MSFT Stock: 20-Day Breakout Backtest — +63.5% vs +107.6% Buy-and-Hold
Real backtest of the 20-Day Breakout strategy on MSFT over 5 years: +63.5% return vs +107.6% buy-and-hold, 18 trades, 33% win rate, 16.1% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +63.5% (trailed buy-and-hold at +107.6%)
- Win rate: 33% over 18 trades
- Max drawdown: 16.1%
- Sharpe ratio: 0.46
- Period: 5 years of real historical price data
What the numbers say
On MSFT, the 20-Day Breakout trailed buy-and-hold over the five years through Nov 2026: +63.5% against +107.6% for simply holding — a gap of 44.0 percentage points. The strategy took 18 completed trades (6 profitable, 12 not), a 33% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 16.1% versus 34.5% for buy-and-hold. Dollar-cost averaging into MSFT over the same window returned +44.8%. Best single trade: +31.1% (2025-04-30 to 2025-08-18); worst: -5.0% (2022-10-25 to 2022-10-26).
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 trend-following breakout setup: buy Microsoft (MSFT) when price closes above its highest level of the last 20 days, sell when it closes below its lowest level of the last 10 days.
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