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Mean reversion · MSFT · 1D

Does RSI(2) below 5 dip buy actually work on MSFT? We tested it

We ran RSI(2) below 5 dip buy on MSFT through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +48.7%
Win rate 80.0%
Max drawdown −11.4%
Trades 30
Sharpe 0.69
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 +9.3% 0.53 7
2 Jul 2020 to Jul 2022 +11.0% 0.94 9
3 Jul 2022 to Jul 2024 +8.1% 0.80 7
4 Jul 2024 to Jul 2026 +0.3% 0.06 4
4 of 4 periods positive. Mean Sharpe 0.58. Worst period +0.3%.
Market matrix
Edge held on 10 of 28

The same rules, tested on 28 tickers. Edge held on 10. We ship it on those.

MSFT SHIPPED
92/100 EDGE
GOOGL
95/100 EDGE
GLD
95/100 EDGE
AMD
91/100 EDGE
NVDA
84/100 EDGE
AVGO
84/100 EDGE
MU
83/100 EDGE
QQQ
81/100 EDGE
UBER
80/100 EDGE
XOM
78/100 EDGE
Show every ticker we tested
MSTR
85/100 NONE
DIA
73/100 NONE
SPY
64/100 NONE
JPM
60/100 NONE
NFLX
48/100 NONE
SMCI
45/100 NONE
MARA
44/100 NONE
TSLA
42/100 NONE
IWM
40/100 NONE
META
37/100 NONE
AAPL
31/100 NONE
BA
30/100 NONE
AMZN
23/100 NONE
SOFI
17/100 NONE
RIOT
11/100 NONE
PLTR
too new TOO NEW
COIN
too new TOO NEW
HOOD
too new TOO NEW
The rules
Entrywhen RSI of close over 2 bars is below 5 AND close is above SMA of close over 200 bars
Exitwhen a signal fires (RSI of close over 2 bars is above 70)
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 48.66% total return on Microsoft over 30 trades. The ride was fairly steady with a high 80% win rate, but it did have one painful stretch where the account dropped 11.43% from August 2019 to February 2020, which is where it hurt the most. The results are not driven by just a few lucky trades, as the average trade returned a solid 1.35% and the edge was consistent across all four test periods. The entry timing is doing most of the work here, since the real entries beat 92% of random entry runs, meaning the signal to buy when RSI(2) dips below 5 while the price is above the 200-day average is a strong trigger. Overall, this setup offers a reliable, repeatable edge with a manageable worst drawdown.

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