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Trend · TSLA · 1D

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

We ran Keltner channel breakout on TSLA through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +1265.5%
Win rate 51.6%
Max drawdown −33.7%
Trades 31
Sharpe 1.18
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 +232.6% 1.91 7
2 Jul 2020 to Jul 2022 +47.2% 0.90 7
3 Jul 2022 to Jul 2024 +57.6% 1.19 6
4 Jul 2024 to Jul 2026 +30.7% 0.73 6
4 of 4 periods positive. Mean Sharpe 1.18. Worst period +30.7%.
Market matrix
Edge held on 5 of 28

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

TSLA SHIPPED
95/100 EDGE
RIOT
99/100 EDGE
MSTR
87/100 EDGE
GLD
86/100 EDGE
AMD
80/100 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 substantial profit, turning a 1,265% total return over 31 trades. However, the ride was very lumpy, with a maximum drawdown of nearly 34% that hit hard in early September 2020. That worst stretch shows the strategy can suffer deep, painful losses even though it wins more than half its trades. The result is not driven by just a few lucky trades, because the entry timing edge is strong, beating 95% of random entries, meaning the entry signal itself is doing the heavy lifting. The edge also proved consistent, as the strategy was profitable in all four walk forward test periods, so the performance did not come from one lucky stretch.

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