Multi-Coin Scanner
Runs one strategy across many coins with a walk-forward split: the in-sample segment is where an edge would have been discovered, the out-of-sample segment is scored blind. Results are ranked by OOS Sharpe and summarized by how many coins stay profitable — a formula that only works on one cherry-picked chart is noise. Note the coin list itself is today's survivors, so historical results carry survivorship bias.
Signals are computed once per coin over the full window and sliced at the split date; the OOS simulation starts flat with full warmup history, exactly like an account funded on that day.
Scan the MACD Cross strategy across every coin
This scan pushes the MACD Cross rule — long when the MACD line crosses its signal line, flat on the reverse cross — through the entire coin universe in one run. Every coin is split walk-forward: the in-sample segment would have been used to discover the edge, the out-of-sample segment is scored blind.
Because MACD signals are momentum-driven, they tend to cluster across correlated coins: the scan shows exactly how broad each cluster was and whether the out-of-sample Sharpe survives once the momentum regime ends. Coins still profitable in the held-out segment are the honest survivors.
How it works
- Pick an interval, the coin universe (majors or all) and the walk-forward split.
- The strategy formula loads into the editor, fully editable.
- Set fees and slippage, then scan — every coin is backtested with the same rules.
- Rank by out-of-sample Sharpe, return, drawdown or win rate.
Frequently asked questions
What does an out-of-sample Sharpe mean in the MACD scan?
It is the annualized risk-adjusted return computed only on the held-out segment of each coin's history — data after the in-sample cut the strategy was never optimized on. It is the default ranking column because it cannot be cherry-picked.
Can I edit the MACD strategy before scanning?
Yes. The formula is fully editable — change the 12/26/9 parameters to any EMA lengths, or add filters, and rescan. The scan reruns your exact DSL program on every coin in the universe with the same walk-forward split.
More multi-coin scanner pages
MA Cross 5/20 · RSI 30/70 · Bollinger Breakout · KDJ Cross · Donchian 20/10