Does RSI(2) dip, MA exit actually work on MSTR? We tested it
We ran RSI(2) dip, MA exit on MSTR through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 96 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 9. We ship it on those.
Show every ticker we tested
This strategy made money overall, turning a 121.77% total return, but the ride was very lumpy. The worst stretch was a brutal -30.42% drawdown that lasted nearly two years, from May 2021 to March 2023, which is where the strategy hurt the most. The entry timing is a major strength here, as the real entries outperformed 96% of random entry runs, meaning the signal to buy when RSI(2) dips below 10 while price is above the 200-day average is doing the heavy lifting. The edge is also consistent, showing up as profitable in 3 out of 4 walk-forward test periods, so the result is not just from one lucky stretch. With 55 trades and a 65.45% win rate, the performance is spread across many trades rather than being driven by just a few big winners.
Every verdict on this page comes from the same process. How we test.
Bigger picture: Does buying the dip actually work?
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