Does Turtle Soup reversal actually work on META? We tested it
We ran Turtle Soup reversal on META through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 95 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 3. We ship it on those.
Show every ticker we tested
This strategy made money, turning an 89.64% total return over 24 trades, and it did so with a very high win rate of 87.5%, meaning most trades were winners. However, the ride was not perfectly smooth; the worst hit came as a -17.29% drawdown in April 2025, which lasted about three weeks and shows that even a high-win-rate system can have a painful stretch. The result is not driven by just a few lucky trades, as the average trade returned a solid 2.80%, and the consistency figure shows the edge was present in all four tested periods, not just one lucky run. The entry-timing edge is strong, beating 95% of random entries, which means the specific entry signal is doing most of the work here, rather than the exits carrying the strategy. Overall, this setup provided steady, repeatable gains with one notable rough patch, and the entry logic itself is the key driver of performance.
Every verdict on this page comes from the same process. How we test.
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