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Trend · JPM · 1D

Does Parabolic SAR flip actually work on JPM? We tested it

We ran Parabolic SAR flip on JPM through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +164.1%
Win rate 46.5%
Max drawdown −28.8%
Trades 71
Sharpe 0.97
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 −0.1% 0.05 10
2 Jul 2020 to Jul 2022 +21.6% 0.83 13
3 Jul 2022 to Jul 2024 +30.6% 1.30 18
4 Jul 2024 to Jul 2026 +33.2% 1.17 19
3 of 4 periods positive. Mean Sharpe 0.84. Worst period −0.1%.
Market matrix
Edge held on 10 of 28

The same rules, tested on 28 tickers. Edge held on 10. We ship it on those.

JPM SHIPPED
78/100 EDGE
MSTR
100/100 EDGE
GOOGL
99/100 EDGE
RIOT
97/100 EDGE
GLD
88/100 EDGE
NFLX
86/100 EDGE
MU
83/100 EDGE
UBER
83/100 EDGE
SPY
82/100 EDGE
NVDA
80/100 EDGE
Show every ticker we tested
MARA
82/100 NONE
QQQ
74/100 NONE
COIN
68/100 NONE
AAPL
66/100 NONE
XOM
64/100 NONE
MSFT
61/100 NONE
AMD
43/100 NONE
TSLA
38/100 NONE
DIA
37/100 NONE
META
35/100 NONE
IWM
30/100 NONE
AMZN
26/100 NONE
SMCI
24/100 NONE
AVGO
22/100 NONE
BA
5/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
SOFI
too new TOO NEW
The rules
Entrywhen close crosses above PSAR(0.02/0.2) of close AND close is above SMA of close over 200 bars
Exitwhen a signal fires (close crosses below PSAR(0.02/0.2) of close)
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 164% total return on JPM, but the ride was quite lumpy. The worst stretch was a brutal 28.78% drawdown that lasted about a year and a half from early 2018 to mid-2019, which is where the strategy hurt the most. With 71 trades and a win rate just under 47%, the result is not driven by just a few lucky trades, as the average trade still made a solid 1.51%. The entry timing has a real edge, beating 78% of random entry runs, so the entry itself is carrying the result rather than the exits doing the heavy lifting. The edge also shows up steadily, as the strategy was profitable in three out of four walk-forward test periods, meaning it didn't rely on one lucky stretch.

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