Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
SPY over 1Y: BB lower/upper (+10.5%) beat simply holding (+8.5%).
Best method: BB lower/upper (+10.5%). Steadiest: SMA 50/200 golden/death cross (max drawdown 0.0% vs holding -8.9%). 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 |
|---|---|---|---|---|---|
| BB lower/upper Mean reversion | +10.5% | +10.6% | -8.9% | 62% | 4 |
| Buy and hold Buy at start, hold to end | +8.5% | +8.6% | -8.9% | 100% | - |
| S&P 500 Index hold (benchmark) | +8.5% | +8.6% | -8.9% | 100% | - |
| RSI 30/70 Mean reversion | +7.6% | +7.7% | -4.0% | 8% | 1 |
| MACD golden/death cross Trend following | +4.0% | +4.1% | -6.8% | 40% | 10 |
| SMA 50/200 golden/death cross Trend following | 0.0% | 0.0% | 0.0% | 0% | 0 |
| Ichimoku cloud breakout Trend following | -0.7% | -0.7% | -10.0% | 77% | 11 |
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 2026-03-23 Buy $658.07 → 2026-04-20 Sell $708.78 +7.6%28d
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