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Mean reversion · QQQ · 1D

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

We ran Stochastic oversold bounce on QQQ through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +49.6%
Win rate 83.3%
Max drawdown −22.4%
Trades 30
Sharpe 0.48
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 −5.4% −0.03 4
2 Jul 2020 to Jul 2022 +5.9% 0.35 7
3 Jul 2022 to Jul 2024 +16.4% 1.52 7
4 Jul 2024 to Jul 2026 +8.3% 0.63 8
3 of 4 periods positive. Mean Sharpe 0.62. Worst period −5.4%.
Market matrix
Edge held on 6 of 28

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

QQQ SHIPPED
76/100 EDGE
NFLX
96/100 EDGE
META
77/100 EDGE
UBER
77/100 EDGE
AVGO
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, returning nearly 50%, but the ride was very lumpy. The worst hit came in March 2020, when the account dropped over 22% in just a few days, which is a painful drawdown for most traders. With a win rate above 83%, most trades were winners, but the average gain per trade was small at 1.4%, meaning the overall result depended on having many small wins rather than a few big home runs. The entry timing is doing some work here, since real entries beat 76% of random entry runs, but that still leaves room for the exits to be the main driver of the edge. The consistency figure shows the edge showed up in 3 out of 4 test periods, so the profitability was not just from one lucky stretch, but it was not rock solid across all market conditions either.

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