Does CMF zero cross actually work on RIOT? We tested it
We ran CMF zero cross on RIOT 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 substantial amount of money overall, turning a 6,518% total return. However, the ride was extremely lumpy and painful, as shown by a maximum drawdown of nearly 69% that lasted from mid-2023 into early 2026, meaning you would have watched most of your gains evaporate at one point. The entry timing is carrying the entire result, since the entry-timing edge is at the 100th percentile, meaning random entries would have performed far worse, so the specific moment you get in is crucial. The consistency figure shows the edge appeared in 3 out of 4 test periods, so it is not a fluke from one lucky stretch, but the win rate of just 46% means you lose more than half the time, and the average trade makes 16% to compensate. The worst drawdown is the main risk, and you need to be prepared for a multi-year period where the strategy looks broken before it recovers.
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.