| dc.contributor.advisor | Abdullah, Asaduddin | |
| dc.contributor.advisor | Watazawwadu'ilmi, Sendy | |
| dc.contributor.author | GHIFARI, NAUFAL ABIAN | |
| dc.date.accessioned | 2026-07-23T02:31:18Z | |
| dc.date.available | 2026-07-23T02:31:18Z | |
| dc.date.issued | 2026 | |
| dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/175543 | |
| dc.description.abstract | Peningkatan investor ritel di Indonesia mendorong penelitian ini untuk
menganalisis efektivitas strategi active trading menggunakan indikator EMA,
membandingkan parameter global EMA 20/50 dengan parameter lokal EMA 22/55,
serta mengevaluasinya terhadap strategi Buy-and-Hold. Menggunakan data historis
8 emiten sektor mining dalam Indeks LQ45, penelitian ini melakukan backtesting
dengan Risk-Reward Ratio 1:2, mengukur Win Rate, Net Profit, Maximum
Drawdown, Recovery Ratio, dan Sharpe Ratio. Hasil menunjukkan EMA 22/55
lebih optimal, dengan win rate 51,5%, net profit 381,44%, recovery ratio 2,48, dan
drawdown terkendali -19,15%. Strategi ini juga mengungguli Buy-and-Hold
melalui mitigasi risiko, menjadikannya alat keputusan adaptif bagi investor ritel
pada sektor volatil.
Kata Kunci: analisis teknikal, backtesting, buy and hold, exponential moving average,
LQ45 | |
| dc.description.abstract | The surge in Indonesian retail investors motivates this study to evaluate
active trading strategies using the EMA indicator, comparing global-standard EMA
20/50 against localized EMA 22/55, benchmarked against the passive Buy-andHold strategy. Using historical data from eight mining-sector issuers in the LQ45
Index, backtesting simulations apply a 1:2 risk-reward ratio, assessing win rate, net
profit, maximum drawdown, recovery ratio, and Sharpe ratio. Results show EMA
22/55 outperforms EMA 20/50, with a 51.5% win rate, 381.44% net profit, 2.48
recovery ratio, and -19.15% drawdown, offering retail investors a more adaptive
tool for high-volatility sectors.
Keywords: backtesting, buy and hold, exponential moving average, LQ45, technical
analysis | |
| dc.description.sponsorship | | |
| dc.language.iso | id | |
| dc.publisher | IPB University | id |
| dc.title | ANALISIS KOMPARATIF STRATEGI CROSSOVER EXPONENTIAL MOVING AVERAGE PADA SAHAM SEKTOR MINING INDEKS LQ45 PERIODE 2021-2025 | id |
| dc.title.alternative | COMPARATIVE ANALYSIS OF EXPONENTIAL MOVING AVERAGE CROSSOVER STRATEGY ON LQ45 INDEX MINING SECTOR STOCKS FOR THE 2021–2025 PERIOD | |
| dc.type | Skripsi | |
| dc.subject.keyword | Analisis Teknikal | id |
| dc.subject.keyword | backtesting | id |
| dc.subject.keyword | buy and hold | id |
| dc.subject.keyword | exponential moving average | id |
| dc.subject.keyword | Indeks LQ45 | id |
| dc.subtype | Undergraduate Theses | |
