Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
KO over 1Y: simply holding (+37.6%) beat all five methods.
Best method: SMA 50/200 golden/death cross (+37.0%). Steadiest: RSI 30/70 (max drawdown 0.0% vs holding -7.9%). 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 | +37.6% | +38.1% | -7.9% | 100% | - |
| SMA 50/200 golden/death cross Trend following | +37.0% | +37.5% | -7.9% | 89% | 1 |
| BB lower/upper Mean reversion | +25.5% | +25.8% | -2.1% | 14% | 3 |
| MACD golden/death cross Trend following | +14.2% | +14.4% | -12.4% | 51% | 9 |
| S&P 500 Index hold (benchmark) | +8.5% | +8.6% | -8.9% | 100% | - |
| Ichimoku cloud breakout Trend following | +2.4% | +2.4% | -15.5% | 74% | 8 |
| RSI 30/70 Mean reversion | 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.
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