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Trend · SMCI · 1D

Does SuperTrend follower actually work on SMCI? We tested it

We ran SuperTrend follower on SMCI through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +395.5%
Win rate 63.0%
Max drawdown −66.9%
Trades 27
Sharpe 0.69
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 +20.1% 0.70 2
2 Jul 2020 to Jul 2022 +0.9% 0.22 8
3 Jul 2022 to Jul 2024 +200.2% 1.40 7
4 Jul 2024 to Jul 2026 +6.5% 0.47 6
4 of 4 periods positive. Mean Sharpe 0.70. Worst period +0.9%.
Market matrix
Edge held on 11 of 28

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

SMCI SHIPPED
77/100 EDGE
NVDA
90/100 EDGE
AMD
90/100 EDGE
AVGO
89/100 EDGE
MSTR
88/100 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
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 SuperTrend follower strategy turned a 395% total return, so it clearly made money overall. However, the ride was extremely lumpy, with a brutal 66.88% drawdown that lasted from February to November 2024, which is where the strategy hurt the most. The 62.96% win rate and average trade gain of 10.73% suggest the result was not driven by just a few lucky trades, but that one long losing stretch nearly wiped out the account. The entry-timing edge shows that real entries beat 77% of random entry runs, meaning the entry signal itself is doing a solid job of catching good spots, not just relying on exits. The consistency figure shows the edge was present in all four walk-forward periods, so the profitability came steadily across different market phases rather than from one lucky stretch.

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