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Trend · RIOT · 1D

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

We ran Parabolic SAR flip on RIOT through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +1306.3%
Win rate 45.1%
Max drawdown −81.7%
Trades 51
Sharpe 0.86
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 +15.5% 0.48 4
2 Jul 2020 to Jul 2022 +355.0% 1.50 10
3 Jul 2022 to Jul 2024 +17.1% 0.49 11
4 Jul 2024 to Jul 2026 +2.2% 0.31 17
4 of 4 periods positive. Mean Sharpe 0.69. Worst period +2.2%.
Market matrix
Edge held on 10 of 28

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

RIOT SHIPPED
97/100 EDGE
MSTR
100/100 EDGE
GOOGL
99/100 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
JPM
78/100 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 a very large profit of over 1300%, but the ride was extremely lumpy and painful. The worst moment was a staggering 81.71% drawdown that lasted from early 2021 all the way to early 2025, meaning your account would have been nearly wiped out for years. The entry timing is doing almost all the work here, since the real entries beat 97% of random entry runs, so the exits are not what is driving the success. The edge was also consistent, showing up as profitable in all four walk-forward test periods, so the result is not just from one lucky stretch. However, with only 51 trades and a win rate of 45%, the overall profit is heavily dependent on a few big winners that made up for many losing trades.

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