1 day · base costs
-0.484%2026-09-08–2026-09-09
- Gross return
- -0.474%
- Funding
- -0.011%
- Trading costs
- 0.000%
- Turnover
- 0.000
- Net return
- -0.484%
Public repository
- Pinned source
- Pinned commit source
- Repository
- https://github.com/QuantConnect/Lean
- Commit
046fb456f8282c1749e42fcf7f8fa45fa4595d74- Source path
Algorithm.Python/DisplacedMovingAverageRibbon.py- Source SHA-256
2e337e0d681f7eb7dc14a5859493349f0201fa020930dee35dbfc94e4bf69ca9- License
- Apache-2.0 · License file
How it works
Buy when all six delayed 15-day SMA values align bullish; liquidate when all align bearish.
- Rule settings
- Fixed to the tested strategy
- Decision interval
- 1d
- Markets
- BTC, ETH, SOL
Recent simulated results
7 days · base costs
+2.097%2026-09-02–2026-09-09
- Gross return
- +2.320%
- Funding
- -0.174%
- Trading costs
- -0.050%
- Turnover
- 0.334
- Net return
- +2.097%
1 day · stress costs
-0.484%2026-09-08–2026-09-09
- Gross return
- -0.474%
- Funding
- -0.011%
- Trading costs
- 0.000%
- Turnover
- 0.000
- Net return
- -0.484%
7 days · stress costs
+2.045%2026-09-02–2026-09-09
- Gross return
- +2.319%
- Funding
- -0.174%
- Trading costs
- -0.099%
- Turnover
- 0.334
- Net return
- +2.045%
Simulated results do not predict future results.