MRVLBUSDT
Stock instrument · execution via BinanceMRVL · Marvell Technology, Inc. Multi-Day Quantitative Model: High-Accuracy Trajectory Analysis across 102 Historical Trades
This quantitative evaluation analyzes a multi-day swing framework executed on 15-minute price data for MRVL (Marvell Technology, Inc.). Across a backtested evaluation horizon spanning nearly seven years from September 2019 to August 2026, the strategy generated 102 completed trades with an overall win rate of 87.25% and a profit factor of 2.78. Despite operating on a granular 15-minute chart, the strategy maintains a patient position footprint, holding trades for an average of 292.50 hours (approximately 12.2 days) and averaging just 14.77 completed trades per year. The statistical profile reflects a remarkably well-distributed return distribution, where the three largest winning trades account for only 14.25% of total gross profits. However, the model exhibits a single deep worst trade of -34.73%, which directly defines its maximum historical drawdown of 34.73%. Recent activity since June 1, 2024, shows heightened trade velocity and robust cumulative performance, contributing 40 completed trades and a 348.85% uncompounded sum of return percentages.
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Strategy profile
The evaluated trading system for MRVL (Marvell Technology, Inc.) operates on a 15-minute timeframe while capturing macro swing movements. Across 6.91 years of historical backtesting between September 16, 2019, and August 12, 2026, the strategy achieved a total backtested cumulative return of 63,076.10% across 102 completed trades. The strategy has earned a DevioLab score of 77.52, ranking second among evaluated quantitative strategies for this asset. Operating in stock market equity data, the algorithm relies on rare, highly selective entry triggers. Out of 102 total trade events, 89 ended in positive territory, resulting in an extraordinary hit rate of 87.25%. The strategy's baseline structure demonstrates that high-frequency intraday price data can be successfully harnessed to isolate low-frequency, multi-day positional trends without succumbing to over-trading.
Trading rhythm and position duration
Despite utilizing a 15-minute bar interval, the algorithm functions as a patient swing trading model rather than an intraday scalper. The average holding duration per position stands at 292.50 hours (roughly 12.2 calendar days), while the median holding duration is 180.63 hours (approximately 7.5 days). This substantial gap between mean and median holding times indicates that while most trades resolve within a week, a subset of strong trending positions is held open for multiple weeks to capture extended directional moves. The trading frequency is exceptionally low, averaging 14.77 closed trades per year, or approximately 1.67 trades per active month. On average, 23.28 days elapse between trade exits, with a median exit spacing of 17.02 days. The strategy spends long periods waiting for optimal market setups, making trade execution an infrequent event.
Quality of historical results
The strategy's historical profitability is characterized by structural consistency rather than dependence on outlier events. The average closed trade realized a gain of +7.29%, while the median trade yielded +6.08%. The close alignment between the mean and median trade metrics confirms that positive expectancies are evenly distributed across the sample size rather than skewed by a few extreme outliers. Furthermore, the top three winning trades collectively account for just 14.25% of total gross profit, demonstrating that the strategy's overall profit factor of 2.78 is driven by a broad cohort of reliable winning trades. The single best trade achieved a return of +52.12%. This combination of an 87.25% hit rate and controlled profit concentration indicates a highly durable statistical edge across historical market regimes.
Risk, drawdown and losing behavior
Risk in this strategy is heavily asymmetrical and concentrated in rare but significant adverse price moves. The maximum historical drawdown recorded was 34.73%, which precisely matches the strategy's worst single trade loss of -34.73%. This alignment indicates that the maximum drawdown was driven by a single severe position failure rather than a compounding chain of consecutive losses. Indeed, the strategy's longest losing streak throughout the entire 6.91-year test period was merely 2 trades, whereas its longest winning streak reached 19 consecutive profitable trades. Out of 102 closed positions, only 13 resulted in losses. The primary tail risk for this model stems not from persistent loss sequences, but from the potential downside magnitude of an unhedged gap or severe adverse move during its multi-day holding periods.
Behavior through time and yearly stability
An examination of the yearly breakdown reveals consistent profit generation across varied market environments from 2020 through 2026. In 2020, the strategy completed 11 trades with a 100% win rate, yielding a combined trade return sum of +126.84%. Performance remained strong in 2021 with 12 trades, a 91.67% win rate, and +90.50% in aggregate return. During the broader equity market headwinds of 2022, the model experienced its weakest performance, logging 15 trades with 4 losses (73.33% win rate) and a lower aggregate return sum of +21.15%. Recovery was swift in 2023 (+103.73% sum across 14 trades), followed by strong performance in 2024 (19 trades, 94.74% win rate, +137.14% sum) and 2025 (20 trades, 90.00% win rate, +149.62% sum). Through mid-2026, the strategy added 11 trades with an 81.82% win rate and +114.45% sum, highlighting long-term stability.
Recent period since 2024-06-01 versus full history
In the sub-period starting June 1, 2024, the strategy executed 40 completed trades, representing nearly 39% of all trades in its 6.91-year historical dataset. This higher trade density during the recent window reflects increased market volatility and trend opportunism in MRVL. The sum of closed trade returns during this recent period reached +348.85%. Comparing this recent performance to the broader history demonstrates that the model's core edge has remained active and robust in current market conditions. The high density of successful executions since mid-2024 reinforces the strategy's ongoing statistical relevance without showing evidence of decay or structural breakage.
Strengths and limitations
The primary strength of the strategy lies in its outstanding win rate of 87.25%, low trade frequency, and lack of dependence on a small cluster of extreme winners, as reflected by the top three winners accounting for only 14.25% of gross profits. The model demonstrates high resilience with a maximum losing streak of just 2 trades and a historical profit factor of 2.78. Conversely, the strategy's main limitation is its single-trade downside exposure, illustrated by a worst trade of -34.73% that equaled its maximum historical drawdown. Because positions are held for an average of 12.2 days, the strategy is exposed to overnight gap risk and multi-day volatility, requiring sufficient capital buffer to endure occasional sharp drawdowns.
DevioLab analytical conclusion
The quantitative profile of this MRVL strategy demonstrates how a low-frequency swing approach built on 15-minute price data can deliver high precision and attractive risk-adjusted returns. With a DevioLab score of 77.52 and a rank of 2 for the asset, the model balances a high hit rate (87.25%) with consistent payoff distribution. While the historical total return of 63,076.10% reflects uncompounded statistical sums across nearly seven years, practical application requires careful attention to position sizing and risk management to mitigate the impact of rare, large single-trade losses such as the historical -34.73% outlier.
Data scope and methodology
This analysis is based entirely on historical backtested transaction data for MRVL (Marvell Technology, Inc.) on a 15-minute chart interval between September 16, 2019, and August 12, 2026. All metrics, including trade counts, win rates, drawdowns, and profit factors, are calculated from simulated completed trades and do not represent live account trading or guaranteed future returns. Performance figures do not account for slippage, broker commissions, borrow costs, or execution delays. Historical performance is not indicative of future results.