Does CCI zero-line cross actually work on MSTR? We tested it
We ran CCI zero-line cross on MSTR through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
You gave up raw return for a higher win rate and a shallower drawdown. This setup is about timing and staying out of trouble, not beating the index.
Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.
The same rules, tested on 28 tickers. Edge held on 4. We ship it on those.
Show every ticker we tested
This strategy made a very large amount of money overall, turning a starting amount into nearly 29 times its value. However, the ride was extremely lumpy, with a win rate of only 35% and a brutal maximum drawdown of nearly 59% that lasted over two years, from early 2021 to mid-2023. That long stretch was where the strategy hurt the most, and it shows that most trades were losers, but the winners were huge enough to overcome the losses. The entry timing has a massive edge, beating all 100 random entry runs, which means the specific moment you get in is the main driver of the result, not the exits. The edge was also consistent, showing up as profitable in three out of four test periods, so the success was not just from one lucky streak.
Every verdict on this page comes from the same process. How we test.
Sign up free. EdgeStacker runs a fresh backtest for you, then alerts you on the Today screen when the setup fires.