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Trend · MARA · 1D

Does Hull MA cross actually work on MARA? We tested it

We ran Hull MA cross on MARA through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +437.7%
Win rate 39.2%
Max drawdown −73.7%
Trades 79
Sharpe 0.73
Equity curve

Equity curve over Oct 2017 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.

PeriodWindowReturnSharpeTrades
1 Jul 2019 to Apr 2021 +268.6% 1.49 20
2 Apr 2021 to Jan 2023 +5.4% 0.39 16
3 Jan 2023 to Oct 2024 +43.0% 0.76 31
4 Oct 2024 to Jul 2026 −10.0% −0.02 10
3 of 4 periods positive. Mean Sharpe 0.65. Worst period −10.0%.
Market matrix
Edge held on 2 of 28

The same rules, tested on 28 tickers. Edge held on 2. We ship it on those.

MARA SHIPPED
77/100 EDGE
MSTR
83/100 EDGE
Show every ticker we tested
RIOT
100/100 NONE
NFLX
81/100 NONE
COIN
74/100 NONE
NVDA
73/100 NONE
AMD
73/100 NONE
MU
67/100 NONE
XOM
63/100 NONE
UBER
57/100 NONE
IWM
47/100 NONE
BA
47/100 NONE
SPY
44/100 NONE
SOFI
38/100 NONE
TSLA
27/100 NONE
DIA
26/100 NONE
JPM
25/100 NONE
GLD
24/100 NONE
GOOGL
22/100 NONE
SMCI
21/100 NONE
QQQ
19/100 NONE
AVGO
17/100 NONE
MSFT
16/100 NONE
AMZN
15/100 NONE
META
4/100 NONE
AAPL
1/100 NONE
PLTR
too new TOO NEW
HOOD
too new TOO NEW
The rules
Entrywhen close crosses above HMA of close over 20 bars AND close is above SMA of close over 200 bars
Exitwhen a signal fires (close crosses below HMA 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 strong 437% total return, but the ride was extremely lumpy and painful. The worst stretch was a massive 73.75% drawdown that lasted from November 2021 to June 2023, meaning you would have watched most of your money disappear and stay gone for over a year and a half. With only a 39% win rate, the strategy relied on a few big winners to overcome many small losses, so the result is not driven by consistent small gains. The entry timing edge shows that real entries beat 77% of random entries, so the entry signal itself is doing meaningful work, though the exits also play a role since the edge is not overwhelming. The strategy was profitable in 3 out of 4 walk-forward periods, so the edge did show up across different market stretches rather than coming from just one lucky run.

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