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Trend · AAPL · 1D

Does CCI zero-line cross actually work on AAPL? We tested it

We ran CCI zero-line cross on AAPL through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +380.2%
Win rate 43.9%
Max drawdown −20.5%
Trades 66
Sharpe 1.30
Equity curve

Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.

PeriodWindowReturnSharpeTrades
1 Aug 2018 to Jul 2020 +60.1% 1.78 11
2 Jul 2020 to Jul 2022 +50.8% 1.26 20
3 Jul 2022 to Jul 2024 +14.6% 0.89 8
4 Jul 2024 to Jul 2026 +15.7% 0.69 17
4 of 4 periods positive. Mean Sharpe 1.15. Worst period +14.6%.
Market matrix
Edge held on 4 of 28

The same rules, tested on 28 tickers. Edge held on 4. We ship it on those.

AAPL SHIPPED
78/100 EDGE
MSTR
100/100 EDGE
GOOGL
95/100 EDGE
TSLA
81/100 EDGE
Show every ticker we tested
RIOT
99/100 NONE
XOM
91/100 NONE
MARA
87/100 NONE
NFLX
83/100 NONE
AMZN
73/100 NONE
IWM
61/100 NONE
SMCI
60/100 NONE
COIN
58/100 NONE
MU
52/100 NONE
JPM
52/100 NONE
NVDA
51/100 NONE
QQQ
43/100 NONE
SPY
42/100 NONE
UBER
42/100 NONE
AMD
41/100 NONE
MSFT
32/100 NONE
META
32/100 NONE
GLD
29/100 NONE
DIA
4/100 NONE
BA
2/100 NONE
AVGO
0/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
SOFI
too new TOO NEW
The rules
Entrywhen CCI of close over 20 bars crosses above 0 AND close is above SMA of close over 200 bars
Exitwhen a signal fires (CCI of close over 20 bars crosses below 0)
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 solid profit of 380% over its life, but the ride was quite lumpy. The worst period was a drawdown of over 20% that lasted nearly a full year from September 2018 to August 2019, which would have been painful to sit through. While the win rate was only 44%, the average winning trade was big enough to more than cover the losses, so the overall result is not driven by just a few lucky trades. The entry timing shows a real edge, beating 78% of random entries, meaning the specific moment you get in is carrying a lot of the weight here. The edge was also consistent, showing up profitably in all four walk-forward test periods, so it wasn't a one-stretch wonder.

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