Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
KO over 5Y: simply holding (+94.2%) beat all five methods.
Best method: MACD golden/death cross (+42.7%). Steadiest: MACD golden/death cross (max drawdown -15.3% vs holding -17.3%). 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 | +94.2% | +14.2% | -17.3% | 100% | - |
| S&P 500 Index hold (benchmark) | +66.8% | +10.8% | -24.5% | 100% | - |
| MACD golden/death cross Trend following | +42.7% | +7.4% | -15.3% | 50% | 49 |
| SMA 50/200 golden/death cross Trend following | +38.0% | +6.7% | -18.0% | 54% | 5 |
| BB lower/upper Mean reversion | +36.5% | +6.4% | -20.2% | 49% | 13 |
| Ichimoku cloud breakout Trend following | +16.5% | +3.1% | -20.2% | 63% | 30 |
| RSI 30/70 Mean reversion | +8.0% | +1.6% | -16.3% | 20% | 3 |
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.
#3 2024-10-28 Buy $64.11 → 2025-02-12 Sell $64.51 +0.5%107d
#2 2023-05-25 Buy $55.30 → 2023-11-27 Sell $54.37 -1.8%186d
#1 2022-09-26 Buy $52.71 → 2022-12-01 Sell $57.73 +9.4%66d
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