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Trend · MSTR · 1D

Does Price / VWMA cross actually work on MSTR? We tested it

We ran Price / VWMA cross on MSTR through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +2235.4%
Win rate 29.6%
Max drawdown −62.6%
Trades 71
Sharpe 1.11
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 −14.6% −0.70 16
2 Jul 2020 to Jul 2022 +280.4% 1.69 17
3 Jul 2022 to Jul 2024 +487.4% 2.05 19
4 Jul 2024 to Jul 2026 +19.0% 0.50 17
3 of 4 periods positive. Mean Sharpe 0.88. Worst period −14.6%.
Market matrix
Edge held on 4 of 28

The same rules, tested on 28 tickers. Edge held on 4. We ship it on those.

MSTR SHIPPED
98/100 EDGE
RIOT
94/100 EDGE
GOOGL
93/100 EDGE
AAPL
84/100 EDGE
Show every ticker we tested
MARA
95/100 NONE
XOM
91/100 NONE
NFLX
87/100 NONE
COIN
73/100 NONE
JPM
73/100 NONE
AMZN
63/100 NONE
DIA
53/100 NONE
SPY
51/100 NONE
UBER
51/100 NONE
TSLA
49/100 NONE
MSFT
45/100 NONE
MU
44/100 NONE
QQQ
35/100 NONE
GLD
28/100 NONE
AMD
27/100 NONE
SMCI
26/100 NONE
NVDA
24/100 NONE
IWM
19/100 NONE
META
17/100 NONE
BA
8/100 NONE
AVGO
0/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
SOFI
too new TOO NEW
The rules
Entrywhen close crosses above VWMA of close over 20 bars AND close is above SMA of close over 200 bars
Exitwhen a signal fires (close crosses below VWMA of close over 20 bars)
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 a substantial profit of over 2,200%, but the ride was extremely lumpy and painful. The worst moment was a massive -62.62% drawdown that lasted from late November 2024 through early April 2025, meaning the strategy lost nearly two-thirds of its value during that stretch. The win rate is low at just under 30%, so most trades lost money, but the winners were large enough to more than compensate. The entry timing is a standout here, since real entries beat 98% of random entry runs, which means the signal for getting in is doing the heavy lifting rather than the exit rules. The edge was also consistent, showing up in three out of four walk-forward test periods, so the result is not just from one lucky streak.

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Backtested results, not live trading returns. Fees and slippage included. Not investment advice.