Does RSI(2) dip, MA exit actually work on MU? We tested it
We ran RSI(2) dip, MA exit on MU through walk-forward testing and a 100-run random-entry gauntlet. 3 of 4 unseen periods positive. Beat 100 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 213% total return, but the ride was lumpy with a maximum drawdown of nearly 23% that hit hard in March 2026. The worst stretch lasted about three and a half weeks, which is where the pain was concentrated. With 62 trades and a 75% win rate, the result is not driven by just a few lucky trades, as the average trade returned a solid 1.95%. The entry timing edge is extremely strong, with real entries beating 100% of random entry runs, meaning the entry signal itself is carrying the result rather than the exits. The consistency figure shows the edge held up in 3 out of 4 walk forward periods, so the performance is not from one lucky stretch but appears steady across different market conditions.
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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