GC McGinley Dynamic Cross (B10_04)
Trend cross over the McGinley Dynamic, a moving average that speeds up and slows down with the price-to-average ratio.
Last validated: 2026-10-16 (baseline; weekly cadence starts after launch) · Validation status: Flagged — Single-timeframe; flat recent form; near-duplicate of the other crosses.
1 full-size GC contract ($100 per $1). Test window 2024-09-23 to 2026-09-23 (2 years). Slippage 4 ticks per order, $2.50 commission per contract per side ($5 round trip); $100k account. 4-tick slippage per side = NQ $20, ES $50, GC $40 before commission.
Plain-English rules
- Market
- COMEX Gold (GC)
- Timeframe
- 30m — 30m only recorded
- Direction
- Long & short, up to 3 trades/day
- Style
- Trend following
- Frequency
- about 115 trades a year
- In stacks
- —
- Long when the close crosses above the McGinley line (N = 14, k = 0.6) with the line sloping up; short on the mirror.
- Shared GC day-session template: COMEX session 05:20–10:30 PT (08:20–13:30 ET); entries 05:25–09:30 PT, everything flat by 10:30 PT; long and short; ADX(14) ≥ 16 with DI agreeing and ATR ≥ $1; initial stop 1.5×ATR (clamped $2.50–$10.00), profit target at 1.5× the stop distance, trailing stop 2.2×ATR, no opposite-signal exit; up to 3 trades a day, one at a time.
Summary of the rules. The full parameter-level rules document is delivered to subscribers (documents only — no code).
Equity curve & drawdown
Year-by-year
| Period | Net | PF | Trades |
|---|---|---|---|
| Year 1 (exits to 2025-08-31) | $1,545 | 1.04 | 111 |
| Year 2 (from 2025-09-01) | $68,310 | 1.94 | 118 |
98% of the 2-year profit came in year 2. Year 1 = exits 2024-09-23 to 2025-09-22; year 2 = exits 2025-09-23 to 2026-09-23 (saved trade list clipped to the window: 229 trades, +$69,855, PF 1.60; closed-trade DD $11,415). Per TV4REAL's NQ/GC stack files.
Recent form
Last 3 months (exits 2026-06-24 to 2026-09-23): 27 trades, +$275, PF 1.02.
Robustness
Robustness checks not run. Verdict recorded 'FRAGILE-SINGLE-TF (not benched)', later restored to the bench as single-TF.
Other timeframes
| Timeframe | Net | PF | Win % | Trades | Max DD | Result |
|---|---|---|---|---|---|---|
| Other timeframes | — | — | — | — | — | not recorded |
Flags for this strategy
- FRAGILE (Tier B). Single timeframe: 30m only.
- Year 1 +$1,545 (PF 1.04): 98% of profit came in year 2. Last 3 months flat (+$275, PF 1.02).
- Overlaps heavily with Coral (89% of Coral's entry days) and KAMA (78–80%); it adds little in stacks (+$8,165 over 149 taken trades in the four-way stack) and is not in the GC Stack.