PG Stock: 20-Day Breakout Backtest — +11.3% vs +34.7% Buy-and-Hold
Real backtest of the 20-Day Breakout strategy on PG over 5 years: +11.3% return vs +34.7% buy-and-hold, 17 trades, 41% win rate, 25.1% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +11.3% (trailed buy-and-hold at +34.7%)
- Win rate: 41% over 17 trades
- Max drawdown: 25.1%
- Sharpe ratio: -0.18
- Period: 5 years of real historical price data
What the numbers say
On PG, the 20-Day Breakout trailed buy-and-hold over the five years through Nov 2026: +11.3% against +34.7% for simply holding — a gap of 23.4 percentage points. The strategy took 17 completed trades (7 profitable, 10 not), a 41% win rate.
It did not buy that return with less pain: the strategy's max drawdown was 25.1%, against 21.1% for buy-and-hold. Dollar-cost averaging into PG over the same window returned +16.9%. Best single trade: +12.9% (2026-10-08 to 2026-11-12); worst: -4.8% (2025-02-13 to 2025-02-14).
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 Procter & Gamble (PG) 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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