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Mean reversion · JPM · 1D

Does Stochastic %K/%D cross actually work on JPM? We tested it

We ran Stochastic %K/%D cross on JPM 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 +141.0%
Win rate 86.2%
Max drawdown −14.9%
Trades 29
Sharpe 1.13
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 +9.5% 0.60 7
2 Jul 2020 to Jul 2022 +23.1% 1.29 5
3 Jul 2022 to Jul 2024 +19.3% 1.05 6
4 Jul 2024 to Jul 2026 +17.7% 1.00 7
4 of 4 periods positive. Mean Sharpe 0.99. Worst period +9.5%.
Market matrix
Edge held on 7 of 28

The same rules, tested on 28 tickers. Edge held on 7. We ship it on those.

JPM SHIPPED
76/100 EDGE
SPY
95/100 EDGE
AVGO
95/100 EDGE
XOM
92/100 EDGE
QQQ
91/100 EDGE
META
91/100 EDGE
NVDA
82/100 EDGE
Show every ticker we tested
NFLX
83/100 NONE
COIN
75/100 NONE
DIA
68/100 NONE
UBER
68/100 NONE
MSTR
61/100 NONE
MU
60/100 NONE
IWM
57/100 NONE
RIOT
55/100 NONE
AMZN
54/100 NONE
BA
53/100 NONE
MSFT
49/100 NONE
GLD
48/100 NONE
AAPL
26/100 NONE
SOFI
18/100 NONE
MARA
17/100 NONE
AMD
16/100 NONE
GOOGL
15/100 NONE
SMCI
10/100 NONE
TSLA
7/100 NONE
PLTR
too new TOO NEW
HOOD
too new TOO NEW
The rules
Entrywhen STOCH %K(14/3/3) of close crosses above STOCH %D(14/3/3) of close AND STOCH %K(14/3/3) of close is below 30 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 140.97% total return on JPM with a very high win rate of 86.21%, meaning most trades were winners. The ride was fairly steady with a Sharpe ratio of 1.13, but it did have one rough patch where the account dropped 14.91% from late February to mid-March 2025, which was the worst drawdown. With only 29 trades over the test period, the result is not driven by just a few lucky trades, as the average gain per trade was a solid 3.13%. The entry timing is doing a good job here, since the real entries beat 76% of random entry runs, so the setup is picking better spots to get in rather than relying on exits to save the day. The edge also appears consistent, as the strategy was profitable in all four walk-forward test periods, so the performance didn't come from just one lucky stretch.

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