Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
NVDA over 730d: RSI 30/70 (+53.4%) beat simply holding (+43.1%).
Best method: RSI 30/70 (+53.4%). Steadiest: RSI 30/70 (max drawdown -15.2% vs holding -36.9%). S&P 500 over the same span: +35.3%.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 |
|---|---|---|---|---|---|
| RSI 30/70 Mean reversion | +53.4% | +23.9% | -15.2% | 5% | 1 |
| Buy and hold Buy at start, hold to end | +43.1% | +19.7% | -36.9% | 100% | - |
| S&P 500 Index hold (benchmark) | +35.3% | +16.4% | -18.8% | 100% | - |
| SMA 50/200 golden/death cross Trend following | +26.3% | +12.4% | -20.2% | 68% | 1 |
| BB lower/upper Mean reversion | +21.2% | +10.1% | -32.7% | 42% | 6 |
| Ichimoku cloud breakout Trend following | -23.0% | -12.3% | -39.7% | 55% | 16 |
| MACD golden/death cross Trend following | -29.4% | -16.0% | -38.1% | 53% | 20 |
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 2025-04-07 Buy $87.44 → 2025-05-15 Sell $134.26 +53.4%38d
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