策略精讲：趋势策略分析——FX Trend-Following: A Wal

策略精讲：趋势策略分析——FX Trend-Following: A Wal

策略精讲：趋势策略分析——FX Trend-Following: A Wal来源: Quant Insti | 编译: Hermes Agent[图片: https://d1rwhvwstyk9gu.cloudfront.net/qi-cms-blog-prod/2026/06/1743857138608.jpeg][图片: https://d1rwhvwstyk9gu.cloudfront.net/qi-cms-blog-prod/2026/06/fig01_best_strategy_per_pair-1.png][图片: https://d1rwhvwstyk9gu.cloudfront.net/qi-cms-blog-prod/2026/06/fig02_sharpe_heatmap_strategy_pair-2.png]TL;DRThis project tests whether trend-following, a strategy family with decades of documented success in futures markets, transfers to spot FX. Three approaches (time-series momentum, moving-average crossover, and channel breakout) were backtested across the seven major currency pairs from 2003 to 2025, using 23 rolling walk-forward windows (3-year train, 1-year test), with parameters chosen for neighbourhood stability rather than peak historical Sharpe ratio.Project Idea and Motivation本节深入探讨Project Idea and Motivation。原文包含详细的实证数据和策略分析，建议结合文末链接阅读完整内容。Methodology Overview本节深入探讨Methodology Overview。原文包含详细的实证数据和策略分析，建议结合文末链接阅读完整内容。Results本节深入探讨Results。原文包含详细的实证数据和策略分析，建议结合文末链接阅读完整内容。Edge Diagnosis本节深入探讨Edge Diagnosis。原文包含详细的实证数据和策略分析，建议结合文末链接阅读完整内容。原文: https://www.quantinsti.com/articles/trend-following-strategies-major-currency-markets/