MSFT Stock: Daily RSI + Weekly Trend Filter Backtest — +21.1% vs +107.6% Buy-and-Hold
Real backtest of the Daily RSI + Weekly Trend Filter strategy on MSFT over 5 years: +21.1% return vs +107.6% buy-and-hold, 5 trades, 20% win rate, 23.4% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +21.1% (trailed buy-and-hold at +107.6%)
- Win rate: 20% over 5 trades
- Max drawdown: 23.4%
- Sharpe ratio: 0.05
- Period: 5 years of real historical price data
What the numbers say
On MSFT, the Daily RSI + Weekly Trend Filter trailed buy-and-hold over the five years through Nov 2026: +21.1% against +107.6% for simply holding — a gap of 86.5 percentage points. The strategy took 5 completed trades (1 profitable, 4 not), a 20% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 23.4% versus 34.5% for buy-and-hold. Dollar-cost averaging into MSFT over the same window returned +44.8%. Best single trade: +48.6% (2026-03-27 to 2026-11-12); worst: -5.0% (2025-11-21 to 2026-01-21).
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 Microsoft (MSFT) 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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