Volume & money flow · daily rule · Software & devices
Money Flow Index on CrowdStrike
CRWD with the play, last two years
Shading shows the play's call from the close that triggered it.
Money Flow Index (14)
Dashed lines at 20, 80.
Growth of $10,000 since 2019
Log scale. After trading costs, with T-bill interest while out.
The record
The play against buying and holding CRWD over exactly the same dates, after costs.
| Play, since 2019 | Hold, since 2019 | Play, 5 yrs | Hold, 5 yrs | |
|---|---|---|---|---|
| Annual return | +14.6% | +46.0% | +13.5% | +31.2% |
| Total return | +168% | +1,455% | +88% | +286% |
| Worst drawdown | −53.3% | −67.7% | −53.3% | −67.7% |
| Volatility | 28.8% | 55.8% | 30.8% | 52.6% |
| Sharpe ratio | 0.52 | 0.91 | 0.44 | 0.71 |
| Time invested | 23% | 100% | ||
| Switches per year | 1.9 | 0 |
Every call, graded
Right on 9 of 14 closed calls (64%). In calls averaged +13.4%; out calls saw CRWD move +29.5% on average.
| Called | Call | Price | Until | CRWD moved | Result |
|---|---|---|---|---|---|
| Apr 30, 2025 | OUT | $107.22 | now | +143.6% | open |
| Mar 12, 2025 | IN | $86.69 | Apr 30, 2025 | +23.7% | ✓ right |
| Aug 27, 2024 | OUT | $67.46 | Mar 12, 2025 | +28.5% | ✕ wrong |
| Aug 8, 2024 | IN | $60.13 | Aug 27, 2024 | +12.2% | ✓ right |
| May 22, 2024 | OUT | $86.36 | Aug 8, 2024 | −30.4% | ✓ right |
| Apr 22, 2024 | IN | $72.29 | May 22, 2024 | +19.5% | ✓ right |
| Mar 31, 2023 | OUT | $34.31 | Apr 22, 2024 | +110.7% | ✕ wrong |
| May 20, 2022 | IN | $37.19 | Mar 31, 2023 | −7.7% | ✕ wrong |
| Mar 30, 2022 | OUT | $56.24 | May 20, 2022 | −33.9% | ✓ right |
| Dec 15, 2021 | IN | $52.68 | Mar 30, 2022 | +6.8% | ✓ right |
| Dec 9, 2020 | OUT | $41.54 | Dec 15, 2021 | +26.8% | ✕ wrong |
| Nov 3, 2020 | IN | $31.71 | Dec 9, 2020 | +31.0% | ✓ right |
An in call is right when the price rose before the next call; an out call is right when it fell. The latest 12 of 15 calls shown.
How the play works
- In when the 14-day MFI crosses up through 20.
- Out when it crosses down through 80.
The creators also stress divergences, which this rule ignores.
The case against
Valeriy Zakamulin tested moving-average timing on up to 155 years of U.S. stock data and found no statistically significant edge in the second half of that record. The rules earned their keep in a few severe bear markets and lagged buy and hold for long stretches in between.