SMCI · Super Micro Computer Inc.
Stock Universe · global stock marketHigh Win Rate Dynamics in SMCI · Super Micro Computer, Inc.: Analyzing a Multi-Day Swing Strategy on a 15-Minute Execution Framework
An in-depth quantitative evaluation of a 15-minute algorithmic swing trading strategy evaluated on SMCI · Super Micro Computer, Inc. across 6.51 years of backtested history. Achieving a 78.43% hit rate across 102 closed trades, the system demonstrates high trade-level win consistency and low reliance on outlier winners, paired with a modest profit factor of 1.11 and a maximum drawdown of 22.38%. This analysis explores the relationship between its execution timing, multi-day position duration, return distribution, and accelerated trade activity in recent market regimes.
Analysis as of 23.08.2026. Strategy data is updated separately.Read full analysis
Strategy profile
The quantitative strategy under review operates on a 15-minute chart interval for SMCI · Super Micro Computer, Inc., within the stock market asset class. Recorded across a backtest dataset extending from February 10, 2020 to August 13, 2026—a duration of 6.51 years—the strategy completed 102 closed trades. Over this dataset, it attained an overall DevioLab score of 68.20, ranking 6th among evaluated strategies for this specific ticker. Out of 102 total trades, 80 closed in profit while 22 closed at a loss, yielding a win rate of 78.43%. The cumulative sum of closed trade percentage returns reaches +109,978.35%, reflecting compounding across historical trade results. While the 15-minute chart provides granular price data for signal generation, the strategy's underlying behavior reflects a multi-day swing approach rather than intra-day scalping, holding positions through short-term market noise to capture larger structural price swings.
Trading rhythm and position duration
Although entries and exits are evaluated on a 15-minute execution timeframe, the strategy maintains positions for substantial durations. The average holding duration across all completed trades is 298.38 hours (approximately 12.4 days), whereas the median holding duration is 123.50 hours (approximately 5.15 days). This discrepancy between average and median holding times indicates a right-skewed duration profile: while more than half of all positions close within roughly five days, a subset of trades remains open across several weeks or months to allow longer trend developments to mature. Trading frequency remains structured and low-density, averaging 15.68 trades per year or approximately 1.79 trades per active month. The strategy averages 22.65 days between consecutive trade exits, with a median spacing of 14.98 days. This pace confirms that the strategy avoids overtrading, selectively committing capital to isolated market setups and holding through minor fluctuations.
Quality of historical results
The performance metrics reveal a distinct profile characterized by high win consistency paired with modest payoff asymmetry. The average trade yield stands at +7.97%, while the median trade yield is +6.01%, showing that typical winning trades deliver stable single-digit percentage gains. The single best trade reached +59.59%, while the worst trade incurred a loss of -20.15%. Notably, the top three winning trades account for 14.82% of total gross profit. This low concentration metric confirms that strategy growth is broad-based across numerous individual wins rather than dependent on a few isolated home-run trades. However, despite the high win rate of 78.43%, the overall profit factor is 1.11. This tight profit factor highlights a structural tension within the strategy: because 22 losing trades account for a disproportionate share of gross losses relative to the 80 smaller winning trades, individual losses absorb a substantial portion of cumulative gross gains. The high hit rate serves as the primary engine of strategy growth, counterbalancing larger individual drawdowns when losses occur.
Risk, drawdown and losing behavior
Across its 6.51-year history, the strategy experienced a maximum drawdown of 22.38%. When examined alongside losing streak patterns, this drawdown profile displays resilience against extended loss cascades. The strategy's longest losing streak reached only 2 consecutive trades, compared to a longest winning streak of 10 consecutive trades. Because losing sequences are brief, peak-to-trough equity drawdowns are rarely caused by repeated trade failures in rapid succession. Instead, historical drawdowns stem primarily from single large adverse exits—such as the worst trade of -20.15%—or isolated clusters where a loss coincided with sharp adverse stock movement. Holding positions across multi-day intervals exposes the strategy to overnight gap risk and corporate news events in Super Micro Computer, Inc., which accounts for the magnitude of isolated losing trades despite the strategy's ability to quickly recover its winning streak momentum.
Behavior through time and yearly stability
Analyzing the annual breakdown demonstrates how the strategy's trade generation and return profile evolved across different market regimes. In 2020, the strategy registered 3 trades (100% win rate, +103.78% sum of trades), followed by 2 trades in 2021 (100% win rate, +58.51%). These early years were characterized by extreme selectivity. Starting in 2022, trade frequency increased substantially to 14 trades (78.57% win rate, +98.11%), followed by 24 trades in 2023 (79.17% win rate, +104.23%). The year 2024 produced 23 trades (73.91% win rate, +147.16%), while 2025 yielded 21 trades (71.43% win rate, +88.74%). The partial year of 2026 recorded 15 trades (86.67% win rate, +212.16%). Every calendar year generated positive net sum returns and maintained annual win rates above 71%, proving that the system's baseline trade-selection rules remained functional across shifting market environments without suffering multi-month structural breakdowns.
Recent period since 2024-06-01 versus full history
In the recent evaluation window beginning June 1, 2024, the strategy completed 47 trades, generating a cumulative return sum of +370.39%. This represents 46.08% of all 102 closed trades in the strategy's entire 6.51-year history. The concentration of trade exits in this recent timeframe reflects heightened volatility and trade trigger activity in Super Micro Computer, Inc. relative to earlier years. Comparing this window to the full history shows that the strategy maintained its regular operational rhythm while processing higher trade volume. The recent period delivered consistent trade generation without deteriorating the strategy's win rate, supporting the conclusion that the model remained statistically aligned with its long-term baseline behavior during periods of expanded price action.
Strengths and limitations
The strategy demonstrates key quantitative strengths, notably its robust 78.43% win rate, brief losing streaks capped at 2 consecutive trades, and low profit concentration where the top three winners account for less than 15% of gross profits. Furthermore, its annual performance exhibits consistent profitability across all observed years. Conversely, significant limitations exist. The profit factor of 1.11 indicates a narrow operational buffer between gross gains and gross losses, revealing that losing trades tend to be larger in percentage terms than average winning trades. Additionally, holding positions for an average of nearly 12.4 days subjects capital to overnight gap risks and earnings announcement shocks inherent to individual stock equities, requiring tolerance for temporary adverse price swings.
DevioLab analytical conclusion
With a DevioLab score of 68.20 and a rank of 6 for SMCI, this strategy represents a stable swing trading framework built around high trade hit rates and distributed profit capture. It achieves substantial historical trade growth not through high-leverage scalping or single extraordinary winning trades, but through repeated high-probability multi-day position holds. However, risk management remains central to its long-term viability: because the profit factor sits at 1.11 and the worst trade reached -20.15%, capital stability depends on maintaining high win frequency to offset the larger size of infrequent losing trades.
Data scope and methodology
All metrics in this report are calculated exclusively from historical backtested closed trade logs for SMCI on a 15-minute chart from February 10, 2020 through August 13, 2026. Trade statistics treat each completed position as an independent event and do not account for variable transaction fees, exchange slippage, order execution delays, borrowing fees, or cash margin constraints. Annual breakdown figures represent uncompounded metric aggregates within each calendar year. These historical performance data are provided solely for quantitative analysis and quantitative research purposes and do not constitute financial advice, trade recommendations, or guarantees of future execution outcomes.