Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
KO over 730d: simply holding (+57.0%) beat all five methods.
Best method: SMA 50/200 golden/death cross (+34.8%). Steadiest: RSI 30/70 (max drawdown -5.1% vs holding -9.8%). 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 | +57.0% | +25.3% | -9.8% | 100% | - |
| SMA 50/200 golden/death cross Trend following | +34.8% | +16.1% | -12.3% | 71% | 2 |
| BB lower/upper Mean reversion | +26.6% | +12.6% | -7.9% | 31% | 5 |
| S&P 500 Index hold (benchmark) | +25.7% | +12.1% | -18.8% | 100% | - |
| MACD golden/death cross Trend following | +14.0% | +6.8% | -15.3% | 55% | 20 |
| RSI 30/70 Mean reversion | +5.3% | +2.6% | -5.1% | 13% | 1 |
| Ichimoku cloud breakout Trend following | -2.6% | -1.3% | -20.2% | 64% | 16 |
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 2024-11-08 Buy $61.19 → 2025-02-12 Sell $64.51 +5.3%96d
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