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Trend · MARA · 1D

Does Bollinger upper-band breakout actually work on MARA? We tested it

We ran Bollinger upper-band breakout on MARA through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 88 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +424.1%
Win rate 29.2%
Max drawdown −78.4%
Trades 24
Sharpe 0.70
Equity curve

Equity curve over Oct 2017 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.

PeriodWindowReturnSharpeTrades
1 Jul 2019 to Apr 2021 +629.4% 1.72 6
2 Apr 2021 to Jan 2023 +38.9% 0.80 3
3 Jan 2023 to Oct 2024 +33.9% 0.69 8
4 Oct 2024 to Jul 2026 −43.0% −1.07 5
3 of 4 periods positive. Mean Sharpe 0.54. Worst period −43.0%.
Market matrix
Edge held on 5 of 28

The same rules, tested on 28 tickers. Edge held on 5. We ship it on those.

MARA SHIPPED
88/100 EDGE
RIOT
100/100 EDGE
MSTR
92/100 EDGE
TSLA
83/100 EDGE
MSFT
76/100 EDGE
Show every ticker we tested
COIN
73/100 NONE
SOFI
65/100 NONE
AMD
63/100 NONE
NFLX
56/100 NONE
JPM
56/100 NONE
GLD
51/100 NONE
XOM
44/100 NONE
MU
37/100 NONE
AVGO
32/100 NONE
QQQ
28/100 NONE
GOOGL
25/100 NONE
SMCI
23/100 NONE
BA
23/100 NONE
AAPL
21/100 NONE
DIA
20/100 NONE
AMZN
19/100 NONE
UBER
19/100 NONE
IWM
17/100 NONE
NVDA
15/100 NONE
SPY
11/100 NONE
META
10/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
The rules
Entrywhen close crosses above BBANDS upper band of close over 20 bars AND close is above SMA of close over 200 bars
Exitwhen a signal fires (close crosses below BBANDS middle band of close over 20 bars)
Sizing**Position size:** no fixed stop distance to size against. This strategy exits on signal only. Size by conviction, or add a hard stop for a size-by-risk number.
Diagnosis

This strategy made a lot of money overall, turning a 424% total return, but the ride was extremely lumpy and painful. The worst stretch was a massive 78% drawdown that lasted over two years, from early 2024 to mid-2026, which is where the strategy hurt the most. With only 24 trades and a 29% win rate, the result is heavily driven by a few big winners, since the average winning trade returned nearly 25%. The entry timing is strong, beating 88% of random entries, which means the signal to buy when price breaks above the upper Bollinger Band while above the 200-day average is a real edge. The consistency figure shows the edge held up in 3 out of 4 test periods, so it is not just one lucky stretch, but the deep drawdown shows the strategy can suffer long losing spells.

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Backtested results, not live trading returns. Fees and slippage included. Not investment advice.