Does CMF zero cross actually work on MSTR? We tested it
We ran CMF zero cross on MSTR through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 94 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 lot of money overall, turning an 885% total return, but the ride was extremely lumpy and painful. The worst moment was a massive 59.52% drawdown that lasted from February to June 2021, which would have been very hard to sit through. With a win rate of only 45.9%, the strategy relied on a few big winners to overcome many small losses, so the result is not driven by steady, consistent wins. The entry timing is strong, beating 94% of random entries, which means the specific moment you get in is a key part of the edge. However, the consistency figure shows the edge was not evenly spread, as the strategy was profitable in only 3 out of 4 test periods, meaning one stretch of time did most of the heavy lifting.
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.