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Mean reversion · AVGO · 1D

Does Stochastic oversold bounce actually work on AVGO? We tested it

We ran Stochastic oversold bounce on AVGO through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +207.1%
Win rate 76.3%
Max drawdown −48.3%
Trades 38
Sharpe 0.72
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 +5.8% 0.31 7
2 Jul 2020 to Jul 2022 +2.2% 0.19 8
3 Jul 2022 to Jul 2024 +57.3% 1.71 10
4 Jul 2024 to Jul 2026 +51.4% 1.02 10
4 of 4 periods positive. Mean Sharpe 0.81. Worst period +2.2%.
Market matrix
Edge held on 6 of 28

The same rules, tested on 28 tickers. Edge held on 6. We ship it on those.

AVGO SHIPPED
76/100 EDGE
NFLX
96/100 EDGE
META
77/100 EDGE
UBER
77/100 EDGE
QQQ
76/100 EDGE
XOM
76/100 EDGE
Show every ticker we tested
MSTR
73/100 NONE
IWM
68/100 NONE
DIA
68/100 NONE
MSFT
66/100 NONE
NVDA
57/100 NONE
COIN
54/100 NONE
AMZN
50/100 NONE
MU
50/100 NONE
JPM
49/100 NONE
RIOT
44/100 NONE
AAPL
37/100 NONE
GLD
33/100 NONE
AMD
30/100 NONE
MARA
28/100 NONE
BA
27/100 NONE
SPY
26/100 NONE
GOOGL
19/100 NONE
TSLA
7/100 NONE
SMCI
6/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
SOFI
too new TOO NEW
The rules
Entrywhen STOCH %K(14/3/3) of close crosses above 20 AND close is above SMA of close over 200 bars
Exitwhen a signal fires (STOCH %K(14/3/3) of close is above 80)
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 207% total return on AVGO. However, the ride was very lumpy, with a brutal 48% drawdown that happened during the COVID crash in early 2020, which is where it hurt the most. The high win rate of 76% and average trade gain of 3.2% suggest the result was not driven by just a few lucky home runs, but by many small, steady wins. The entry-timing edge is solid, beating 76% of random entries, meaning the specific buy signal is doing most of the work rather than the exits. The consistency figure shows the edge held up across all four test periods, so the profit did not come from one lucky stretch.

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