Does RSI(2) dip, MA exit actually work on META? We tested it
We ran RSI(2) dip, MA exit on META through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
You gave up raw return for a higher win rate and a shallower drawdown. This setup is about timing and staying out of trouble, not beating the index.
Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.
The same rules, tested on 28 tickers. Edge held on 9. We ship it on those.
Show every ticker we tested
This strategy made money overall, turning a 95% total return on META over the test period. The ride was fairly steady, with a high win rate of 79% and an average gain of about 1% per trade, but it did have one sharp, lumpy moment: the worst drawdown was a 13.87% loss that happened in just a few days in early April 2025. That drawdown tells you the strategy can get hit hard and fast when it goes wrong, even though it recovers well. The result is not driven by just a few lucky trades, as the consistency shows it was profitable in all four walk-forward periods, meaning the edge held up across different market stretches. The entry timing is doing a good share of the work here, since the real entries beat 81% of random entry runs, so getting in at the right RSI dip matters, but the exits also contribute because the strategy still wins even when entries are random.
Every verdict on this page comes from the same process. How we test.
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