TRIX is a triple-smoothed momentum oscillator — the heavy smoothing is designed to filter noise and leave only the dominant trend. The taught signal is the TRIX/signal-line cross. Unlike most of this series, it earned a conditional pass. We ran the standard TRIX(18) through the 7-Gate Protocol. Verdict: conditional.
Methodology
- Data: Binance spot, Jul 2024–Jul 2026 (2 years), BTC/ETH/SOL/BNB/XRP
- Timeframes: 5m–1D (9 buckets, incl. resampled)
- Execution: TRIX is the 1-bar rate-of-change of a triple-smoothed EMA of price. Long when TRIX crosses above its signal line, short when below. Closed-bar, no look-ahead
- Friction: 0.06%/side (real); 0-fee gross reported too. Benchmark: buy & hold
- Six axes: timeframe, trix length, TP:SL, multi-coin, yearly, out-of-sample
Gate 0 — Fidelity
TRIX is the 1-bar rate-of-change of a triple-smoothed EMA of price. Long when TRIX crosses above its signal line, short when below. Reproduced exactly (pass).
How It Behaves
Triple smoothing makes TRIX slow — and on crypto that’s a feature on the higher timeframes. It ignores intraday noise and only flips on sustained momentum shifts, so on the daily it holds big trends beautifully (+158%). The cost of that patience shows up as thinness on the faster 4H.
Axis 1 — Timeframe
| Timeframe | Trades | Gross (0 fee) | Net (real) |
|---|---|---|---|
| 5분 | 8,756 | −22% | −100% |
| 15분 | 2,887 | −9% | −97% |
| 30분 | 1,400 | −15% | −84% |
| 1시간 | 707 | −41% | −75% |
| 2시간 | 336 | +33% | −11% |
| 4시간 | 175 | +27% | +3% |
| 6시간 | 120 | −32% | −41% |
| 12시간 | 57 | −34% | −39% |
| 1일 | 24 | +166% | +158% |
The daily is the story: +158% net. The 4H is only marginally positive (+3%), and lower timeframes lose as the smoothing lag stops helping. This is a higher-timeframe tool, and the daily is where it belongs.
Axis 2 — TRIX length
| TRIX length | Net | PF |
|---|---|---|
| 9 | +5% | 1.17 |
| 14 | +78% | 1.39 |
| 18 | +3% | 1.15 |
| 21 | +5% | 1.14 |
| 30 | −37% | 0.90 |
Robust where it counts: 4 of 5 periods are positive (9, 14, 18, 21), with 14 strongest (+78%). Only the longest (30) loses. That’s a genuine plateau, not a single lucky point.
Axis 3 — TP:SL
| TP:SL | Net | PF |
|---|---|---|
| 1:0.5 | +9% | 1.08 |
| 1:1 | +47% | 1.21 |
| 1:1.5 | +31% | 1.15 |
| 1:2 | +67% | 1.25 |
| 1:2.5 | +36% | 1.17 |
| 1:3 | +34% | 1.17 |
| 1:4 | +20% | 1.13 |
| 1:5 | +33% | 1.17 |
All eight TP:SL ratios are positive (PF above 1 throughout), peaking at 1:2 (+67%). A robust profit surface across exits — the hallmark of a real edge.
Axis 4 — Five Coins
| Coin | Strategy net | Buy & Hold |
|---|---|---|
| BTC | +3% | +12% |
| ETH | −29% | −40% |
| SOL | −74% | −40% |
| BNB | −43% | +17% |
| XRP | +174% | +163% |
Here’s the catch: only 2 of 5 coins clearly win (BTC +3%, XRP +175%). ETH, SOL and BNB lose. The edge concentrates in the strong trenders, so it isn’t an all-market system.
Axis 5 — Yearly
| Year | BTC 4H net |
|---|---|
| 2024 | +19% |
| 2025 | +9% |
| 2026 | −21% |
The standout: +19% (2024), +9% (2025), −21% (2026). It is the only strategy in this series that stayed positive through 2025’s grind — strong evidence the daily edge is more than one-year luck.
Axis 6 — Friction
4H friction: +27% gross → +3% net → −14% at 0.11%. The 4H is churn-sensitive; the daily, with far fewer trades, keeps the bulk of its edge.
The Verdict: CONDITIONAL
- Gate 0 — Indicator fidelity — pass (standard TRIX(18))
- Gate 1 — Sanity — pass
- Gate 2 — Friction — conditional — daily edge survives; 4H is thin and churn-sensitive
- Gate 3 — Yearly — pass — +19 / +9 / −21; the only one positive through 2025
- Gate 4 — Robustness (period) — pass — 4 of 5 periods positive
- Gate 5 — Robustness (TP:SL) — pass — all 8 positive
- Gate 6 — Multi-market — fail — 2 of 5 coins
- Gate 7 — vs Buy & Hold — pass — daily +158% crushes holding
TRIX is the second genuine edge of the batch. On the daily it returns +158%, every take-profit ratio is positive, four of five periods work, and — alone in this series — it stayed green through 2025’s chop. The catch: the 4H is thin (+3%) and only 2 of 5 coins win. As a daily momentum filter in trending markets it passes cleanly; as an all-timeframe, all-coin system it doesn’t. Conditional.
FAQ
Why does TRIX work when the Awesome Oscillator didn’t?
Both are momentum, but TRIX’s triple smoothing filters far more noise, so on the daily it flips only on real momentum shifts rather than chop. The trade-off is lag — which is why its own 4H is thin. It’s a higher-timeframe instrument.
Is +158% on the daily reliable?
It rests on relatively few daily trades, so treat the exact figure with caution. But the supporting gates — robust across periods and exits, and positive through 2025 — are what make it a conditional pass rather than a fluke.
Can I replicate this?
Yes — TRIX(18) signal cross, public Binance data, 0.06%/side, five coins, nine timeframes. Every table reproduces.
See also the other conditional passes Vortex and Ichimoku (daily), and the rejects Keltner and Donchian.
Disclaimer: educational research, not financial advice. Past performance does not guarantee future results. Never trade money you cannot afford to lose.