PG Stock: Bollinger Band Bounce Backtest — +2.0% vs +34.7% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on PG over 5 years: +2.0% return vs +34.7% buy-and-hold, 14 trades, 43% win rate, 19.5% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +2.0% (trailed buy-and-hold at +34.7%)
- Win rate: 43% over 14 trades
- Max drawdown: 19.5%
- Sharpe ratio: -0.31
- Period: 5 years of real historical price data
What the numbers say
On PG, the Bollinger Band Bounce trailed buy-and-hold over the five years through Nov 2026: +2.0% against +34.7% for simply holding — a gap of 32.7 percentage points. The strategy took 14 completed trades (6 profitable, 8 not), a 43% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 19.5% versus 21.1% for buy-and-hold. Dollar-cost averaging into PG over the same window returned +16.9%. Best single trade: +13.2% (2024-04-03 to 2024-09-03); worst: -5.0% (2022-08-30 to 2022-09-27).
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 Procter & Gamble (PG) when price touches the lower Bollinger Band, sell when it touches the upper band.
Run this exact rule on your own ticker — Test-My-Rule, free · StratIQ Premium: daily picks with exact levels