Strategy test · trend

Does Parabolic SAR flip work?

Parabolic SAR direction and flip recency. Tested on every popular stock and coin, with real trading costs taken off.

The short answer

After costs, it kept money on 25 of the 48 stocks and coins we test.

It gave a signal 17,912 times and worked 4,858 of them (27%). On average each trade kept 0.00R.

Instrument	Kept a trade	Hit rate	Worked	Signals
BAC Bank of America	+0.14R	34%	116	345
HOOD Robinhood	+0.13R	34%	116	345
NFLX Netflix	+0.13R	34%	117	345
MSTR Strategy (MicroStrategy)	+0.12R	32%	110	345
JPM JPMorgan Chase	+0.11R	33%	114	345
AAPL Apple	+0.09R	33%	113	345
COST Costco	+0.09R	30%	104	345
AMD AMD	+0.09R	31%	108	345
F Ford	+0.07R	28%	95	345
MSFT Microsoft	+0.06R	27%	94	345
NVDA NVIDIA	+0.06R	34%	118	345
AVAX Avalanche	+0.06R	27%	142	535
AMC AMC Entertainment	+0.04R	23%	81	345
GOOGL Alphabet (Google)	+0.04R	29%	100	345
SOL Solana	+0.03R	26%	140	535
BA Boeing	+0.03R	30%	105	345
NKE Nike	+0.03R	28%	96	345
TSLA Tesla	+0.03R	32%	112	345
KO Coca-Cola	+0.02R	26%	88	345
SNOW Snowflake	+0.02R	26%	91	345
LINK Chainlink	+0.02R	28%	149	535
CRWD CrowdStrike	+0.01R	31%	106	345
VOO Vanguard S&P 500 ETF	+0.01R	29%	101	345
DOGE Dogecoin	+0.01R	26%	140	535
SPY S&P 500 ETF	0.00R	29%	99	345
QQQ Nasdaq 100 ETF	0.00R	30%	102	345
DIS Disney	0.00R	27%	94	345
SMCI Super Micro Computer	0.00R	29%	100	345
RDDT Reddit	-0.01R	30%	44	145
INTC Intel	-0.01R	30%	102	345
ADA Cardano	-0.02R	24%	127	535
WMT Walmart	-0.03R	25%	85	345
GME GameStop	-0.03R	23%	78	345
PYPL PayPal	-0.04R	23%	79	345
UBER Uber	-0.04R	25%	86	345
META Meta	-0.06R	27%	94	345
RIVN Rivian	-0.06R	22%	76	343
SOFI SoFi	-0.06R	26%	90	345
ETH Ethereum	-0.06R	22%	119	535
LTC Litecoin	-0.06R	24%	130	535
PLTR Palantir	-0.07R	25%	86	345
COIN Coinbase	-0.07R	25%	86	345
ARM Arm Holdings	-0.07R	28%	52	189
SHOP Shopify	-0.09R	25%	87	345
BTC Bitcoin	-0.10R	21%	113	535
XRP XRP	-0.12R	21%	114	535
AVGO Broadcom	-0.14R	25%	85	345
AMZN Amazon	-0.16R	21%	74	345

How we tested

Up to 5 years of daily prices for each stock and coin.
Every time the strategy leaned up or down, we took a pretend trade that way. Stop 1.5 ATR away, target 2.25 ATR away, closed after 10 trading days if it hit neither. ATR is how much the price usually moves in a day.
Worked means it reached the target before the stop. If both were touched on the same day, we count it as a loss.
Costs come off every trade: 0.02% a round trip for stocks, 0.2% for crypto.
Kept a trade is in R, the amount risked. +0.10R means 10 cents kept for every dollar risked, on average, after costs.
Strategies that fired fewer than 40 times on a stock are left out: that few is luck.

Re-run every day. Past results do not promise future ones. This is software output, not financial advice.

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Orenth runs all 34 strategies on any stock or coin, and says so when none of them has an edge.

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Analysis software, not financial advice. Every figure here is measured from historical price data and can stop describing the future at any moment. Day trading loses money for the large majority of retail participants, and this tool's own measurements agree with that. Never risk money you cannot afford to lose.
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Analysing

Fetching data, running 34 strategies, and back-testing each one against this instrument's own history.