VTI Stock: 20-Day Breakout Backtest — +36.0% vs +98.5% Buy-and-Hold
Real backtest of the 20-Day Breakout strategy on VTI over 5 years: +36.0% return vs +98.5% buy-and-hold, 20 trades, 50% win rate, 9.0% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +36.0% (trailed buy-and-hold at +98.5%)
- Win rate: 50% over 20 trades
- Max drawdown: 9.0%
- Sharpe ratio: 0.29
- Period: 5 years of real historical price data
What the numbers say
On VTI, the 20-Day Breakout trailed buy-and-hold over the five years through Nov 2026: +36.0% against +98.5% for simply holding — a gap of 62.5 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 9.0% versus 19.3% for buy-and-hold. Dollar-cost averaging into VTI over the same window returned +47.4%. Best single trade: +10.0% (2025-05-02 to 2025-08-01); worst: -2.8% (2025-10-24 to 2025-11-18).
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 VTI 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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