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Trend · IWM · 1D

Does EMA 8/21 trend rider actually work on IWM? We tested it

We ran EMA 8/21 trend rider on IWM through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +75.5%
Win rate 39.7%
Max drawdown −16.9%
Trades 58
Sharpe 0.71
Equity curve

Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.

PeriodWindowReturnSharpeTrades
1 Aug 2018 to Jul 2020 +10.1% 0.81 9
2 Jul 2020 to Jul 2022 +10.3% 0.59 14
3 Jul 2022 to Jul 2024 +6.4% 0.41 10
4 Jul 2024 to Jul 2026 +22.9% 1.11 10
4 of 4 periods positive. Mean Sharpe 0.73. Worst period +6.4%.
Market matrix
Edge held on 9 of 28

The same rules, tested on 28 tickers. Edge held on 9. We ship it on those.

IWM SHIPPED
78/100 EDGE
NFLX
98/100 EDGE
MSFT
93/100 EDGE
JPM
93/100 EDGE
GOOGL
86/100 EDGE
AAPL
84/100 EDGE
SPY
79/100 EDGE
GLD
76/100 EDGE
QQQ
75/100 EDGE
Show every ticker we tested
MARA
99/100 NONE
PLTR
98/100 NONE
MSTR
82/100 NONE
AMD
72/100 NONE
BA
65/100 NONE
DIA
59/100 NONE
COIN
58/100 NONE
AMZN
56/100 NONE
XOM
51/100 NONE
RIOT
47/100 NONE
TSLA
45/100 NONE
UBER
43/100 NONE
AVGO
42/100 NONE
META
30/100 NONE
SMCI
29/100 NONE
NVDA
24/100 NONE
MU
15/100 NONE
SOFI
13/100 NONE
HOOD
too new TOO NEW
The rules
Entrywhen EMA of close over 8 bars crosses above EMA of close over 21 bars
Exitwhen a signal fires (close crosses below EMA of close over 21 bars), or stop-loss at -10%
Sizing**Position size:** risk 1% of account → position ≈ 10.0% of account (1% ÷ stop 10%).
Diagnosis

This strategy made money overall, turning a 75.5% total return on IWM, but the ride was lumpy. The worst stretch was a 16.93% drawdown that lasted over a year from March 2021 to June 2022, which is where the pain really concentrated. With only 39.66% of trades being winners, the profit came from a few big winners that made up for many small losers. The entry timing shows a real edge, beating 78% of random entry runs, so the setup itself is picking good spots to get in. The edge was consistent across all four test periods, meaning the strategy worked steadily over time rather than relying on one lucky streak.

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