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Mean reversion · AAPL · 1D

Does Pin bar at a 20-day low actually work on AAPL? We tested it

We ran Pin bar at a 20-day low on AAPL through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +26.0%
Win rate 68.4%
Max drawdown −11.6%
Trades 19
Sharpe 0.43
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 +7.6% 0.50 3
2 Jul 2020 to Jul 2022 +13.5% 0.86 6
3 Jul 2022 to Jul 2024 +0.2% 0.06 3
4 Jul 2024 to Jul 2026 −7.1% −0.72 3
3 of 4 periods positive. Mean Sharpe 0.17. Worst period −7.1%.
Market matrix
Edge held on 7 of 28

The same rules, tested on 28 tickers. Edge held on 7. We ship it on those.

AAPL SHIPPED
85/100 EDGE
AVGO
95/100 EDGE
MSFT
93/100 EDGE
GOOGL
90/100 EDGE
NVDA
81/100 EDGE
AMD
80/100 EDGE
JPM
78/100 EDGE
Show every ticker we tested
QQQ
71/100 NONE
COIN
71/100 NONE
PLTR
66/100 NONE
META
50/100 NONE
MARA
49/100 NONE
TSLA
46/100 NONE
SOFI
40/100 NONE
GLD
40/100 NONE
SPY
38/100 NONE
RIOT
30/100 NONE
XOM
29/100 NONE
MU
24/100 NONE
MSTR
20/100 NONE
AMZN
19/100 NONE
UBER
18/100 NONE
SMCI
13/100 NONE
BA
9/100 NONE
IWM
5/100 NONE
DIA
2/100 NONE
NFLX
1/100 NONE
HOOD
too new TOO NEW
The rules
Entrywhen a bullish pin bar (hammer) forms AND low is at or below LOWEST of low over 20 bars
Exitwhen a signal fires (close is at or above HIGHEST of close over 5 bars), or 10 bars have passed since entry (time stop)
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 money overall, turning a 26% gain on AAPL over 19 trades, but the ride was very lumpy. The worst stretch was a brutal 11.6% drawdown that lasted about a year and a half, which would have been painful to sit through. The good news is that the entry timing itself is carrying the result, since the real entries beat 85% of random entry runs, meaning the pin bar setup at a 20-day low is genuinely picking good spots to buy. The edge also shows up steadily across time, with the strategy being profitable in 3 out of 4 test periods, so the result is not just from one lucky streak. However, with only 19 trades total, the overall numbers are fragile and could change quickly with just a few more trades.

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