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Mean reversion · AMD · 1D

Does RSI(2) dip, MA exit actually work on AMD? We tested it

We ran RSI(2) dip, MA exit on AMD through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +291.6%
Win rate 73.0%
Max drawdown −35.3%
Trades 74
Sharpe 0.96
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 −7.3% −0.01 18
2 Jul 2020 to Jul 2022 +34.6% 1.18 17
3 Jul 2022 to Jul 2024 +77.2% 2.17 20
4 Jul 2024 to Jul 2026 +35.9% 0.94 12
3 of 4 periods positive. Mean Sharpe 1.07. Worst period −7.3%.
Market matrix
Edge held on 9 of 28

The same rules, tested on 28 tickers. Edge held on 9. We ship it on those.

AMD SHIPPED
99/100 EDGE
NVDA
100/100 EDGE
MU
100/100 EDGE
MSFT
98/100 EDGE
MSTR
96/100 EDGE
AVGO
94/100 EDGE
QQQ
86/100 EDGE
META
81/100 EDGE
SPY
80/100 EDGE
Show every ticker we tested
GLD
81/100 NONE
GOOGL
68/100 NONE
AAPL
66/100 NONE
DIA
60/100 NONE
BA
60/100 NONE
XOM
60/100 NONE
SMCI
50/100 NONE
TSLA
45/100 NONE
COIN
44/100 NONE
IWM
37/100 NONE
UBER
35/100 NONE
AMZN
34/100 NONE
NFLX
31/100 NONE
SOFI
30/100 NONE
MARA
30/100 NONE
RIOT
30/100 NONE
JPM
26/100 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 (close is above SMA of close over 5 bars)
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 strong profit of 291.55% over its life, but the ride was far from smooth. The worst stretch was a painful 35.27% drawdown from June to October 2018, which is where the strategy hurt the most. With a win rate of nearly 73% and an average trade gain of 2%, the results are not driven by just a few lucky trades, but rather consistent small wins. The entry timing shows a very strong edge, beating 99% of random entry runs, meaning the specific RSI(2) dip condition is doing the heavy lifting to get you into good trades. The consistency figure shows the edge held up in 3 out of 4 test periods, so the profitability came from steady performance across different market phases, not just one lucky stretch.

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