EdgeStacker
Library
Mean reversion · MSFT · 1D

Does Three-down-days bounce actually work on MSFT? We tested it

We ran Three-down-days bounce on MSFT through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +76.0%
Win rate 77.9%
Max drawdown −8.4%
Trades 68
Sharpe 1.12
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 +18.9% 1.65 14
2 Jul 2020 to Jul 2022 +7.7% 0.77 18
3 Jul 2022 to Jul 2024 +16.5% 1.31 17
4 Jul 2024 to Jul 2026 −9.8% −1.44 9
3 of 4 periods positive. Mean Sharpe 0.57. Worst period −9.8%.
Market matrix
Edge held on 6 of 28

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

MSFT SHIPPED
99/100 EDGE
NVDA
100/100 EDGE
MSTR
93/100 EDGE
SMCI
89/100 EDGE
QQQ
86/100 EDGE
GOOGL
82/100 EDGE
Show every ticker we tested
AAPL
87/100 NONE
TSLA
87/100 NONE
AMZN
75/100 NONE
NFLX
72/100 NONE
UBER
68/100 NONE
AVGO
67/100 NONE
MU
66/100 NONE
AMD
63/100 NONE
IWM
59/100 NONE
XOM
57/100 NONE
META
56/100 NONE
RIOT
50/100 NONE
SPY
36/100 NONE
COIN
31/100 NONE
DIA
27/100 NONE
GLD
20/100 NONE
JPM
16/100 NONE
MARA
7/100 NONE
BA
7/100 NONE
SOFI
2/100 NONE
PLTR
too new TOO NEW
HOOD
too new TOO NEW
The rules
Entrywhen close is above SMA of close over 200 bars AND close is below close 1 bar ago AND close 1 bar ago is below close 2 bars ago AND close 2 bars ago is below close 3 bars ago
Exitwhen a signal fires (close is above close 1 bar ago), or 10 bars have passed since entry (time stop)
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 76% gain on Microsoft with a high win rate of nearly 78%, meaning most trades were winners. The ride was fairly steady, with a Sharpe ratio of 1.12 and a maximum drawdown of only -8.37%, which is quite mild. That worst drawdown happened from July 2024 to November 2025, so it was a long, slow grind lower rather than a sudden crash. The results are not driven by just a few lucky trades, because the entry timing is excellent, beating 99% of random entries, so the entry itself is carrying the result rather than the exits. The edge also shows up consistently across time, as the strategy was profitable in 3 out of 4 walk-forward test periods, so it is not a one-stretch wonder.

Run this on your own account.

Sign up free. EdgeStacker runs a fresh backtest for you, then alerts you on the Today screen when the setup fires.

Test it yourself, free
Backtested results, not live trading returns. Fees and slippage included. Not investment advice.