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.
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 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.
Every verdict on this page comes from the same process. How we test.
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