NFLX Short RSI(2) Threshold Backtest

HISTORICAL BACKTEST · NFLX DAILY

What this backtest found

2002-05-23 to 2026-10-01 · $10,000.00 USD starting capital · costs as specified below

The strategy returned -96.44% over the full test period, compared with 29407.13% for buy and hold. It underperformed that benchmark on total return. Its largest decline from a previous equity high was 98.36%.

Modify this strategy
Total return-96.44%
Profit factor0.82
Longest losing streak8 trades
Best closed trade18.18%
Worst closed trade-21.83%
Longest drawdown duration8499 calendar days
Ending equity$356.20
Closed trades673
Win rate53.8%
Average winner3%
Average loser-4.36%
Average holding period3.3 sessions
Time invested36.75% of sessions

CAGR is the equivalent compounded yearly return across these dates, not the return earned in every year. Drawdown measures the largest fall from a previous daily equity high. Ending equity includes any open position marked to the final close.

How this strategy works

NFLX is tested on daily bars with one short position at a time. Entry conditions are combined using AND: every condition must match. A close signal executes at the next session’s open.

  • Entry: RSI(2) above 85.
  • Indicator exit: RSI(2) below 50. It executes at the next open.

RSI: Wilder’s smoothed average gains and losses produce an oscillator from 0 to 100. Each RSI period and threshold comes from the rules above. “Below 30” tests the current reading; “crosses above 30” requires a move from 30 or below to above 30. RSI can remain near extreme readings for extended periods; a threshold does not guarantee a reversal.

5% fixed stop: measured from the raw entry open, before execution slippage and fees. Opening gaps fill at open; otherwise daily high/low touches determine fills. A stop takes priority when both stop and target touch in one daily bar.

Holding limit: queue an exit after 15 invested sessions and execute at the next available open. Entry and exit sessions count toward the displayed holding period.

Strategy versus buy and hold

Both curves start with $10,000.00 USD and use the same historical dates. Buy and hold returned 29407.13% (26.3% annualized), with 88.37% maximum drawdown.

● Strategy ● Buy and hold

Drawdowns over time

● Strategy ● Buy and hold

Annual performance

YearStrategyBuy and holdClosed tradesWorst ongoing drawdown
2002 (partial)46.01%-31.99%1512.85%
2003-16.81%396.69%4638.77%
2004-48.62%-77.46%2869.27%
2005-12.74%119.25%3574.04%
2006-13.68%-4.33%2176.45%
2007-2.81%2.95%2777.33%
2008-18.36%12.28%2880.64%
2009-0.26%84.31%3183.63%
2010-29.7%218.93%3587.21%
20115.11%-60.56%2387.63%
2012-37.37%33.62%2991.56%
201311.42%297.64%3791.6%
2014-14.52%-7.22%2192.02%
2015-39.49%134.38%3495.2%
201621.2%8.24%2594.85%
20173.71%55.06%2694.41%
2018-34.65%39.44%2695.91%
2019-14.58%20.89%2696.75%
202021.55%67.11%2696.78%
2021-4.95%11.41%2595.87%
2022-10.69%-51.05%2296.7%
2023-19%65.11%2697.13%
2024-22.14%83.07%2497.78%
2025-1.64%5.19%2298.14%
2026 (partial)-20.07%-27.21%1598.36%

Annual returns use the previous year’s final equity, or initial capital for the first year. Ongoing drawdown retains the previous all-time peak, including peaks in earlier years.

Execution risk observed in this test

A 5% stop did not cap every loss: the trade exiting on 2015-01-21 lost 21.83% after opening beyond the stop. Daily gaps can bypass the intended exit level.

What these results mean

The strategy’s -12.79% annualized return was 39.09 percentage points below the long buy-and-hold benchmark’s 26.3%. It did not reduce the largest daily peak-to-trough decline versus the benchmark. It held a position during 36.75% of sessions; cash earned no interest in this simulation.

Across 673 closed trades, 53.8% were profitable. The average winner was 3% and the average loser was -4.36%. Profit factor was 0.82: $0.82 of positive closed-trade P&L for each $1 of losses. The longest losing run was 8 trades. Win rate alone does not capture the size of wins and losses.

The weakest displayed calendar period was 2004 at -48.62%. First and last years may be partial. A full-period average can hide substantial variation.

The longest observed drawdown lasted 8499 calendar days, with 5855 underwater sessions, from 2003-06-25 to 2026-10-01. It was still unrecovered at the end of the test; its eventual duration is unknown.

Best closed trade: 18.18% · 2013-10-22 to 2013-10-23, exiting because of indicator exit.

Worst closed trade: -21.83% · 2015-01-20 to 2015-01-21, exiting because of gap above stop.

Fees and slippage are 0% and 0% per side. This is a zero-cost simulation; adding execution costs can reduce results. This report contains no out-of-sample validation or parameter robustness study, so it does not establish that these rules generalize.

Price, trades and active exit levels

● Daily close ● Fixed stop (5%)

RSI

● RSI(2)

Price circles show executed entries and exits; select a circle to open its trade. Triangles mark individual crossover conditions, not executed orders: other conditions and the existing position can prevent execution. Dashed exit levels apply only while a position is held. All charts share the same date range. Zoom in/out, select a year, or pan on any chart to update them together.

Trade history

Show 673 closed trades
EntryExitEntry $Exit $ReturnReason
2002-06-072002-06-100.240.233.65%Indicator exit
2002-07-032002-07-050.240.25-5%Stop
2002-07-082002-07-090.250.246.15%Indicator exit
2002-07-122002-07-150.260.252.78%Indicator exit
2002-08-152002-08-150.170.18-5%Stop
2002-08-162002-08-190.180.19-5%Stop
2002-08-202002-08-270.200.191.73%Indicator exit
2002-09-122002-09-130.190.184.31%Indicator exit
2002-09-272002-09-300.160.148.95%Indicator exit
2002-10-212002-10-240.130.125.01%Indicator exit
2002-10-292002-10-310.140.135.7%Indicator exit
2002-11-052002-11-060.130.131.12%Indicator exit
2002-11-192002-11-200.140.136.32%Indicator exit
2002-12-112002-12-110.170.18-5%Stop
2002-12-122002-12-190.180.1514.91%Indicator exit
2003-01-022003-01-020.170.18-5%Stop
2003-01-032003-01-060.170.167.59%Indicator exit
2003-01-102003-01-100.170.18-5%Stop
2003-01-132003-01-160.170.18-5.71%Gap above stop
2003-01-242003-01-300.180.18-2.06%Indicator exit
2003-02-032003-02-040.190.184.1%Indicator exit
2003-02-122003-02-130.190.20-5%Stop
2003-02-182003-02-190.200.21-5%Stop
2003-02-202003-02-240.220.207.41%Indicator exit
2003-02-282003-03-040.240.233.87%Indicator exit
2003-03-182003-03-190.260.28-5%Stop
2003-03-202003-03-240.280.266.08%Indicator exit
2003-03-272003-03-270.290.31-5%Stop
2003-03-282003-04-010.310.295.73%Indicator exit
2003-04-112003-04-150.300.294.3%Indicator exit
2003-04-212003-04-240.340.2913.35%Indicator exit
2003-05-062003-05-090.330.332.07%Indicator exit
2003-05-142003-05-190.370.339.95%Indicator exit
2003-06-042003-06-050.340.36-5%Stop
2003-06-062003-06-090.370.348.24%Indicator exit
2003-06-252003-06-260.340.35-5%Stop
2003-06-272003-06-300.360.37-5%Stop
2003-07-012003-07-020.370.37-1.42%Indicator exit
2003-07-032003-07-070.380.40-5%Stop
2003-07-242003-07-310.380.382.42%Indicator exit
2003-08-122003-08-140.360.352.44%Indicator exit
2003-08-202003-08-200.370.39-5%Stop
2003-08-212003-08-210.400.42-5%Stop
2003-08-222003-08-260.410.403.7%Indicator exit
2003-08-282003-09-020.470.49-5%Stop
2003-09-032003-09-090.490.52-5%Stop
2003-09-102003-09-110.500.493.69%Indicator exit
2003-09-172003-09-220.520.54-5%Stop
2003-09-232003-09-250.560.543.22%Indicator exit
2003-10-032003-10-070.590.62-5%Stop
2003-10-082003-10-140.640.67-5.31%Gap above stop
2003-10-152003-10-160.680.654.03%Indicator exit
2003-10-172003-10-200.740.77-5%Stop
2003-10-212003-10-230.790.737.31%Indicator exit
2003-10-292003-10-300.820.86-5%Stop
2003-11-052003-11-060.850.796.83%Indicator exit
2003-11-262003-12-010.690.72-5%Stop
2003-12-022003-12-040.720.710.92%Indicator exit
2003-12-182003-12-230.720.75-5%Stop
2003-12-242003-12-240.790.83-5%Stop
2003-12-262003-12-310.810.810.47%Indicator exit
2004-01-072004-01-080.860.91-5.4%Gap above stop
2004-01-092004-01-090.870.91-5%Stop
2004-01-122004-01-130.890.93-5%Stop
2004-01-142004-01-200.930.97-5%Stop
2004-01-212004-01-220.971.08-11.45%Gap above stop
2004-01-232004-01-281.111.073.07%Indicator exit
2004-02-092004-02-111.101.036.4%Indicator exit
2004-03-302004-04-010.480.52-8.43%Gap above stop
2004-04-022004-04-080.520.54-5%Stop
2004-04-122004-04-140.540.515.13%Indicator exit
2004-05-062004-05-100.410.387.13%Indicator exit
2004-05-132004-05-140.420.44-5%Stop
2004-05-172004-05-180.420.45-5%Stop
2004-05-202004-05-210.450.441.69%Indicator exit
2004-05-252004-06-020.460.47-3.14%Indicator exit
2004-06-242004-06-250.450.51-14.25%Gap above stop
2004-06-282004-06-280.460.48-5%Stop
2004-08-242004-08-250.230.221.63%Indicator exit
2004-09-142004-09-160.230.24-5%Stop
2004-09-172004-09-210.250.26-5.58%Gap above stop
2004-10-062004-10-080.250.250.68%Indicator exit
2004-11-042004-11-050.150.16-5%Stop
2004-11-082004-11-100.160.155.43%Indicator exit
2004-11-162004-11-170.150.150.86%Indicator exit
2004-12-082004-12-090.170.165.84%Indicator exit
2004-12-142004-12-150.180.19-5%Stop
2004-12-162004-12-160.190.20-5%Stop
2004-12-172004-12-200.190.191.25%Indicator exit
2004-12-302005-01-030.180.181.33%Indicator exit
2005-01-262005-01-270.160.161.26%Indicator exit
2005-02-022005-02-030.160.160.12%Indicator exit
2005-02-042005-02-080.170.163.63%Indicator exit
2005-02-282005-03-010.160.153.41%Indicator exit
2005-03-292005-03-290.140.15-5%Stop
2005-03-302005-03-310.140.15-5%Stop
2005-04-012005-04-080.160.16-5%Stop
2005-04-112005-04-130.170.172.56%Indicator exit
2005-04-222005-04-250.160.160.31%Indicator exit
2005-05-042005-05-060.170.161.45%Indicator exit
2005-05-122005-05-120.190.19-5%Stop
2005-05-132005-05-130.200.21-5%Stop
2005-05-162005-05-180.210.22-5%Stop
2005-05-192005-05-240.270.2218.15%Indicator exit
2005-06-102005-06-100.220.23-5%Stop
2005-06-132005-06-160.240.25-5%Stop
2005-06-172005-06-200.250.243.65%Indicator exit
2005-07-052005-07-070.230.25-5%Stop
2005-07-082005-07-110.240.241.15%Indicator exit
2005-07-212005-07-250.240.232.9%Indicator exit
2005-07-272005-08-010.270.261.27%Indicator exit
2005-08-042005-08-090.300.32-5.23%Gap above stop
2005-08-152005-08-180.310.310.57%Indicator exit
2005-08-302005-08-310.310.312.59%Indicator exit
2005-09-072005-09-080.330.34-5%Stop
2005-09-092005-09-140.350.35-0.43%Indicator exit
2005-10-032005-10-040.370.39-5%Stop
2005-10-052005-10-060.380.373.43%Indicator exit
2005-10-112005-10-130.410.395.04%Indicator exit
2005-10-182005-10-190.420.397.12%Indicator exit
2005-11-072005-11-080.400.42-5%Stop
2005-11-092005-11-100.410.43-5%Stop
2005-11-112005-11-150.420.411.78%Indicator exit
2005-12-232005-12-280.390.391.91%Indicator exit
2006-01-262006-01-310.410.393.36%Indicator exit
2006-02-222006-02-240.370.370.41%Indicator exit
2006-03-012006-03-060.380.38-0.26%Indicator exit
2006-03-202006-03-210.380.40-5%Stop
2006-03-222006-03-230.390.41-5%Stop
2006-03-242006-03-290.400.400.12%Indicator exit
2006-04-172006-04-190.410.44-5%Stop
2006-04-202006-04-250.440.47-6.29%Gap above stop
2006-04-262006-04-280.450.435.38%Indicator exit
2006-05-112006-05-120.440.433.47%Indicator exit
2006-05-262006-05-310.410.403.89%Indicator exit
2006-08-292006-09-060.280.30-8.4%Gap above stop
2006-09-072006-09-080.300.292.99%Indicator exit
2006-09-132006-09-150.310.32-5.28%Gap above stop
2006-09-182006-09-190.330.322.6%Indicator exit
2006-09-252006-09-290.330.330.3%Indicator exit
2006-10-052006-10-110.330.34-0.45%Indicator exit
2006-10-242006-11-020.390.39-0.31%Indicator exit
2006-11-092006-11-150.410.41-0.61%Indicator exit
2006-11-242006-11-270.420.42-0.05%Indicator exit
2006-12-042006-12-050.420.420.93%Indicator exit
2007-01-262007-01-300.340.323.92%Indicator exit
2007-02-092007-02-120.340.333.15%Indicator exit
2007-02-212007-02-260.340.34-0.8%Indicator exit
2007-03-212007-03-230.320.34-5%Stop
2007-03-262007-03-270.340.331.77%Indicator exit
2007-04-052007-04-170.350.35-0.66%Indicator exit
2007-05-222007-05-250.320.32-0.65%Indicator exit
2007-06-072007-06-070.330.34-5%Stop
2007-06-082007-06-120.340.3012.42%Indicator exit
2007-06-282007-06-290.300.293.01%Indicator exit
2007-07-092007-07-110.290.291.3%Indicator exit
2007-08-092007-08-100.240.26-5.1%Gap above stop
2007-08-272007-08-280.250.253.28%Indicator exit
2007-09-052007-09-110.260.253.99%Indicator exit
2007-09-182007-09-190.260.28-5.41%Gap above stop
2007-09-202007-09-240.270.270%Indicator exit
2007-09-262007-09-260.300.32-5%Stop
2007-09-272007-10-010.310.304.95%Indicator exit
2007-10-082007-10-090.310.33-5%Stop
2007-10-102007-10-110.320.34-5%Stop
2007-10-162007-10-220.350.336.18%Indicator exit
2007-10-242007-11-050.360.38-5%Stop
2007-11-072007-11-120.380.366.51%Indicator exit
2007-11-292007-12-030.330.34-5.18%Gap above stop
2007-12-042007-12-100.340.340.79%Indicator exit
2007-12-202007-12-200.360.38-5%Stop
2007-12-212007-12-280.400.391.58%Indicator exit
2008-01-242008-01-250.340.325.74%Indicator exit
2008-02-012008-02-040.350.37-5%Stop
2008-02-052008-02-060.360.37-1.1%Indicator exit
2008-02-082008-02-150.380.38-0.42%Indicator exit
2008-02-212008-02-260.390.41-5%Stop
2008-02-272008-02-270.440.46-5%Stop
2008-02-282008-02-280.450.48-5%Stop
2008-03-112008-03-170.480.472.07%Indicator exit
2008-03-242008-03-240.530.56-5%Stop
2008-03-252008-03-280.550.525.46%Indicator exit
2008-04-172008-04-170.560.58-5%Stop
2008-04-182008-04-210.580.555.33%Indicator exit
2008-06-042008-06-050.450.48-5%Stop
2008-06-062008-06-090.470.453.09%Indicator exit
2008-06-162008-06-180.460.451.79%Indicator exit
2008-07-082008-07-110.400.402.05%Indicator exit
2008-07-302008-08-040.440.424.86%Indicator exit
2008-08-112008-08-110.440.46-5%Stop
2008-08-122008-08-130.460.445.11%Indicator exit
2008-08-292008-09-050.440.425.51%Indicator exit
2008-09-192008-09-190.460.48-5%Stop
2008-09-222008-09-250.450.47-5%Stop
2008-09-262008-09-300.460.460.8%Indicator exit
2008-10-312008-10-310.330.34-5%Stop
2008-11-032008-11-060.350.328.19%Indicator exit
2008-12-082008-12-090.360.37-5%Stop
2008-12-102008-12-160.400.42-5%Stop
2008-12-172008-12-190.410.41-0.83%Indicator exit
2009-01-022009-01-050.430.45-5%Stop
2009-01-062009-01-120.460.46-0.22%Indicator exit
2009-01-282009-01-290.500.52-5%Stop
2009-01-302009-02-040.510.54-5%Stop
2009-02-062009-02-090.530.530.51%Indicator exit
2009-02-132009-02-180.540.531.33%Indicator exit
2009-03-062009-03-120.550.534.26%Indicator exit
2009-03-192009-03-260.610.601.7%Indicator exit
2009-04-072009-04-080.640.630.96%Indicator exit
2009-04-132009-04-130.670.70-5%Stop
2009-04-142009-04-160.700.673.77%Indicator exit
2009-04-212009-04-220.710.667.09%Indicator exit
2009-05-212009-05-220.570.571.12%Indicator exit
2009-06-022009-06-040.580.581.2%Indicator exit
2009-06-182009-06-230.590.572.37%Indicator exit
2009-07-142009-07-170.610.64-5%Stop
2009-07-212009-07-230.640.67-5%Stop
2009-07-242009-07-270.630.604.83%Indicator exit
2009-08-032009-08-050.630.63-0.05%Indicator exit
2009-08-112009-08-170.660.634.49%Indicator exit
2009-09-102009-09-140.610.611.06%Indicator exit
2009-09-162009-09-210.650.68-5%Stop
2009-09-222009-09-240.680.671.56%Indicator exit
2009-10-082009-10-130.660.660.15%Indicator exit
2009-10-152009-10-150.680.71-5%Stop
2009-10-162009-10-210.710.701.05%Indicator exit
2009-10-262009-10-290.800.773.69%Indicator exit
2009-11-062009-11-100.790.82-5%Stop
2009-11-112009-11-130.840.831.6%Indicator exit
2009-11-182009-11-200.870.851.93%Indicator exit
2009-12-242009-12-310.810.792.32%Indicator exit
2010-01-292010-02-050.900.864.09%Indicator exit
2010-02-102010-02-110.890.871.45%Indicator exit
2010-02-122010-02-180.900.95-5%Stop
2010-02-192010-02-230.940.931.5%Indicator exit
2010-03-022010-03-041.000.963.99%Indicator exit
2010-03-102010-03-151.001.000.42%Indicator exit
2010-03-232010-04-011.041.05-0.87%Indicator exit
2010-04-062010-04-081.151.131.44%Indicator exit
2010-04-142010-04-191.241.221.96%Indicator exit
2010-04-232010-04-261.431.50-5%Stop
2010-04-272010-04-281.501.453.43%Indicator exit
2010-05-132010-05-131.551.63-5%Stop
2010-05-142010-05-171.511.453.82%Indicator exit
2010-05-262010-05-281.541.61-5%Stop
2010-06-012010-06-021.561.560.29%Indicator exit
2010-06-102010-06-141.691.77-5%Stop
2010-06-152010-06-221.791.714.38%Indicator exit
2010-07-082010-07-161.711.72-0.57%Indicator exit
2010-08-052010-08-061.531.61-5%Stop
2010-08-092010-08-101.681.77-5%Stop
2010-08-112010-08-111.741.83-5%Stop
2010-08-122010-08-121.781.87-5%Stop
2010-08-132010-08-171.891.99-5.35%Gap above stop
2010-09-022010-09-031.922.01-5%Stop
2010-09-072010-09-081.962.06-5%Stop
2010-09-092010-09-162.122.043.87%Indicator exit
2010-09-222010-09-232.142.27-5.78%Gap above stop
2010-09-242010-09-292.352.292.32%Indicator exit
2010-09-302010-10-012.452.296.45%Indicator exit
2010-10-222010-10-262.392.51-5%Stop
2010-10-272010-11-012.562.483.17%Indicator exit
2010-11-112010-11-152.502.461.69%Indicator exit
2010-11-222010-11-232.592.72-5%Stop
2010-11-242010-11-302.732.86-5%Stop
2010-12-012010-12-032.972.796.16%Indicator exit
2011-01-112011-01-202.702.671.35%Indicator exit
2011-01-282011-02-033.033.020.31%Indicator exit
2011-02-072011-02-143.183.37-5.82%Gap above stop
2011-02-152011-02-173.483.373.16%Indicator exit
2011-03-162011-03-213.163.024.22%Indicator exit
2011-03-232011-03-283.173.34-5.16%Gap above stop
2011-03-292011-04-073.403.361.04%Indicator exit
2011-04-212011-04-273.493.276.34%Indicator exit
2011-05-102011-05-133.383.55-5%Stop
2011-05-162011-05-173.513.364.47%Indicator exit
2011-05-232011-05-253.473.65-5%Stop
2011-05-262011-06-013.703.88-5%Stop
2011-06-062011-06-073.913.753.92%Indicator exit
2011-06-282011-07-013.743.74-0.08%Indicator exit
2011-07-062011-07-114.104.30-5%Stop
2011-07-142011-07-154.274.113.72%Indicator exit
2011-08-302011-08-303.213.37-5%Stop
2011-08-312011-09-063.412.9912.49%Indicator exit
2011-10-062011-10-101.711.82-6.67%Gap above stop
2011-10-252011-10-251.071.12-5%Stop
2011-11-042011-11-101.301.282.25%Indicator exit
2011-12-132011-12-141.080.997.66%Indicator exit
2011-12-232011-12-281.061.014.84%Indicator exit
2012-01-042012-01-041.031.09-5%Stop
2012-01-052012-01-061.141.19-5%Stop
2012-01-092012-01-091.281.35-5%Stop
2012-01-102012-01-121.431.327.34%Indicator exit
2012-01-192012-01-201.421.49-5%Stop
2012-01-272012-01-271.661.74-5%Stop
2012-01-302012-02-071.781.87-5%Stop
2012-03-202012-03-211.631.71-5%Stop
2012-03-222012-03-291.711.681.75%Indicator exit
2012-06-182012-06-190.930.98-5%Stop
2012-06-202012-06-220.990.954.76%Indicator exit
2012-07-022012-07-030.981.03-5%Stop
2012-07-052012-07-051.061.12-5%Stop
2012-07-062012-07-111.201.144.35%Indicator exit
2012-07-132012-07-171.231.192.95%Indicator exit
2012-08-082012-08-100.820.86-5%Stop
2012-08-132012-08-160.880.92-5%Stop
2012-08-172012-08-240.930.902.64%Indicator exit
2012-09-142012-09-140.830.88-5%Stop
2012-09-172012-09-180.840.822.79%Indicator exit
2012-10-042012-10-040.890.94-5%Stop
2012-10-052012-10-080.961.02-6.47%Gap above stop
2012-10-092012-10-100.980.944.47%Indicator exit
2012-10-182012-10-220.980.926.03%Indicator exit
2012-11-012012-11-071.111.091.82%Indicator exit
2012-11-142012-11-211.141.20-5%Stop
2012-11-232012-11-271.191.171.65%Indicator exit
2012-12-132012-12-181.301.36-5%Stop
2012-12-192012-12-201.381.352.35%Indicator exit
2013-01-042013-01-071.381.45-5%Stop
2013-01-082013-01-101.431.383.25%Indicator exit
2013-01-142013-01-171.441.402.87%Indicator exit
2013-01-242013-01-252.062.16-5%Stop
2013-01-282013-02-042.472.335.7%Indicator exit
2013-02-052013-02-062.462.59-5%Stop
2013-02-072013-02-122.652.582.74%Indicator exit
2013-02-142013-02-192.682.81-5%Stop
2013-02-202013-02-212.822.665.82%Indicator exit
2013-03-012013-03-052.682.641.46%Indicator exit
2013-03-142013-03-182.752.595.87%Indicator exit
2013-03-272013-04-022.712.633.03%Indicator exit
2013-04-162013-04-182.502.442.27%Indicator exit
2013-04-242013-05-023.113.052%Indicator exit
2013-05-102013-05-133.093.25-5%Stop
2013-05-142013-05-153.313.48-5%Stop
2013-05-162013-05-223.533.355.08%Indicator exit
2013-06-182013-06-213.293.222.25%Indicator exit
2013-07-022013-07-093.223.38-5%Stop
2013-07-102013-07-153.513.71-5.64%Gap above stop
2013-07-162013-07-183.683.86-5%Stop
2013-08-022013-08-053.563.482.18%Indicator exit
2013-08-072013-08-083.633.601.05%Indicator exit
2013-08-132013-08-163.703.622.1%Indicator exit
2013-08-212013-08-263.904.10-5%Stop
2013-08-272013-08-283.993.980.18%Indicator exit
2013-09-052013-09-094.244.181.44%Indicator exit
2013-09-112013-09-134.484.313.74%Indicator exit
2013-09-232013-09-244.584.305.96%Indicator exit
2013-10-022013-10-044.604.62-0.49%Indicator exit
2013-10-152013-10-214.644.90-5.48%Gap above stop
2013-10-222013-10-235.544.5318.18%Indicator exit
2013-11-052013-11-074.794.83-0.84%Indicator exit
2013-11-152013-11-194.934.871.18%Indicator exit
2013-11-262013-12-045.015.26-5%Stop
2013-12-112013-12-175.215.24-0.65%Indicator exit
2013-12-202013-12-275.385.39-0.16%Indicator exit
2014-01-242014-01-285.485.76-5%Stop
2014-01-292014-02-045.765.79-0.53%Indicator exit
2014-02-102014-02-136.136.080.92%Indicator exit
2014-02-252014-03-036.436.292.22%Indicator exit
2014-04-212014-04-224.995.38-7.82%Gap above stop
2014-04-232014-04-245.195.043.03%Indicator exit
2014-05-022014-05-074.824.663.32%Indicator exit
2014-05-132014-05-164.924.92-0.12%Indicator exit
2014-05-202014-05-215.215.48-5%Stop
2014-05-222014-05-295.585.86-5%Stop
2014-05-302014-06-105.936.08-2.44%Indicator exit
2014-06-182014-06-206.346.290.74%Indicator exit
2014-07-022014-07-086.766.572.92%Indicator exit
2014-07-312014-08-016.156.031.98%Indicator exit
2014-08-072014-08-116.216.53-5%Stop
2014-08-182014-08-256.606.93-5%Stop
2014-08-262014-08-286.846.751.22%Indicator exit
2014-09-112014-09-156.896.821.04%Indicator exit
2014-10-072014-10-086.596.520.96%Indicator exit
2014-10-272014-10-285.485.431.08%Indicator exit
2014-11-032014-11-055.625.511.94%Indicator exit
2014-12-262015-01-024.884.92-0.63%Indicator exit
2015-01-052015-01-064.934.733.88%Indicator exit
2015-01-202015-01-214.865.92-21.83%Gap above stop
2015-01-222015-01-235.866.15-5%Stop
2015-01-262015-01-296.266.32-1%Indicator exit
2015-02-042015-02-056.496.450.62%Indicator exit
2015-02-132015-02-196.546.87-5%Stop
2015-02-202015-02-246.806.740.85%Indicator exit
2015-02-272015-03-026.916.771.98%Indicator exit
2015-03-252015-03-266.275.964.87%Indicator exit
2015-04-082015-04-106.126.44-5.22%Gap above stop
2015-04-132015-04-166.727.60-13.03%Gap above stop
2015-04-172015-04-237.987.970.15%Indicator exit
2015-04-282015-05-018.067.990.91%Indicator exit
2015-05-112015-05-148.238.33-1.17%Indicator exit
2015-05-182015-05-278.758.81-0.68%Indicator exit
2015-06-082015-06-099.078.931.52%Indicator exit
2015-06-102015-06-109.349.81-5%Stop
2015-06-112015-06-169.699.422.73%Indicator exit
2015-06-242015-06-2610.019.534.77%Indicator exit
2015-07-132015-07-169.8111.10-13.19%Gap above stop
2015-07-172015-07-2111.7211.025.98%Indicator exit
2015-07-312015-08-0411.1911.75-5%Stop
2015-08-052015-08-1112.5612.054.08%Indicator exit
2015-08-282015-09-0211.6310.926.12%Indicator exit
2015-09-172015-09-2110.3710.330.36%Indicator exit
2015-10-022015-10-0510.3110.82-5%Stop
2015-10-062015-10-0811.0410.802.19%Indicator exit
2015-10-092015-10-1411.4111.152.29%Indicator exit
2015-10-272015-10-3010.2610.77-5%Stop
2015-11-022015-11-0510.9211.47-5%Stop
2015-11-092015-11-1011.3410.894.02%Indicator exit
2015-11-192015-11-2712.0212.63-5%Stop
2015-12-032015-12-0812.9612.156.27%Indicator exit
2016-02-182016-02-199.489.005.09%Indicator exit
2016-03-022016-03-089.809.503.11%Indicator exit
2016-03-172016-03-239.919.98-0.69%Indicator exit
2016-03-302016-04-0810.4810.51-0.31%Indicator exit
2016-04-142016-04-1911.009.949.63%Indicator exit
2016-05-112016-05-129.239.032.09%Indicator exit
2016-05-232016-05-249.299.75-5%Stop
2016-05-252016-05-269.9010.40-5%Stop
2016-05-272016-06-0210.2410.121.22%Indicator exit
2016-07-052016-07-059.5310.01-5%Stop
2016-07-062016-07-079.519.470.4%Indicator exit
2016-07-152016-07-209.838.6711.87%Indicator exit
2016-07-272016-08-049.159.32-1.84%Indicator exit
2016-08-082016-08-099.599.510.9%Indicator exit
2016-08-152016-08-169.689.511.78%Indicator exit
2016-08-292016-09-129.719.591.15%Indicator exit
2016-09-192016-09-2010.009.881.26%Indicator exit
2016-10-042016-10-1110.3410.231.01%Indicator exit
2016-10-192016-10-2111.8312.42-5%Stop
2016-10-242016-11-0112.7412.501.9%Indicator exit
2016-11-082016-11-1012.4112.281.05%Indicator exit
2016-11-222016-11-2811.8311.711.07%Indicator exit
2016-12-052016-12-0912.0712.38-2.52%Indicator exit
2016-12-162016-12-2312.6412.560.62%Indicator exit
2016-12-282016-12-2912.9012.602.39%Indicator exit
2017-01-052017-01-1113.1113.090.15%Indicator exit
2017-01-172017-01-1913.5114.20-5.12%Gap above stop
2017-01-202017-01-2713.9313.95-0.09%Indicator exit
2017-01-302017-02-0114.1814.120.43%Indicator exit
2017-02-082017-02-1414.3714.320.32%Indicator exit
2017-02-232017-02-2414.4514.191.78%Indicator exit
2017-03-142017-03-2214.3014.260.28%Indicator exit
2017-03-292017-04-0414.5514.68-0.92%Indicator exit
2017-04-182017-04-1914.7314.342.66%Indicator exit
2017-04-262017-05-0915.1515.61-3.02%Indicator exit
2017-05-112017-05-1216.0215.900.72%Indicator exit
2017-05-262017-06-1216.2815.534.63%Indicator exit
2017-06-262017-06-2815.8815.164.5%Indicator exit
2017-07-112017-07-1315.2416.00-5%Stop
2017-07-172017-07-1816.2917.61-8.11%Gap above stop
2017-07-192017-07-2818.2918.190.57%Indicator exit
2017-08-312017-09-1117.5517.82-1.58%Indicator exit
2017-09-132017-09-1518.4118.260.79%Indicator exit
2017-09-202017-09-2618.6118.072.9%Indicator exit
2017-10-062017-10-1219.4319.69-1.32%Indicator exit
2017-10-162017-10-1820.2019.991.03%Indicator exit
2017-10-302017-11-0119.9619.721.19%Indicator exit
2017-11-072017-11-0820.0019.592.04%Indicator exit
2017-11-292017-11-3019.8919.034.32%Indicator exit
2017-12-112017-12-1218.8018.601.05%Indicator exit
2017-12-152017-12-2018.9018.790.56%Indicator exit
2018-01-032018-01-0820.2121.22-5%Stop
2018-01-092018-01-1621.2222.42-5.66%Gap above stop
2018-01-172018-01-1822.1022.030.3%Indicator exit
2018-01-232018-01-2525.5126.78-5%Stop
2018-01-262018-01-2927.1528.51-5%Stop
2018-01-302018-02-0127.7026.643.82%Indicator exit
2018-02-152018-02-2027.0028.35-5%Stop
2018-02-222018-02-2328.3928.120.95%Indicator exit
2018-02-262018-03-0528.8830.32-5%Stop
2018-03-062018-03-0931.9932.11-0.38%Indicator exit
2018-04-112018-04-1730.2932.96-8.82%Gap above stop
2018-04-182018-04-2333.6332.922.12%Indicator exit
2018-05-072018-05-1432.2032.73-1.62%Indicator exit
2018-05-242018-06-0434.4336.27-5.33%Gap above stop
2018-06-052018-06-0836.3135.791.42%Indicator exit
2018-06-142018-06-1938.4340.35-5%Stop
2018-06-202018-06-2541.5140.502.44%Indicator exit
2018-07-092018-07-1341.6040.901.66%Indicator exit
2018-08-072018-08-0935.3234.781.53%Indicator exit
2018-08-232018-08-2734.8036.70-5.46%Gap above stop
2018-08-282018-09-0436.7236.670.16%Indicator exit
2018-09-132018-09-1737.2036.422.09%Indicator exit
2018-09-272018-10-0138.0037.581.09%Indicator exit
2018-10-182018-10-1936.0735.102.68%Indicator exit
2018-11-022018-11-0731.8031.331.49%Indicator exit
2018-11-292018-12-0328.2029.61-5%Stop
2019-01-022019-01-0325.9327.23-5%Stop
2019-01-042019-01-0428.1929.60-5%Stop
2019-01-072019-01-0830.2231.99-5.86%Gap above stop
2019-01-092019-01-1131.7933.38-5%Stop
2019-01-142019-01-1533.4235.10-5%Stop
2019-01-162019-01-2235.4033.495.4%Indicator exit
2019-02-052019-02-0835.3233.874.1%Indicator exit
2019-02-132019-02-1435.7335.121.72%Indicator exit
2019-02-272019-02-2836.3336.220.29%Indicator exit
2019-03-212019-03-2537.4035.894.04%Indicator exit
2019-04-022019-04-0836.6336.530.26%Indicator exit
2019-04-232019-04-2537.5537.450.25%Indicator exit
2019-05-062019-05-0737.8137.700.3%Indicator exit
2019-06-102019-06-1136.3735.502.38%Indicator exit
2019-06-192019-06-2636.1736.160.04%Indicator exit
2019-07-052019-07-0937.8337.90-0.2%Indicator exit
2019-07-292019-07-3133.6032.523.22%Indicator exit
2019-09-162019-09-1929.4029.170.77%Indicator exit
2019-10-022019-10-0926.3627.03-2.52%Indicator exit
2019-10-142019-10-1728.3730.40-7.17%Gap above stop
2019-10-182019-10-2128.9427.365.45%Indicator exit
2019-10-292019-11-0628.1928.81-2.21%Indicator exit
2019-11-122019-11-1329.5429.101.48%Indicator exit
2019-11-192019-12-0330.4030.220.59%Indicator exit
2019-12-172019-12-1830.7432.27-5%Stop
2019-12-192019-12-3032.4532.90-1.37%Indicator exit
2020-02-042020-02-1236.1037.91-5%Stop
2020-02-132020-02-2437.7336.483.3%Indicator exit
2020-03-242020-03-2636.9734.297.26%Indicator exit
2020-04-012020-04-0237.6136.413.17%Indicator exit
2020-04-142020-04-1439.7541.74-5%Stop
2020-04-152020-04-1541.3043.37-5%Stop
2020-04-162020-04-2043.7043.510.43%Indicator exit
2020-05-082020-05-1343.5043.57-0.16%Indicator exit
2020-05-182020-05-2145.1944.840.77%Indicator exit
2020-06-102020-06-1243.5842.861.66%Indicator exit
2020-06-182020-06-2344.8747.12-5%Stop
2020-07-022020-07-1048.6952.01-6.82%Gap above stop
2020-07-132020-07-1556.8051.838.75%Indicator exit
2020-08-042020-08-1049.8849.341.07%Indicator exit
2020-08-192020-08-2049.4048.431.96%Indicator exit
2020-08-272020-09-0453.7952.202.95%Indicator exit
2020-09-302020-10-0149.2651.72-5%Stop
2020-10-022020-10-0551.6450.681.86%Indicator exit
2020-10-142020-10-1556.3154.563.1%Indicator exit
2020-10-302020-11-0250.2047.894.61%Indicator exit
2020-11-062020-11-1051.5847.118.67%Indicator exit
2020-11-232020-11-2449.0547.902.34%Indicator exit
2020-11-302020-12-0448.9849.75-1.57%Indicator exit
2020-12-082020-12-1051.8449.524.49%Indicator exit
2020-12-152020-12-2251.8252.77-1.83%Indicator exit
2020-12-302020-12-3153.0152.550.87%Indicator exit
2021-01-212021-01-2658.2555.414.88%Indicator exit
2021-02-112021-02-1256.4355.701.29%Indicator exit
2021-03-242021-03-2553.4151.693.21%Indicator exit
2021-04-012021-04-0852.9955.64-5%Stop
2021-04-092021-04-1555.2754.421.54%Indicator exit
2021-05-032021-05-0451.2651.030.44%Indicator exit
2021-05-212021-06-0250.3249.980.67%Indicator exit
2021-06-152021-06-1650.1249.451.34%Indicator exit
2021-06-212021-06-2250.1649.830.68%Indicator exit
2021-06-232021-06-2950.8653.40-5%Stop
2021-06-302021-07-0153.3552.591.41%Indicator exit
2021-07-072021-07-0854.4553.092.5%Indicator exit
2021-07-152021-07-1655.4054.152.26%Indicator exit
2021-08-062021-08-1052.3851.940.83%Indicator exit
2021-08-192021-08-2052.2754.89-5%Stop
2021-08-232021-08-2654.6454.620.04%Indicator exit
2021-08-302021-09-0155.7358.51-5%Stop
2021-09-022021-09-0758.4161.33-5%Stop
2021-09-082021-09-1060.3759.731.06%Indicator exit
2021-10-012021-10-0560.4760.58-0.17%Indicator exit
2021-10-062021-10-1262.8263.30-0.77%Indicator exit
2021-10-252021-10-2866.2967.21-1.39%Indicator exit
2021-11-012021-11-0368.9167.731.71%Indicator exit
2021-11-152021-11-1968.1269.27-1.68%Indicator exit
2021-12-232021-12-2961.6460.991.05%Indicator exit
2022-02-012022-02-0143.3045.47-5%Stop
2022-02-022022-02-0344.8342.106.08%Indicator exit
2022-03-182022-03-2437.2437.98-1.99%Indicator exit
2022-03-302022-03-3138.8938.361.36%Indicator exit
2022-05-312022-06-0219.6119.202.1%Indicator exit
2022-06-032022-06-0620.0420.20-0.79%Indicator exit
2022-06-272022-06-2919.1817.996.22%Indicator exit
2022-07-182022-07-2019.2720.82-8.01%Gap above stop
2022-07-212022-07-2221.4322.50-5%Stop
2022-08-112022-08-1724.4824.151.34%Indicator exit
2022-09-132022-09-1422.6721.983.01%Indicator exit
2022-09-202022-09-2224.0623.542.19%Indicator exit
2022-09-292022-10-0324.1723.811.48%Indicator exit
2022-10-182022-10-1924.9726.51-6.16%Gap above stop
2022-10-202022-10-2127.2428.60-5%Stop
2022-10-242022-10-2629.0230.47-5%Stop
2022-10-272022-11-0129.8229.610.71%Indicator exit
2022-11-142022-11-1429.0130.46-5%Stop
2022-11-152022-11-1830.9429.733.9%Indicator exit
2022-12-012022-12-0130.4031.92-5%Stop
2022-12-022022-12-0631.0531.10-0.16%Indicator exit
2022-12-122022-12-1631.9928.879.76%Indicator exit
2023-01-052023-01-1030.7032.24-5%Stop
2023-01-112023-01-1832.6232.68-0.16%Indicator exit
2023-01-242023-01-3035.7335.84-0.32%Indicator exit
2023-02-032023-02-0335.9137.70-5%Stop
2023-03-162023-03-2030.4330.021.34%Indicator exit
2023-03-272023-03-3132.7634.39-5%Stop
2023-04-032023-04-0634.1833.930.73%Indicator exit
2023-05-092023-05-1233.0734.72-5%Stop
2023-05-192023-05-2436.9835.693.47%Indicator exit
2023-05-312023-06-0539.1941.15-5%Stop
2023-06-092023-06-1442.4544.57-5%Stop
2023-06-152023-06-2044.4043.023.11%Indicator exit
2023-07-032023-07-0743.9843.860.26%Indicator exit
2023-07-142023-07-1745.2844.561.6%Indicator exit
2023-07-192023-07-2147.7143.748.32%Indicator exit
2023-08-082023-08-1044.0143.112.03%Indicator exit
2023-08-242023-08-2542.5441.233.08%Indicator exit
2023-08-302023-09-0543.0945.24-5%Stop
2023-09-062023-09-0844.8344.361.06%Indicator exit
2023-10-102023-10-1138.5637.283.32%Indicator exit
2023-10-202023-10-2740.5640.58-0.05%Indicator exit
2023-11-022023-11-1042.1244.22-5%Stop
2023-11-132023-11-2044.6746.91-5%Stop
2023-11-212023-11-3047.2647.55-0.6%Indicator exit
2023-12-132023-12-1546.2446.84-1.31%Indicator exit
2023-12-192023-12-2648.8448.94-0.2%Indicator exit
2024-01-092024-01-1147.5549.27-3.62%Indicator exit
2024-01-242024-01-2653.7956.48-5%Stop
2024-01-292024-01-3157.1456.291.49%Indicator exit
2024-02-152024-02-2158.1657.451.21%Indicator exit
2024-02-282024-03-0659.5860.30-1.21%Indicator exit
2024-03-212024-03-2863.1361.502.58%Indicator exit
2024-04-042024-04-0563.3262.471.34%Indicator exit
2024-05-062024-05-0858.1861.09-5%Stop
2024-05-092024-05-1761.4461.70-0.43%Indicator exit
2024-05-202024-05-2462.0463.80-2.84%Indicator exit
2024-05-302024-05-3165.3564.401.45%Indicator exit
2024-06-142024-06-2065.5168.78-5%Stop
2024-07-082024-07-1168.7067.252.11%Indicator exit
2024-08-092024-08-1462.3065.41-5%Stop
2024-08-152024-08-2066.8570.19-5%Stop
2024-08-212024-08-2369.7069.410.41%Indicator exit
2024-09-132024-09-1968.0070.45-3.6%Indicator exit
2024-09-252024-09-2772.1070.841.75%Indicator exit
2024-10-212024-10-2476.5475.201.76%Indicator exit
2024-11-062024-11-1277.1581.01-5%Stop
2024-11-132024-11-1882.2681.560.85%Indicator exit
2024-11-202024-11-2688.0086.751.42%Indicator exit
2024-12-032024-12-1089.4491.38-2.17%Indicator exit
2024-12-262024-12-3092.8489.453.65%Indicator exit
2025-01-222025-01-3199.8097.402.41%Indicator exit
2025-02-052025-02-1298.77100.55-1.8%Indicator exit
2025-02-182025-02-19106.00103.522.34%Indicator exit
2025-03-252025-03-2797.8297.460.36%Indicator exit
2025-04-102025-04-1593.1697.82-5%Stop
2025-04-162025-04-2297.53102.41-5%Stop
2025-04-232025-04-24104.76110.00-5%Stop
2025-04-252025-05-02109.80115.29-5%Stop
2025-05-052025-05-06111.48112.90-1.28%Indicator exit
2025-05-162025-05-23119.31118.400.77%Indicator exit
2025-05-282025-05-30121.03119.830.99%Indicator exit
2025-06-052025-06-10124.06122.751.05%Indicator exit
2025-06-232025-06-26123.80129.99-5%Stop
2025-06-272025-07-02130.69129.700.76%Indicator exit
2025-08-112025-08-14121.40120.990.34%Indicator exit
2025-08-192025-08-20124.02121.801.79%Indicator exit
2025-08-272025-09-02122.36119.862.04%Indicator exit
2025-09-052025-09-11126.00124.940.84%Indicator exit
2025-10-082025-10-15119.71121.30-1.33%Indicator exit
2025-10-212025-10-23124.28112.699.33%Indicator exit
2025-11-112025-11-17111.76110.750.9%Indicator exit
2025-12-022025-12-04109.20103.575.16%Indicator exit
2026-02-262026-02-2783.2094.30-13.34%Gap above stop
2026-03-022026-03-0595.26100.02-5%Stop
2026-03-062026-03-1099.3397.791.55%Indicator exit
2026-04-012026-04-0696.47101.29-5%Stop
2026-04-072026-04-1398.60103.53-5%Stop
2026-04-142026-04-16103.13108.29-5%Stop
2026-04-172026-04-2096.3697.12-0.79%Indicator exit
2026-05-012026-05-0494.4192.062.49%Indicator exit
2026-05-192026-05-2190.1488.072.3%Indicator exit
2026-07-062026-07-0977.0874.213.72%Indicator exit
2026-07-282026-08-0372.1072.69-0.82%Indicator exit
2026-08-062026-08-1275.0574.390.88%Indicator exit
2026-08-142026-08-1878.4777.351.43%Indicator exit
2026-08-202026-08-2880.1680.35-0.24%Indicator exit
2026-09-152026-09-1679.3877.722.09%Indicator exit

Exact rules and methodology

Read the strategy-specific explanation above.

  • Signals use completed daily bars; entries and indicator/holding exits execute at the next session open. Indicators warm up using earlier history; no pre-range entry signal is carried in.
  • Opening stop/target gaps execute at open. Otherwise a scheduled indicator/holding exit executes at open; within a bar, stop takes priority if both stop and target touch.
  • Initial capital $10,000.00 USD; one fully allocated fractional position, no pyramiding or leverage. Fees and adverse slippage apply to entry and exit. Buy-and-hold benchmark is always long.
  • Shorts reserve capital at 1x exposure; borrow availability, borrow fees, margin calls and dividend obligations are not modeled. Simulation stops at zero capital; real short losses can exceed capital.
  • Open positions are marked at the last close without an assumed final sale fee. Cash interest and dividends are excluded.

Results are calculated on the supplied daily prices. Dividends and cash interest are excluded.

Calculated: 2026-10-03 22:15:56 UTC. Engine: 3.1. Data: NFLX, 2002-05-23–2026-10-01.

Dataset fingerprint010632efb7003ab203396f1868b66347f520e23284bc7a779e0dda7f569b1020

Related backtests

These are separate saved tests. Compare dates and costs before comparing results.

Understand the metrics

What is CAGR?

The equivalent compounded yearly growth across the test’s elapsed calendar dates. It is not the return earned in each year.

What are drawdown and drawdown duration?

Drawdown is the percentage decline from a previous daily equity peak. Longest drawdown duration is the longest observed calendar time from a peak until that equity level is regained, or until the test ends. Underwater sessions count daily closes below the peak and exclude the recovery close. This duration need not belong to the deepest drawdown. “Unrecovered at test end” means the recovery date is unknown.

How is profit factor calculated?

Gross positive dollar profit divided by the absolute sum of negative dollar profit across closed trades, after configured costs. It excludes open positions. Because capital compounds, later trades can have greater dollar weight. Legacy reports without saved dollar P&L use reconstructed amounts from rounded trade returns and are labeled approximate. No losses gives “No losing trades,” not a finite ratio.

What are best/worst trade and losing streak?

Best and worst rank closed trades by percentage return. Longest losing streak counts consecutive closed trades with negative returns; a zero-return or positive trade breaks the streak. These statistics do not forecast future outcomes.

How are holding period and time invested measured?

Holding periods count sessions inclusively, including entry and exit sessions. Time invested is the share of sessions with a position at any point; it does not measure intraday hours. Average winners and losers use closed-trade percentage returns.

Educational historical simulation, not investment advice.

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