JPM Stock: Bollinger Band Bounce Backtest — +76.9% vs +233.7% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on JPM over 5 years: +76.9% return vs +233.7% buy-and-hold, 18 trades, 56% win rate, 16.6% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +76.9% (trailed buy-and-hold at +233.7%)
- Win rate: 56% over 18 trades
- Max drawdown: 16.6%
- Sharpe ratio: 0.62
- Period: 5 years of real historical price data
What the numbers say
On JPM, the Bollinger Band Bounce trailed buy-and-hold over the five years through Nov 2026: +76.9% against +233.7% for simply holding — a gap of 156.8 percentage points. The strategy took 18 completed trades (10 profitable, 8 not), a 56% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 16.6% versus 24.4% for buy-and-hold. Dollar-cost averaging into JPM over the same window returned +85.3%. Best single trade: +28.6% (2025-04-04 to 2025-06-16); worst: -5.0% (2022-09-23 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 JPMorgan (JPM) when price touches the lower Bollinger Band, sell when it touches the upper band.
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