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Trend · RIOT · 1D

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

We ran ROC momentum turn on RIOT through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.

WALK-FORWARD VERIFIED EDGESTACKER ENGINE
Return +6469.0%
Win rate 32.8%
Max drawdown −64.5%
Trades 67
Sharpe 1.12
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 −7.9% −0.07 6
2 Jul 2020 to Jul 2022 +527.4% 1.69 13
3 Jul 2022 to Jul 2024 +129.2% 1.33 14
4 Jul 2024 to Jul 2026 +4.6% 0.37 18
3 of 4 periods positive. Mean Sharpe 0.83. Worst period −7.9%.
Market matrix
Edge held on 4 of 28

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

RIOT SHIPPED
99/100 EDGE
MSTR
100/100 EDGE
GOOGL
86/100 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 a huge amount of money overall, turning a 6,469% total return, but the ride was extremely lumpy and painful. The worst stretch was a brutal 64.51% drawdown that lasted nearly two years, from early 2021 to early 2023, which is where the strategy hurt the most. With only 67 trades and a 32.84% win rate, the result is not driven by just a few lucky trades, but the average win was big enough to overcome the many losses. The entry-timing edge is very strong, beating 99% of random entries, so the entry signal itself is carrying the result, not the exits. The consistency figure shows the edge appeared steadily across 3 out of 4 walk-forward periods, meaning the profit was not from one lucky stretch but repeated over time.

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