Does Four-down-days bounce actually work on NVDA? We tested it
We ran Four-down-days bounce on NVDA 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 7. We ship it on those.
Show every ticker we tested
This strategy made money overall, turning a 111% total return on NVDA by buying after four consecutive down days while the stock was above its 200-day average. The ride was fairly steady, with a high 87.5% win rate and an average gain of 2.5% per trade, but it did have one painful stretch: a 14.43% drawdown that lasted from mid-2017 to late 2018, which is where the strategy hurt most. The result is not driven by just a few lucky trades, as the edge was consistent across 32 trades. The entry-timing edge figure shows that the real entries beat 100% of random entry runs, meaning the entry signal itself is carrying the result, not the exits. The consistency figure shows the edge showed up steadily across three of the four walk-forward test periods, so it was not just one lucky stretch.
Every verdict on this page comes from the same process. How we test.
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