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Mean reversion · MU · 1D

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

We ran RSI(2) below 5 dip buy on MU through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +79.5%
Win rate 75.8%
Max drawdown −26.1%
Trades 33
Sharpe 0.62
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 +11.4% 0.78 6
2 Jul 2020 to Jul 2022 +18.8% 1.01 7
3 Jul 2022 to Jul 2024 +27.3% 1.66 9
4 Jul 2024 to Jul 2026 +1.0% 0.15 5
4 of 4 periods positive. Mean Sharpe 0.90. Worst period +1.0%.
Market matrix
Edge held on 10 of 28

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

MU SHIPPED
83/100 EDGE
GOOGL
95/100 EDGE
GLD
95/100 EDGE
MSFT
92/100 EDGE
AMD
91/100 EDGE
NVDA
84/100 EDGE
AVGO
84/100 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 79.48% total return across 33 trades. The ride was lumpy, with a maximum drawdown of -26.10% that stretched from late April to early August 2024, which is where the strategy hurt the most. The result is not driven by just a few lucky trades, as the win rate is a solid 75.76% and the average trade returned 1.95%. The entry timing has a strong edge, beating 83% of random entry runs, so the entry signal itself is doing most of the work here. The edge also proved consistent, as the strategy was profitable in all four walk forward test periods.

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