Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
AAPL over 1Y: simply holding (+27.3%) beat all five methods.
Best method: MACD golden/death cross (+24.3%). Steadiest: SMA 50/200 golden/death cross (max drawdown 0.0% vs holding -13.8%). S&P 500 over the same span: +8.5%.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 | +27.3% | +27.7% | -13.8% | 100% | - |
| MACD golden/death cross Trend following | +24.3% | +24.7% | -10.4% | 47% | 8 |
| BB lower/upper Mean reversion | +12.6% | +12.8% | -8.1% | 23% | 4 |
| RSI 30/70 Mean reversion | +11.0% | +11.2% | -11.2% | 34% | 1 |
| Ichimoku cloud breakout Trend following | +9.7% | +9.8% | -12.8% | 57% | 5 |
| S&P 500 Index hold (benchmark) | +8.5% | +8.6% | -8.9% | 100% | - |
| SMA 50/200 golden/death cross Trend following | 0.0% | 0.0% | 0.0% | 0% | 0 |
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.
#1 2026-01-07 Buy $262.71 → 2026-05-11 Sell $291.98 +11.0%124d
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