Does Turtle Soup reversal actually work on MSFT? We tested it
We ran Turtle Soup reversal on MSFT through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 92 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 overall, turning a 43.84% total return on 21 trades, but the ride was very lumpy. The worst hit came in March 2020, where a single brutal drawdown of -14.75% happened in just two days, which would have been painful to sit through. The high win rate of 76.19% suggests most trades were small winners, but the low Sharpe ratio of 0.49 confirms the overall path was choppy and not smooth. The entry timing is a strong point, as real entries beat 92% of random entry runs, meaning the entry signal itself is carrying the result rather than the exits. The edge was consistent, showing up in 3 out of 4 walk-forward periods, so the profit was not just from one lucky stretch.
Every verdict on this page comes from the same process. How we test.
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