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Abstract

The MACD (Moving Average Convergence Divergence) is an investment strategy that uses the convergence and divergence of the long-term moving average line and the short-term moving average line to predict the rise or fall of the market. In most cases, when the MACD value transitions from negative to positive, a golden cross occurs, suggesting the start of an upward trend. This investment strategy operates on the assumption that the MACD value has periodicity. When an upward trend begins from a negative MACD value, this is taken as a signal to buy, and once the upward trend has progressed to some extent (as defined by the MACD count), profits are realized. For all position entries, profit cut points and loss cut points are set. The values of the two moving averages (MA1, MA2) for basic MACD settings are set at 12 and 26, respectively. The signal line (MACD length) of the MACD is set at 9.

	Rank	ID	ELO	Daily Return
1	26	1491	0.78%	58.17%
2	25	1394	0.65%	46.46%
3	27	1295	0.81%	61.39%
4	16	1201	0.75%	55.17%
5	12	1140	1.01%	81.39%
6	9	1134	0.94%	74.94%
7	8	1105	0.96%	76.22%
8	11	1097	1.02%	83.01%
9	1	1094	0.90%	69.91%
10	10	1086	0.99%	79.90%
11	17	1066	0.51%	34.10%
12	22	1047	0.58%	40.15%
13	24	976	0.79%	59.10%
14	13	967	0.93%	72.61%
15	2	964	0.86%	66.35%
16	7	960	0.90%	69.56%
17	21	957	0.55%	37.57%
18	14	919	0.82%	61.61%
19	18	915	0.46%	30.97%
20	6	892	0.78%	58.43%