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Trend · MARA · 1D

Does CMF zero cross actually work on MARA? We tested it

We ran CMF zero cross on MARA through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +990.3%
Win rate 41.7%
Max drawdown −63.0%
Trades 36
Sharpe 0.90
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 +448.0% 1.71 13
2 Apr 2021 to Jan 2023 +145.7% 1.61 7
3 Jan 2023 to Oct 2024 −22.0% −0.07 11
4 Oct 2024 to Jul 2026 +48.8% 0.92 3
3 of 4 periods positive. Mean Sharpe 1.04. Worst period −22.0%.
Market matrix
Edge held on 4 of 28

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

MARA SHIPPED
93/100 EDGE
RIOT
100/100 EDGE
MSTR
94/100 EDGE
GLD
85/100 EDGE
Show every ticker we tested
BA
53/100 NONE
AMD
52/100 NONE
NFLX
51/100 NONE
COIN
51/100 NONE
UBER
50/100 NONE
TSLA
45/100 NONE
MU
43/100 NONE
IWM
38/100 NONE
NVDA
35/100 NONE
AVGO
35/100 NONE
GOOGL
34/100 NONE
SMCI
32/100 NONE
XOM
28/100 NONE
QQQ
17/100 NONE
SPY
13/100 NONE
META
9/100 NONE
JPM
8/100 NONE
AMZN
7/100 NONE
DIA
6/100 NONE
MSFT
5/100 NONE
AAPL
0/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
SOFI
too new TOO NEW
The rules
Entrywhen CMF of close over 20 bars crosses above 0 AND close is above SMA of close over 200 bars
Exitwhen a signal fires (CMF 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 very large total return of nearly 990% over 36 trades, but the ride was extremely lumpy. The worst moment was a brutal 63% drawdown that lasted over a year from May 2019 to September 2020, which would have been painful to sit through. The win rate is only 42%, meaning most trades lost money, but the average winning trade was much larger than the average loser, which is how the overall profit was achieved. The entry timing has a strong edge, beating 93% of random entry runs, so the success is not just from lucky exits but from getting in at the right moments. The edge was consistent, showing up in 3 out of 4 walk-forward periods, so the result is not driven by a single lucky streak.

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