LLY Stock: Bollinger Band Bounce Backtest — +206.9% vs +387.2% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on LLY over 5 years: +206.9% return vs +387.2% buy-and-hold, 20 trades, 50% win rate, 21.3% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +206.9% (trailed buy-and-hold at +387.2%)
- Win rate: 50% over 20 trades
- Max drawdown: 21.3%
- Sharpe ratio: 1.02
- Period: 5 years of real historical price data
What the numbers say
On LLY, the Bollinger Band Bounce trailed buy-and-hold over the five years through Nov 2026: +206.9% against +387.2% for simply holding — a gap of 180.4 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 21.3% versus 34.5% for buy-and-hold. Dollar-cost averaging into LLY over the same window returned +135.9%. Best single trade: +30.0% (2026-04-27 to 2026-05-28); worst: -5.0% (2023-01-09 to 2023-02-02).
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 Eli Lilly (LLY) when price touches the lower Bollinger Band, sell when it touches the upper band.
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