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Trend · MSTR · 1D

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

We ran 10-day high breakout on MSTR through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 89 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +1299.5%
Win rate 34.1%
Max drawdown −61.4%
Trades 44
Sharpe 0.99
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 −17.5% −0.79 12
2 Jul 2020 to Jul 2022 +198.0% 1.44 9
3 Jul 2022 to Jul 2024 +445.8% 2.11 8
4 Jul 2024 to Jul 2026 +27.9% 0.59 10
3 of 4 periods positive. Mean Sharpe 0.84. Worst period −17.5%.
Market matrix
Edge held on 4 of 28

The same rules, tested on 28 tickers. Edge held on 4. We ship it on those.

MSTR SHIPPED
89/100 EDGE
RIOT
96/100 EDGE
MARA
91/100 EDGE
TSLA
77/100 EDGE
Show every ticker we tested
XOM
75/100 NONE
NFLX
70/100 NONE
COIN
68/100 NONE
MSFT
50/100 NONE
SMCI
47/100 NONE
GOOGL
39/100 NONE
GLD
39/100 NONE
SOFI
28/100 NONE
NVDA
27/100 NONE
QQQ
22/100 NONE
JPM
20/100 NONE
AAPL
19/100 NONE
MU
18/100 NONE
AVGO
14/100 NONE
UBER
14/100 NONE
AMD
11/100 NONE
BA
10/100 NONE
AMZN
7/100 NONE
IWM
6/100 NONE
DIA
5/100 NONE
SPY
0/100 NONE
META
0/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
The rules
Entrywhen close crosses above HIGHEST of high over 10 bars AND close is above SMA of close over 200 bars
Exitwhen a signal fires (close crosses below EMA of close over 20 bars)
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 large profit of nearly 1,300 percent over its life, but the ride was extremely lumpy. The worst stretch was a gut-wrenching 61 percent drawdown that lasted from February to July 2021, which would have been very hard to sit through. Only about one in three trades was a winner, but the winning trades were big enough to more than cover the losses. The result is not driven by just a few lucky trades, as the entry timing itself shows a strong edge, beating 89 percent of random entry runs. This means the specific breakout entry is doing the heavy lifting, and the edge was consistent, showing up in three out of four test periods.

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