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Trend · MSTR · 1D

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.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +821.9%
Win rate 38.2%
Max drawdown −49.9%
Trades 131
Sharpe 0.87
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 −28.2% −1.77 32
2 Jul 2020 to Jul 2022 +367.7% 1.89 27
3 Jul 2022 to Jul 2024 +92.8% 1.02 39
4 Jul 2024 to Jul 2026 +27.7% 0.59 30
3 of 4 periods positive. Mean Sharpe 0.43. Worst period −28.2%.
Market matrix
Edge held on 2 of 28

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

MSTR SHIPPED
83/100 EDGE
MARA
77/100 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 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.

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