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Mean reversion · MSTR · 1D

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

We ran Three-down-days bounce on MSTR through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +80.1%
Win rate 71.2%
Max drawdown −31.5%
Trades 66
Sharpe 0.62
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 +1.1% 0.27 9
2 Jul 2020 to Jul 2022 +31.7% 1.32 17
3 Jul 2022 to Jul 2024 −19.0% −0.69 20
4 Jul 2024 to Jul 2026 +41.9% 1.19 18
3 of 4 periods positive. Mean Sharpe 0.52. Worst period −19.0%.
Market matrix
Edge held on 6 of 28

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

MSTR SHIPPED
93/100 EDGE
NVDA
100/100 EDGE
MSFT
99/100 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, returning 80% over 66 trades, but the ride was very lumpy. The worst stretch was a brutal 31.5% drawdown that lasted over a year, from early 2023 to mid-2024, which would have been painful to sit through. The win rate is high at 71%, but the average gain per trade is only 1%, meaning most wins are small and a few big losers likely caused the deep drawdown. The entry timing has a strong edge, beating 93% of random entries, so the setup itself is picking good spots to get in. The consistency is decent, with profits in 3 out of 4 test periods, so the edge is not just from one lucky run.

Run this on your own account.

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