Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
AAPL over 5Y: simply holding (+132.8%) beat all five methods.
Best method: MACD golden/death cross (+56.3%). Steadiest: MACD golden/death cross (max drawdown -26.2% vs holding -33.4%). S&P 500 over the same span: +66.8%.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 |
|---|---|---|---|---|---|
| Buy and hold Buy at start, hold to end | +132.8% | +18.4% | -33.4% | 100% | - |
| S&P 500 Index hold (benchmark) | +66.8% | +10.8% | -24.5% | 100% | - |
| MACD golden/death cross Trend following | +56.3% | +9.4% | -26.2% | 50% | 49 |
| BB lower/upper Mean reversion | +47.9% | +8.2% | -30.2% | 41% | 15 |
| RSI 30/70 Mean reversion | +37.5% | +6.6% | -30.2% | 38% | 5 |
| SMA 50/200 golden/death cross Trend following | +30.8% | +5.5% | -29.9% | 59% | 4 |
| Ichimoku cloud breakout Trend following | +26.7% | +4.9% | -31.8% | 62% | 31 |
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 2026-01-07 Buy $262.71 → 2026-05-11 Sell $291.98 +11.0%124d
#4 2025-01-22 Buy $218.39 → 2025-08-11 Sell $227.28 +4.0%201d
#3 2024-01-05 Buy $179.95 → 2024-05-16 Sell $188.83 +4.8%132d
#2 2023-08-08 Buy $177.21 → 2023-11-17 Sell $188.12 +6.1%101d
#1 2022-10-03 Buy $135.68 → 2023-02-03 Sell $145.56 +7.2%123d
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