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Trend · GOOGL · 1D

Does ROC momentum turn actually work on GOOGL? We tested it

We ran ROC momentum turn on GOOGL through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +185.3%
Win rate 42.1%
Max drawdown −18.6%
Trades 107
Sharpe 0.86
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 −0.4% 0.05 16
2 Jul 2020 to Jul 2022 +22.1% 0.78 28
3 Jul 2022 to Jul 2024 +15.1% 0.60 25
4 Jul 2024 to Jul 2026 +55.5% 1.34 24
3 of 4 periods positive. Mean Sharpe 0.69. Worst period −0.4%.
Market matrix
Edge held on 4 of 28

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

GOOGL SHIPPED
86/100 EDGE
MSTR
100/100 EDGE
RIOT
99/100 EDGE
XOM
85/100 EDGE
Show every ticker we tested
MARA
91/100 NONE
COIN
89/100 NONE
AMZN
77/100 NONE
SPY
72/100 NONE
QQQ
71/100 NONE
UBER
61/100 NONE
SMCI
54/100 NONE
AAPL
53/100 NONE
TSLA
49/100 NONE
NVDA
48/100 NONE
NFLX
46/100 NONE
JPM
45/100 NONE
MU
42/100 NONE
GLD
41/100 NONE
MSFT
34/100 NONE
BA
26/100 NONE
DIA
25/100 NONE
AMD
18/100 NONE
IWM
17/100 NONE
META
7/100 NONE
AVGO
0/100 NONE
HOOD
too new TOO NEW
PLTR
too new TOO NEW
SOFI
too new TOO NEW
The rules
Entrywhen ROC of close over 12 bars crosses above 0 AND close is above SMA of close over 200 bars
Exitwhen a signal fires (ROC of close over 12 bars crosses below 0)
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, turning a 185% total return on GOOGL over 107 trades, but the ride was lumpy, not smooth. The worst stretch was a painful 18.57% drawdown that lasted from September 2021 to May 2023, so that period would have tested your patience. The win rate is only 42%, meaning you lose more than half the time, but the average winning trade was big enough to more than cover the losses. The entry timing is strong, beating 86% of random entry runs, so the edge comes from getting in at the right moment rather than the exits. The strategy was profitable in 3 out of 4 walk-forward periods, so the edge is fairly consistent and not just a one-time lucky streak.

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