MSFT Stock: Bollinger Band Bounce Backtest — +83.2% vs +107.6% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on MSFT over 5 years: +83.2% return vs +107.6% buy-and-hold, 21 trades, 52% win rate, 24.8% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +83.2% (trailed buy-and-hold at +107.6%)
- Win rate: 52% over 21 trades
- Max drawdown: 24.8%
- Sharpe ratio: 0.60
- Period: 5 years of real historical price data
What the numbers say
On MSFT, the Bollinger Band Bounce trailed buy-and-hold over the five years through Nov 2026: +83.2% against +107.6% for simply holding — a gap of 24.4 percentage points. The strategy took 21 completed trades (11 profitable, 10 not), a 52% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 24.8% versus 34.5% for buy-and-hold. Dollar-cost averaging into MSFT over the same window returned +44.8%. Best single trade: +23.9% (2022-11-03 to 2023-02-02); worst: -5.0% (2022-08-30 to 2022-09-15).
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 Microsoft (MSFT) when price touches the lower Bollinger Band, sell when it touches the upper band.
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