Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
MSFT over 5Y: simply holding (+66.5%) beat all five methods.
Best method: RSI 30/70 (+46.9%). Steadiest: SMA 50/200 golden/death cross (max drawdown -27.3% vs holding -37.1%). S&P 500 over the same span: +68.7%.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 |
|---|---|---|---|---|---|
| S&P 500 Index hold (benchmark) | +68.7% | +11.1% | -24.5% | 100% | - |
| Buy and hold Buy at start, hold to end | +66.5% | +10.8% | -37.1% | 100% | - |
| RSI 30/70 Mean reversion | +46.9% | +8.0% | -31.8% | 42% | 5 |
| SMA 50/200 golden/death cross Trend following | +35.7% | +6.3% | -27.3% | 53% | 5 |
| Ichimoku cloud breakout Trend following | +16.2% | +3.1% | -31.0% | 54% | 30 |
| BB lower/upper Mean reversion | +9.7% | +1.9% | -34.4% | 48% | 12 |
| MACD golden/death cross Trend following | -19.4% | -4.2% | -43.7% | 47% | 48 |
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.
#5 2026-06-26 Buy $357.15 → 2026-07-31 Sell $450.00 +25.9%35d
#4 2025-11-24 Buy $473.92 → 2026-04-17 Sell $424.82 -10.4%144d
#3 2025-04-07 Buy $348.21 → 2025-05-05 Sell $429.58 +23.2%28d
#2 2024-08-05 Buy $383.98 → 2024-12-18 Sell $446.99 +16.3%135d
#1 2022-01-26 Buy $297.33 → 2023-03-20 Sell $270.57 -9.1%418d
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