Lab · Strategy backtest
Would trading by the rules have beaten simply holding?
SPY over 730d: simply holding (+25.7%) beat all five methods.
Best method: BB lower/upper (+22.6%). Steadiest: SMA 50/200 golden/death cross (max drawdown -8.9% vs holding -18.8%). 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 | +25.7% | +12.1% | -18.8% | 100% | - |
| S&P 500 Index hold (benchmark) | +25.7% | +12.1% | -18.8% | 100% | - |
| BB lower/upper Mean reversion | +22.6% | +10.8% | -16.5% | 54% | 7 |
| SMA 50/200 golden/death cross Trend following | +20.1% | +9.6% | -8.9% | 68% | 1 |
| RSI 30/70 Mean reversion | +18.6% | +8.9% | -13.7% | 19% | 2 |
| Ichimoku cloud breakout Trend following | +11.6% | +5.6% | -10.0% | 73% | 16 |
| MACD golden/death cross Trend following | +1.0% | +0.5% | -13.1% | 43% | 23 |
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 2026-03-23 Buy $658.07 → 2026-04-20 Sell $708.78 +7.6%28d
#1 2025-03-12 Buy $554.13 → 2025-07-01 Sell $611.18 +10.2%111d
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