MACD Histogram Momentum

Verified — this backtest ran on Tessen's own engine and data. The inputs can't be faked.

F
28 / 100fails the gate
Win rate 37% (context, not edge)
OOS Net Expectancy > 0
Clears the Cost Hurdle
Robust, Not Lucky
Survivable Drawdown
Not Overfit
Net Expectancy
3.49bp
OOS Trades
8345
Sized Max DD
56%
edge
robustness
risk
execution
live
Per-asset OOS expectancy
AVAX/USDT:USDT
-2.1bp
BNB/USDT:USDT
+0.7bp
BTC/USDT:USDT
+1.9bp
DOGE/USDT:USDT
+10.7bp
ETH/USDT:USDT
+4.6bp
LINK/USDT:USDT
+4.3bp
SOL/USDT:USDT
-5.0bp
XRP/USDT:USDT
+12.4bp
Why this grade — Aurix post-mortem
You wouldn't survive its losing streak

Simulated at responsible sizing, the worst drawdown hits 56% — deep enough that most people abandon the strategy exactly at the bottom. Historically, 22.6% of ALL graded strategies also fail this (N=137).

Try: Cut risk per trade, tighten the catastrophe stop, or reduce concurrent positions. An edge you can't hold through its drawdown is an edge you don't have.

It memorized the past instead of learning a pattern

Performance collapses between the training and test periods — the parameters fit historical noise, not a repeatable mechanism. Historically, 2.9% of ALL graded strategies also fail this (N=137).

Try: Simplify: fewer conditions, rounder parameter values (RSI 30, not 28.7), wider regime windows. If a small parameter change kills it, it was never real.

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A Tessen Grade is a historical, out-of-sample statistical measurement — not investment advice, a prediction, or a guarantee of future results. Most strategies fail; a passing grade can stop working as markets change. Trading involves substantial risk of loss. Full risk disclosure