GC Coral MA Cross (B12_01)
Trend cross over the 'Coral' smoother (six cascaded smoothing passes), in the gold day session.
Last validated: 2026-10-16 (baseline; weekly cadence starts after launch) · Validation status: Flagged — Best PF in the GC set (2.69) but year 1 lost money; single timeframe.
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 — 5m and 1h lose, 15m weak
- Direction
- Long & short, up to 3 trades/day
- Style
- Trend following
- Frequency
- about 47 trades a year
- In stacks
- GC Stack, All-Instrument Stack
- Long when the close crosses above the Coral line (length 21) and the line is 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) | -$4,710 | 0.73 | 40 |
| Year 2 (from 2025-09-01) | $72,395 | 4.17 | 53 |
107% 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: 93 trades, +$67,685, PF 2.69; closed-trade DD $7,840). Per TV4REAL's NQ/GC stack files.
Recent form
Last 3 months (exits 2026-06-24 to 2026-09-23): 15 trades, +$13,255, PF 3.78.
Robustness
Robustness checks not run. Recorded verdict: 'KEEP 30m single-TF fragile → bench + robustness'.
Other timeframes
| Timeframe | Net | PF | Win % | Trades | Max DD | Result |
|---|---|---|---|---|---|---|
| 15m | +$21,015 | 1.25 | 49.71% | 175 | $14,302.50 | fails (1.5×) |
| 1h | −$4,265 | 0.86 | — | 51 | — | loses |
| 5m | −$30,555 | 0.85 | — | 439 | $40,657.50 | loses |
Flags for this strategy
- FRAGILE (Tier B). Single timeframe: 30m only (15m +$21,015 PF 1.25 DD $14,303; 5m and 1h lose).
- Year 1 LOST $4,710 (PF 0.73): 107% of its net came in year 2. Only 93 trades.
- Coral and Elder share 47 identical trades (51% of Coral's 93); Coral and KAMA 46. All GC strategies use the same stop/target/trail template, so two that signal on the same bar take exactly the same trade.
- 89% of Coral's entry days are also McGinley entry days.
- Strong last 3 months (+$13,255, PF 3.78) — carries the recent results together with G4.
- It is a survivor of many sibling moving-average crosses tried in the same batches; most of those lost money.