ETH: Daily RSI + Weekly Trend Filter Backtest — -6.5% vs +0.7% Buy-and-Hold
Real backtest of the Daily RSI + Weekly Trend Filter strategy on ETH-USD over 5 years: -6.5% return vs +0.7% buy-and-hold, 7 trades, 14% win rate, 35.4% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: -6.5% (trailed buy-and-hold at +0.7%)
- Win rate: 14% over 7 trades
- Max drawdown: 35.4%
- Sharpe ratio: -0.16
- Period: 5 years of real historical price data
What the numbers say
On ETH, the Daily RSI + Weekly Trend Filter trailed buy-and-hold over the five years through Nov 2026: -6.5% against +0.7% for simply holding — a gap of 7.2 percentage points. The strategy took 7 completed trades (1 profitable, 6 not), a 14% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 35.4% versus 67.6% for buy-and-hold. Dollar-cost averaging into ETH over the same window returned -5.4%. Best single trade: +27.2% (2026-06-05 to 2026-11-12); worst: -5.0% (2025-11-04 to 2025-11-14).
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 multi-timeframe filter: only buy Ethereum 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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