SMA Performance

When price crosses above or below the N-period simple moving average, how long does the move last (in bars) and how far does price travel from the SMA before crossing back?

Timeframe

Data range

2009-10-05 → 2026-05-05

Total sessions

4,132

Period

All history

Summarised magnitudescontinuation · NQ Daily

Cross above SMA · Average duration (bars)

139.91bars

N = 23vs 10.44 bars baseline

Cross above SMA · Maximum duration (bars)

570.00bars

N = 23vs 45.00 bars baseline

Cross above SMA · Average travel (points)

1,012.23pts

N = 23vs 2,333.64 pts baseline

Cross above SMA · Maximum travel (points)

3,848.26pts

N = 23vs 3,848.26 pts baseline

Cross below SMA · Average duration (bars)

30.30bars

N = 20no baseline available

Cross below SMA · Maximum duration (bars)

203.00bars

N = 20no baseline available

Cross below SMA · Average travel (points)

960.53pts

N = 20no baseline available

Cross below SMA · Maximum travel (points)

4,038.43pts

N = 20no baseline available