A systematic, rules-based momentum reversion strategy that identifies institutional-grade buying pressure at the 200-period moving average — the most widely watched long-term support level in global equity markets.
| Metric | 1D Daily | 1H Hourly |
|---|---|---|
| Total Trades | 255 | 1808 |
| Win Rate | 36.5% | 39.4% |
| Avg Win | +4.00% | +1.99% |
| Avg Loss | -2.00% | -1.00% |
| Profit Factor | 1.15 | 1.29 |
| Max Drawdown | -2.2% | -1.1% |
| Total Return | +2.4% | +17.3% |
| Sharpe Ratio (ann.) | 0.23 | 2.16 |
| Final Portfolio | $102,387 | $117,284 |
| Best Trade | GS (+4.2%) | SNOW (+2.1%) |
| Worst Trade | TSM (-2.5%) | TSM (-1.3%) |
| # | Symbol | Entry | Exit | Return | Outcome | Bars |
|---|---|---|---|---|---|---|
| #1 | GS | 2026-06-18 | 2026-06-26 | +4.23% | TP | 6 |
| #2 | AVGO | 2024-09-25 | 2024-09-26 | +4.00% | TP | 1 |
| #3 | INTC | 2024-12-30 | 2025-01-01 | +4.00% | TP | 2 |
| #4 | META | 2025-07-16 | 2025-07-23 | +4.00% | TP | 5 |
| #5 | ABT | 2023-01-05 | 2023-01-09 | +4.00% | TP | 2 |
| #6 | MCD | 2023-04-07 | 2023-04-10 | +4.00% | TP | 1 |
| #7 | MS | 2024-02-26 | 2024-03-01 | +4.00% | TP | 4 |
| #8 | SBUX | 2025-03-24 | 2025-03-28 | +4.00% | TP | 4 |
| #9 | DHR | 2024-04-30 | 2024-05-01 | +4.00% | TP | 1 |
| #10 | ADBE | 2025-08-07 | 2025-08-08 | +4.00% | TP | 1 |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +0.3% | +-0.0% | -0.4% | +0.2% | +-0.0% | -0.3% | -0.3% | -0.1% | +0.4% | -0.7% | -0.7% | +0.3% |
| 2024 | -0.0% | +0.7% | +0.1% | -0.1% | +0.1% | +0.2% | +0.3% | +0.1% | +0.2% | +0.6% | +0.4% | -0.1% |
| 2025 | +0.4% | +0.4% | +0.4% | -0.2% | +0.1% | +-0.0% | +0.1% | +0.2% | -0.3% | +0.0% | +0.1% | +-0.0% |
| 2026 | -0.3% | +0.1% | +-0.0% | +-0.0% | -0.1% | +0.5% | -0.3% | — | — | — | — | — |
The 200-period moving average is the single most universally watched technical level in global equity markets. Institutional desks, systematic funds, and discretionary portfolio managers all reference it as a primary demarcation between long-term bull and bear regimes. When a stock in a confirmed uptrend retraces to this level, the MA becomes a natural magnet for buy-side interest — creating a classic support-and-bounce dynamic with measurable edge.
Mabouncer formalises this institutional intuition into a rigorous, rule-based signal. The pattern requires four sequential conditions: (1) a confirmed touch of the 200 MA (intrabar low ≤ MA200) within the recent price history; (2) an immediate rejection — the touch candle closes back above the average, demonstrating sellers failed to hold the break; (3) two consecutive departure candles with progressively higher closes, confirming that buying momentum has resumed; and (4) the entry bar itself must be above the MA and continue the upward sequence.
Three confirmation filters sharpen the edge against false positives: an extension cap (price must be within 5% of the MA to avoid chasing overextended moves), a volume surge (at least 1.2× the 30-bar average on either the touch or first departure candle, confirming institutional participation), and an RSI<70 guard to avoid entering already-overbought conditions.
Exits are deliberately asymmetric: the daily timeframe uses a 2:1 reward-to-risk structure (2% SL / 4% TP) while the hourly uses a tight 1:2 (1% SL / 2% TP). A 20-bar time-stop prevents dead-money exposure. Position sizing is fixed at 5% of current equity per signal, allowing concurrent positions across the universe while keeping individual trade risk bounded.