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Trend · AMD · 1D

Does Keltner channel breakout actually work on AMD? We tested it

We ran Keltner channel breakout on AMD through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +584.3%
Win rate 46.2%
Max drawdown −41.8%
Trades 39
Sharpe 0.93
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 +78.7% 1.24 9
2 Jul 2020 to Jul 2022 +23.9% 0.77 5
3 Jul 2022 to Jul 2024 +10.1% 0.37 10
4 Jul 2024 to Jul 2026 +120.1% 1.44 7
4 of 4 periods positive. Mean Sharpe 0.96. Worst period +10.1%.
Market matrix
Edge held on 5 of 28

The same rules, tested on 28 tickers. Edge held on 5. We ship it on those.

AMD SHIPPED
80/100 EDGE
RIOT
99/100 EDGE
TSLA
95/100 EDGE
MSTR
87/100 EDGE
GLD
86/100 EDGE
Show every ticker we tested
MARA
89/100 NONE
NVDA
69/100 NONE
BA
66/100 NONE
NFLX
62/100 NONE
AAPL
59/100 NONE
COIN
57/100 NONE
SOFI
57/100 NONE
META
54/100 NONE
MSFT
53/100 NONE
UBER
52/100 NONE
PLTR
50/100 NONE
GOOGL
48/100 NONE
JPM
47/100 NONE
XOM
44/100 NONE
SMCI
39/100 NONE
AVGO
33/100 NONE
DIA
30/100 NONE
MU
23/100 NONE
AMZN
21/100 NONE
IWM
20/100 NONE
QQQ
6/100 NONE
SPY
1/100 NONE
HOOD
too new TOO NEW
The rules
Entrywhen close crosses above KELTNER upper band of close over 20 bars
Exitwhen a signal fires (close crosses below KELTNER midline 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 584% total return, but the ride was very lumpy. The worst stretch was a brutal 41.75% drawdown that lasted nearly a year, from early 2017 into early 2018, which is where it hurt most. With only 39 trades over the entire test, the result is driven by a relatively small number of winning trades, and the 46% win rate confirms that losers were frequent. The entry timing shows a solid edge, beating 80% of random entries, meaning the entry signal itself is doing a lot of the heavy lifting. The edge was also consistent, showing up as profitable in all four walk-forward test periods, so it wasn't just one lucky stretch.

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