Does Donchian 20/10 breakout actually work on BA? We tested it
We ran Donchian 20/10 breakout on BA through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 76 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 1. We ship it on those.
Show every ticker we tested
This strategy made money overall, turning a 177.81% total return, but the ride was very lumpy. The worst stretch was a brutal 31.70% drawdown that lasted from March 2021 to October 2022, which is where it hurt the most. With only 36 trades and a win rate of 36%, the result is not driven by just a few lucky trades, but the profits came from a handful of big winners that made up for many small losses. The entry timing is strong, as real entries beat 76% of random entry runs, meaning the entry signal itself is doing a lot of the heavy lifting. The edge was consistent across time, showing up in 3 out of 4 walk forward periods, so the performance was not just from one lucky stretch.
Every verdict on this page comes from the same process. How we test.
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