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Mean reversion · AMD · 1D

Does Five-day-low pullback actually work on AMD? We tested it

We ran Five-day-low pullback on AMD through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +1006.0%
Win rate 72.6%
Max drawdown −40.3%
Trades 117
Sharpe 1.19
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 +42.1% 0.77 29
2 Jul 2020 to Jul 2022 +10.7% 0.40 22
3 Jul 2022 to Jul 2024 +84.5% 1.65 30
4 Jul 2024 to Jul 2026 +114.7% 1.76 20
4 of 4 periods positive. Mean Sharpe 1.14. Worst period +10.7%.
Market matrix
Edge held on 3 of 28

The same rules, tested on 28 tickers. Edge held on 3. We ship it on those.

AMD SHIPPED
86/100 EDGE
NFLX
82/100 EDGE
QQQ
80/100 EDGE
Show every ticker we tested
MSTR
94/100 NONE
XOM
82/100 NONE
GLD
73/100 NONE
META
66/100 NONE
SMCI
65/100 NONE
NVDA
62/100 NONE
DIA
57/100 NONE
COIN
54/100 NONE
GOOGL
51/100 NONE
SPY
48/100 NONE
AVGO
48/100 NONE
RIOT
48/100 NONE
BA
48/100 NONE
JPM
45/100 NONE
AMZN
43/100 NONE
MARA
43/100 NONE
MSFT
36/100 NONE
AAPL
27/100 NONE
UBER
25/100 NONE
IWM
15/100 NONE
TSLA
4/100 NONE
MU
4/100 NONE
SOFI
3/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
The rules
Entrywhen close is above SMA of close over 200 bars AND close is at or below LOWEST of close over 5 bars
Exitwhen a signal fires (close is at or above HIGHEST of close over 5 bars), or 10 bars have passed since entry (time stop)
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 substantial profit, turning a 1006% total return over 117 trades. The ride was fairly steady with a high win rate of 72.65%, but it had one very painful stretch where the account dropped 40.30% from early to late October 2018, which is where it hurt the most. The result is not driven by just a few lucky trades, as the average trade returned a solid 2.27%. The entry timing is carrying the result, because the real entries beat 86% of random entry runs, meaning the specific moments you got in added significant value. The edge is consistent, as the strategy was profitable in all four walk-forward test periods, so the profit came steadily across different market conditions rather than from one lucky stretch.

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