Does Hull MA cross actually work on MSTR? We tested it
We ran Hull MA cross on MSTR through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 83 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 2. We ship it on those.
Show every ticker we tested
This strategy made a very large profit of 822% over 131 trades, but the ride was extremely lumpy and painful. The worst stretch was a massive 49.85% drawdown that lasted from late November 2024 through mid-March 2025, meaning you would have watched nearly half your account evaporate during that period. The win rate is low at only 38%, so most trades lost money, but the winners were big enough to more than compensate. The result is not driven by just a few lucky trades, as the entry timing edge shows that your specific entries beat 83% of random entry dates, meaning the entry signal itself is carrying the performance. The consistency figure shows the edge was present in 3 out of 4 test periods, so the profit was not from one lucky stretch but appeared steadily across different market conditions.
Every verdict on this page comes from the same process. How we test.
Sign up free. EdgeStacker runs a fresh backtest for you, then alerts you on the Today screen when the setup fires.