DIA Stock: Daily RSI + Weekly Trend Filter Backtest — +13.6% vs +77.5% Buy-and-Hold
Real backtest of the Daily RSI + Weekly Trend Filter strategy on DIA over 5 years: +13.6% return vs +77.5% buy-and-hold, 1 trades, 100% win rate, 6.0% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +13.6% (trailed buy-and-hold at +77.5%)
- Win rate: 100% over 1 trades
- Max drawdown: 6.0%
- Sharpe ratio: -0.33
- Period: 5 years of real historical price data
What the numbers say
On DIA, the Daily RSI + Weekly Trend Filter trailed buy-and-hold over the five years through Nov 2026: +13.6% against +77.5% for simply holding — a gap of 63.9 percentage points. The strategy took 1 completed trade (1 profitable, 0 not), a 100% win rate — a small sample, so read this as a clue about the rule, not proof.
That came with a shallower worst stretch: the strategy's max drawdown was 6.0% versus 15.9% for buy-and-hold. Dollar-cost averaging into DIA over the same window returned +36.4%. Best single trade: +13.6% (2026-03-12 to 2026-11-12); worst: +13.6% (2026-03-12 to 2026-11-12).
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 multi-timeframe filter: only buy DIA on a daily RSI oversold signal (below 30) when the weekly trend is already bullish (50-week SMA above the 200-week SMA) — a short-term entry trigger gated by a longer-term trend confirmation, not just the daily signal alone. Sell when daily RSI rises back above 70.
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