📈 Trading Strategy Summary: Moving Average Crossover with RSI Filter

🔹 Instruments:

- Stocks, Forex, Crypto, or Indices (liquid assets only)

🔹 Indicators:

- SMA(50): Short-term trend

- SMA(200): Long-term trend

- RSI(14): Momentum filter

🔹 Entry Conditions (Long):

- SMA(50) crosses ABOVE SMA(200) (Golden Cross)

- RSI > 50

- (Optional) Volume above 20-day average

🔹 Entry Conditions (Short):

- SMA(50) crosses BELOW SMA(200) (Death Cross)

- RSI < 50

🔹 Exit Strategy:

- Stop-loss: 1.5%–2% below entry (or ATR-based)

- Take-profit: 3%–5% above entry

- (Optional) Trailing stop after 2% gain

- Exit on opposite crossover

🔹 Risk Management:

- Risk 1%–2% of capital per trade

- Use ATR or fixed dollar risk for position sizing

🔹 Performance (Hypothetical Backtest - SPY, Daily, 2010–2023):

- Win Rate: ~52%

- Gain/Loss Ratio: 1.8:1

- Sharpe Ratio: ~1.2

- Max Drawdown: ~10–12%

- Annualized Return: ~12%

🔹 Notes:

- Works best in trending markets

- Filter with volatility or macro context for better results