AMZN Stock: Bollinger Band Bounce Backtest — +60.5% vs +109.1% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on AMZN over 5 years: +60.5% return vs +109.1% buy-and-hold, 20 trades, 50% win rate, 28.9% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +60.5% (trailed buy-and-hold at +109.1%)
- Win rate: 50% over 20 trades
- Max drawdown: 28.9%
- Sharpe ratio: 0.39
- Period: 5 years of real historical price data
What the numbers say
On AMZN, the Bollinger Band Bounce trailed buy-and-hold over the five years through Nov 2026: +60.5% against +109.1% for simply holding — a gap of 48.6 percentage points. The strategy took 20 completed trades (10 profitable, 10 not), a 50% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 28.9% versus 40.0% for buy-and-hold. Dollar-cost averaging into AMZN over the same window returned +63.8%. Best single trade: +17.0% (2026-07-24 to 2026-07-31); worst: -5.0% (2022-09-21 to 2022-10-11).
Computed by StratIQ's backtest engine on real daily prices through Nov 2026 (generated 2026-11-12). Fills are assumed at the close with a 5% stop-loss; slippage and commissions are not modeled. This is a historical study of a rule — not a pick, not a recommendation, and not financial advice.
A volatility mean-reversion setup: buy Amazon (AMZN) when price touches the lower Bollinger Band, sell when it touches the upper band.
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