Does Three-down-days bounce actually work on NVDA? We tested it
We ran Three-down-days bounce on NVDA through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
You gave up raw return for a higher win rate and a shallower drawdown. This setup is about timing and staying out of trouble, not beating the index.
Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.
The same rules, tested on 28 tickers. Edge held on 6. We ship it on those.
Show every ticker we tested
This strategy made a strong profit of 271.58% over 90 trades, and the ride was fairly steady with a high win rate of 74.44% and a moderate Sharpe ratio of 1.18. The worst pain came in late 2018, when the account dropped 11.53% over about a month, which is the only period that really tested your patience. The result is not driven by just a few lucky trades, since the average gain per trade was a solid 1.54% and the win rate is high. The entry timing edge is exceptional, with real entries beating 100% of random entry runs, meaning the entry signal itself is the main driver of success rather than how you exit. The consistency figure shows the edge held up in all four walk-forward periods, so this is a reliable pattern that works across different market stretches, not a one-time fluke.
Every verdict on this page comes from the same process. How we test.
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