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Mean reversion · MSFT · 1D

Does RSI(2) dip buy actually work on MSFT? We tested it

We ran RSI(2) dip buy on MSFT through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +110.0%
Win rate 71.9%
Max drawdown −15.8%
Trades 64
Sharpe 0.78
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 +22.4% 0.67 16
2 Jul 2020 to Jul 2022 +15.9% 1.06 16
3 Jul 2022 to Jul 2024 +11.4% 0.87 12
4 Jul 2024 to Jul 2026 −5.8% −0.59 9
3 of 4 periods positive. Mean Sharpe 0.50. Worst period −5.8%.
Market matrix
Edge held on 7 of 28

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

MSFT SHIPPED
91/100 EDGE
NVDA
97/100 EDGE
AVGO
97/100 EDGE
AMD
86/100 EDGE
XOM
86/100 EDGE
MU
84/100 EDGE
QQQ
79/100 EDGE
Show every ticker we tested
GLD
89/100 NONE
MSTR
83/100 NONE
MARA
72/100 NONE
SPY
71/100 NONE
GOOGL
64/100 NONE
META
60/100 NONE
SMCI
53/100 NONE
COIN
49/100 NONE
JPM
47/100 NONE
BA
46/100 NONE
NFLX
43/100 NONE
DIA
41/100 NONE
UBER
40/100 NONE
RIOT
36/100 NONE
TSLA
32/100 NONE
AAPL
27/100 NONE
IWM
19/100 NONE
SOFI
18/100 NONE
AMZN
13/100 NONE
PLTR
too new TOO NEW
HOOD
too new TOO NEW
The rules
Entrywhen RSI of close over 2 bars is below 10 AND close is above SMA of close over 200 bars
Exitwhen a signal fires (RSI of close over 2 bars is above 70)
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 110% total return on Microsoft over the test period. The ride was fairly steady, with a 71.88% win rate and an average trade gain of 1.18%, but it had one very lumpy moment: the worst drawdown was a steep 15.85% loss that happened in just a few days around March 2020, which was likely the COVID crash. The entry timing is a strong part of the story, since real entries beat 91% of random entry runs, meaning the setup of buying when the 2-period RSI dips below 10 while price is above the 200-day SMA is doing the heavy lifting. The consistency figure shows the edge held up across three out of four walk-forward periods, so the profit wasn't just from one lucky stretch. Overall, the result looks driven by a reliable entry signal rather than a handful of outlier trades, though the drawdown shows it can get hit hard during a market panic.

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