EdgeStacker
Library
Trend · GOOGL · 1D

Does ROC momentum turn actually work on GOOGL? We tested it

We ran ROC momentum turn on GOOGL through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +185.3%
Win rate 42.1%
Max drawdown −18.6%
Trades 107
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 −0.4% 0.05 16
2 Jul 2020 to Jul 2022 +22.1% 0.78 28
3 Jul 2022 to Jul 2024 +15.1% 0.60 25
4 Jul 2024 to Jul 2026 +55.5% 1.34 24
3 of 4 periods positive. Mean Sharpe 0.69. Worst period −0.4%.
Market matrix
Edge held on 4 of 28

The same rules, tested on 28 tickers. Edge held on 4. We ship it on those.

GOOGL SHIPPED
86/100 EDGE
MSTR
100/100 EDGE
RIOT
99/100 EDGE
XOM
85/100 EDGE
Show every ticker we tested
MARA
91/100 NONE
COIN
89/100 NONE
AMZN
77/100 NONE
SPY
72/100 NONE
QQQ
71/100 NONE
UBER
61/100 NONE
SMCI
54/100 NONE
AAPL
53/100 NONE
TSLA
49/100 NONE
NVDA
48/100 NONE
NFLX
46/100 NONE
JPM
45/100 NONE
MU
42/100 NONE
GLD
41/100 NONE
MSFT
34/100 NONE
BA
26/100 NONE
DIA
25/100 NONE
AMD
18/100 NONE
IWM
17/100 NONE
META
7/100 NONE
AVGO
0/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
SOFI
too new TOO NEW
The rules
Entrywhen ROC of close over 12 bars crosses above 0 AND close is above SMA of close over 200 bars
Exitwhen a signal fires (ROC of close over 12 bars crosses below 0)
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, turning a 185% total return on GOOGL over 107 trades, but the ride was lumpy, not smooth. The worst stretch was a painful 18.57% drawdown that lasted from September 2021 to May 2023, so that period would have tested your patience. The win rate is only 42%, meaning you lose more than half the time, but the average winning trade was big enough to more than cover the losses. The entry timing is strong, beating 86% of random entry runs, so the edge comes from getting in at the right moment rather than the exits. The strategy was profitable in 3 out of 4 walk-forward periods, so the edge is fairly consistent and not just a one-time lucky streak.

Run this on your own account.

Sign up free. EdgeStacker runs a fresh backtest for you, then alerts you on the Today screen when the setup fires.

Test it yourself, free
Backtested results, not live trading returns. Fees and slippage included. Not investment advice.