Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
QQQ over 5Y: SMA 50/200 golden/death cross (+89.1%) beat simply holding (+67.1%).
Best method: SMA 50/200 golden/death cross (+89.1%). Steadiest: Ichimoku cloud breakout (max drawdown -16.7% vs holding -35.1%). S&P 500 over the same span: +66.3%.All 5 methods at once
Click a row to switch the chart and trades below
| Method | Total return | Annualized | Max drawdown | Time in market | Trades |
|---|---|---|---|---|---|
| SMA 50/200 golden/death cross Trend following | +89.1% | +13.6% | -22.8% | 69% | 2 |
| Ichimoku cloud breakout Trend following | +75.9% | +12.0% | -16.7% | 68% | 25 |
| Buy and hold Buy at start, hold to end | +67.1% | +10.8% | -35.1% | 100% | - |
| S&P 500 Index hold (benchmark) | +66.3% | +10.7% | -24.5% | 100% | - |
| RSI 30/70 Mean reversion | +19.1% | +3.6% | -29.6% | 27% | 4 |
| MACD golden/death cross Trend following | +14.6% | +2.8% | -23.1% | 47% | 46 |
| BB lower/upper Mean reversion | -5.0% | -1.0% | -36.4% | 48% | 10 |
Equity curve
Growth of 1 · bold line = RSI 30/70
BB lower/upperMACD golden/death crossRSI 30/70SMA 50/200 golden/death crossIchimoku cloud breakout Buy and hold S&P 500 Buy Sell
RSI 30/70 trades
Buy when 14-day RSI drops below 30 (oversold), sell above 70 (overbought). Aims at short-term rebounds.
#4 2026-03-30 Buy $567.38 → 2026-04-16 Sell $639.21 +12.5%17d
#3 2025-03-11 Buy $469.37 → 2025-05-15 Sell $514.03 +9.4%65d
#2 2024-04-22 Buy $412.78 → 2024-05-29 Sell $450.53 +9.0%37d
#1 2022-01-24 Buy $336.87 → 2023-02-03 Sell $299.16 -11.3%375d
Filled at next day's open after a signal · 0.1% round-trip cost · dividends included (adjusted prices) · open positions marked at the last close · past results do not guarantee future returns