Does Keltner channel breakout actually work on MSTR? We tested it
We ran Keltner channel breakout on MSTR through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 87 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 5. We ship it on those.
Show every ticker we tested
This strategy made a lot of money, turning a 1,058% total return, but the ride was extremely lumpy and painful. The worst moment was a brutal 69.5% drawdown that lasted over two years, from early 2021 to mid-2023, which would have tested anyone's patience. With only 31 trades over the whole period and a win rate of just 38.7%, the profits came from a few big winners that made up for many small losses. The entry timing was strong, beating 87% of random entry runs, so the setup itself is good at catching the right moments to get in. The consistency figure shows the edge held up in 3 out of 4 test periods, meaning the strategy's success was not just a fluke from one lucky stretch.
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.