Does 10-day high breakout actually work on MARA? We tested it

This strategy did make money overall, turning a 252% total return, but the ride was extremely lumpy and painful. The worst moment was a staggering 78% drawdown that lasted over two years, from early 2024 to mid-2026, which would have been very hard to sit through. The win rate was only 25%, meaning three out of four trades lost money, but the average winning trade was large enough to overcome the losses. The entry timing was a key driver of success, as the real entries beat 91% of random entry attempts, so the breakout trigger itself is carrying the result rather than the exits. The edge was not consistent across time, as the strategy was profitable in only 3 out of 4 walk-forward periods, meaning the bulk of the gains likely came from one strong stretch rather than steady performance.