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

This strategy made a very large amount of money overall, turning a hypothetical investment into over 26 times its starting value. However, the ride was extremely lumpy and painful, as the worst drawdown saw the account drop by nearly 70% over a period of more than two years, from early 2021 to mid-2023. The entry timing is the clear hero here, because real entries outperformed every single one of 100 random-entry tests, meaning the specific moment you get in is carrying the entire result, not the exits. The strategy was profitable in three out of four test periods, so the edge is not a fluke from one lucky stretch, though that one losing period was brutal. With only a 33% win rate, most trades lost money, but the winners were big enough to more than compensate, so this is a strategy that relies on a few huge wins to overcome many small losses.