Does RSI(2) dip, MA exit actually work on NVDA? We tested it
We ran RSI(2) dip, MA exit on NVDA through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 100 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 a strong profit of 281% over 80 trades, with a high win rate of 76%, meaning most trades were winners. However, the ride was very lumpy, as the worst drawdown was a steep 24.77% loss that happened during a single week in March 2020, which was the most painful period. The entry timing was excellent, beating 100% of random entry runs, so the entry signal itself is carrying the result rather than the exits doing the work. The edge was not consistent across all periods, as it was profitable in only 3 out of 4 walk-forward test periods, meaning the success came from one stretch of time rather than steady performance. Overall, the strategy made money but had a scary drop that could test your confidence.
Every verdict on this page comes from the same process. How we test.
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