MA Extensions

Backtest a mean-reversion strategy on any equity that stretches above or below its moving average.

Pick a Direction (Above MA to short as price falls, Below MA to buy as price rises), a moving average period, and an extension threshold.

Every time the stock's extension crosses your threshold, the tool opens a trade and exits on a profit target (% gain) or stop loss (% loss) — whichever hits first.

See full historical returns, trade log, and drawdown stats.

Backtest a mean-reversion strategy on any stock that stretches above or below its moving average
Parameters
Members Only Premium Feature
Direction, Moving Average, Extension, Profit Target, and Stop Loss are available to members.
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Direction
Moving Average
Extension
% away from MA
Profit Target
% gain from entry
Stop Loss
% loss from entry

Scans every extension threshold from 0.5% to 30% to find the one that produces the highest average return per trade.

Uses your currently selected Direction, Moving Average, Profit Target, and Stop Loss.

Requires at least 5 trades per candidate to avoid lucky outliers.

Pick a ticker above and press Run Backtest to see results.