Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
SPY over 5Y: simply holding (+66.8%) beat all five methods.
Best method: SMA 50/200 golden/death cross (+62.2%). Steadiest: MACD golden/death cross (max drawdown -15.1% vs holding -24.5%). 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 | +66.8% | +10.8% | -24.5% | 100% | - |
| S&P 500 Index hold (benchmark) | +66.8% | +10.8% | -24.5% | 100% | - |
| SMA 50/200 golden/death cross Trend following | +62.2% | +10.2% | -18.8% | 71% | 2 |
| RSI 30/70 Mean reversion | +50.6% | +8.5% | -20.6% | 36% | 5 |
| BB lower/upper Mean reversion | +34.1% | +6.0% | -25.7% | 52% | 15 |
| Ichimoku cloud breakout Trend following | +16.0% | +3.0% | -25.0% | 72% | 34 |
| MACD golden/death cross Trend following | +14.3% | +2.7% | -15.1% | 48% | 53 |
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 2026-03-23 Buy $658.07 → 2026-04-20 Sell $708.78 +7.6%28d
#4 2025-03-12 Buy $554.13 → 2025-07-01 Sell $611.18 +10.2%111d
#3 2023-10-04 Buy $409.11 → 2023-11-21 Sell $439.26 +7.3%48d
#2 2022-09-26 Buy $349.65 → 2023-06-13 Sell $418.91 +19.7%260d
#1 2022-01-24 Buy $407.55 → 2022-08-15 Sell $403.69 -1.0%203d
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