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Trend · MSTR · 1D

Does SuperTrend follower actually work on MSTR? We tested it

We ran SuperTrend follower on MSTR through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 88 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +643.0%
Win rate 41.2%
Max drawdown −68.1%
Trades 34
Sharpe 0.78
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 −29.9% −0.90 8
2 Jul 2020 to Jul 2022 +161.0% 1.27 9
3 Jul 2022 to Jul 2024 +335.0% 1.68 8
4 Jul 2024 to Jul 2026 +35.7% 0.67 6
3 of 4 periods positive. Mean Sharpe 0.68. Worst period −29.9%.
Market matrix
Edge held on 11 of 28

The same rules, tested on 28 tickers. Edge held on 11. We ship it on those.

MSTR SHIPPED
88/100 EDGE
NVDA
90/100 EDGE
AMD
90/100 EDGE
AVGO
89/100 EDGE
RIOT
86/100 EDGE
QQQ
85/100 EDGE
AAPL
79/100 EDGE
META
79/100 EDGE
GOOGL
78/100 EDGE
NFLX
77/100 EDGE
SMCI
77/100 EDGE
Show every ticker we tested
COIN
93/100 NONE
XOM
69/100 NONE
GLD
63/100 NONE
PLTR
62/100 NONE
SOFI
56/100 NONE
BA
56/100 NONE
MSFT
55/100 NONE
TSLA
54/100 NONE
MARA
53/100 NONE
AMZN
39/100 NONE
MU
32/100 NONE
DIA
27/100 NONE
IWM
26/100 NONE
SPY
22/100 NONE
UBER
14/100 NONE
JPM
10/100 NONE
HOOD
too new TOO NEW
The rules
Entrywhen close crosses above SUPERTREND of close over 10 bars
Exitwhen a signal fires (close crosses below SUPERTREND of close over 10 bars)
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 a substantial profit of 642.98%, but the ride was extremely lumpy and painful. The worst moment was a brutal 68.06% drawdown that lasted from early 2021 to late 2022, meaning you would have watched most of your money disappear and stay gone for over a year and a half. The win rate was only 41%, so most trades lost money, but the winners were big enough to more than cover the losses. The result is not driven by just a few lucky trades, as the entry timing itself shows a strong edge, beating 88% of random entries, so the entry signal is doing most of the work. The edge was also consistent, showing up in 3 out of 4 test periods, so this is not a fluke from one lucky stretch.

Run this on your own account.

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