Does CMF zero cross actually work on MSTR? We tested it

This strategy made a lot of money overall, turning an 885% total return, but the ride was extremely lumpy and painful. The worst moment was a massive 59.52% drawdown that lasted from February to June 2021, which would have been very hard to sit through. With a win rate of only 45.9%, the strategy relied on a few big winners to overcome many small losses, so the result is not driven by steady, consistent wins. The entry timing is strong, beating 94% of random entries, which means the specific moment you get in is a key part of the edge. However, the consistency figure shows the edge was not evenly spread, as the strategy was profitable in only 3 out of 4 test periods, meaning one stretch of time did most of the heavy lifting.