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Mean reversion · QQQ · 1D

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

We ran RSI(2) dip, MA exit on QQQ through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +66.9%
Win rate 70.5%
Max drawdown −8.4%
Trades 78
Sharpe 0.83
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 −5.0% −0.28 12
2 Jul 2020 to Jul 2022 +5.9% 0.48 16
3 Jul 2022 to Jul 2024 +7.9% 0.84 15
4 Jul 2024 to Jul 2026 +23.9% 1.67 22
3 of 4 periods positive. Mean Sharpe 0.68. Worst period −5.0%.
Market matrix
Edge held on 9 of 28

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

QQQ SHIPPED
86/100 EDGE
NVDA
100/100 EDGE
MU
100/100 EDGE
AMD
99/100 EDGE
MSFT
98/100 EDGE
MSTR
96/100 EDGE
AVGO
94/100 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 money overall, turning a 66.93% total return on QQQ with a solid 70.51% win rate across 78 trades. The ride was fairly steady, as shown by a Sharpe ratio of 0.83 and a modest maximum drawdown of only -8.45%, which happened in early 2018 and lasted about three months. The worst pain came during that 2018 stretch, but the drawdown was not severe compared to typical swing trading. The result is not driven by just a few lucky trades, since the average trade returned 0.67%, and the consistency figure shows the edge was profitable in 3 out of 4 walk-forward periods, meaning the edge showed up across different market conditions. The entry timing is doing most of the work here, because the real entries beat 86% of random entry runs, so the signal for when to buy is strong, while the exits are less critical to the overall result.

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