike	+0.09R	34%	30	87
VOO Vanguard S&P 500 ETF	+0.06R	32%	30	93
WMT Walmart	+0.05R	27%	27	100
ETH Ethereum	+0.04R	25%	67	265
DIS Disney	+0.04R	27%	28	104
AAPL Apple	+0.04R	30%	39	130
AMD AMD	+0.04R	36%	38	107
BA Boeing	+0.03R	28%	40	143
SMCI Super Micro Computer	+0.03R	31%	38	124
QQQ Nasdaq 100 ETF	+0.03R	35%	34	98
COST Costco	+0.01R	30%	27	91
SOL Solana	+0.01R	25%	50	198
SPY S&P 500 ETF	+0.01R	29%	28	95
COIN Coinbase	0.00R	34%	32	94
HOOD Robinhood	-0.01R	31%	38	124
BTC Bitcoin	-0.01R	25%	54	218
LINK Chainlink	-0.03R	26%	48	185
BAC Bank of America	-0.04R	26%	28	107
SNOW Snowflake	-0.05R	18%	18	99
DOGE Dogecoin	-0.05R	24%	59	244
GOOGL Alphabet (Google)	-0.06R	25%	30	120
ADA Cardano	-0.07R	23%	48	210
LTC Litecoin	-0.08R	27%	45	164
GME GameStop	-0.09R	24%	25	103
PYPL PayPal	-0.09R	24%	24	102
AMZN Amazon	-0.09R	22%	17	78
KO Coca-Cola	-0.10R	21%	21	102
UBER Uber	-0.11R	23%	17	75
XRP XRP	-0.12R	24%	43	179
TSLA Tesla	-0.13R	28%	29	105
AMC AMC Entertainment	-0.14R	19%	22	114
ARM Arm Holdings	-0.16R	25%	13	51
NKE Nike	-0.17R	19%	22	118
RIVN Rivian	-0.23R	18%	13	73
SHOP Shopify	-0.25R	20%	17	83
F Ford	-0.34R	15%	10	68

How we tested

Up to 5 years of daily prices for each stock and coin.
Every time the strategy leaned up or down, we took a pretend trade that way. Stop 1.5 ATR away, target 2.25 ATR away, closed after 10 trading days if it hit neither. ATR is how much the price usually moves in a day.
Worked means it reached the target before the stop. If both were touched on the same day, we count it as a loss.
Costs come off every trade: 0.02% a round trip for stocks, 0.2% for crypto.
Kept a trade is in R, the amount risked. +0.10R means 10 cents kept for every dollar risked, on average, after costs.
Strategies that fired fewer than 40 times on a stock are left out: that few is luck.

Re-run every day. Past results do not promise future ones. This is software output, not financial advice.

Other trend strategies

all of them →

See what works on the stock you are looking at.

Orenth runs all 34 strategies on any stock or coin, and says so when none of them has an edge.

Create free account Popular stocks

Analysis software, not financial advice. Every figure here is measured from historical price data and can stop describing the future at any moment. Day trading loses money for the large majority of retail participants, and this tool's own measurements agree with that. Never risk money you cannot afford to lose.
Terms · Privacy · Popular stocks · Strategy tests · Track record · Pricing

Analysing

Fetching data, running 34 strategies, and back-testing each one against this instrument's own history.