Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
AAPL over 730d: simply holding (+51.6%) beat all five methods.
Best method: SMA 50/200 golden/death cross (+44.7%). Steadiest: SMA 50/200 golden/death cross (max drawdown -13.8% vs holding -33.4%). S&P 500 over the same span: +25.7%.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 | +51.6% | +23.2% | -33.4% | 100% | - |
| SMA 50/200 golden/death cross Trend following | +44.7% | +20.3% | -13.8% | 58% | 1 |
| S&P 500 Index hold (benchmark) | +25.7% | +12.1% | -18.8% | 100% | - |
| Ichimoku cloud breakout Trend following | +17.2% | +8.3% | -25.4% | 68% | 14 |
| RSI 30/70 Mean reversion | +15.4% | +7.5% | -30.2% | 45% | 2 |
| MACD golden/death cross Trend following | +15.4% | +7.5% | -26.2% | 53% | 19 |
| BB lower/upper Mean reversion | +8.8% | +4.3% | -30.2% | 36% | 6 |
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.
#2 2026-01-07 Buy $262.71 → 2026-05-11 Sell $291.98 +11.0%124d
#1 2025-01-22 Buy $218.39 → 2025-08-11 Sell $227.28 +4.0%201d
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