SOL: Daily RSI + Weekly Trend Filter Backtest — -15.1% vs +72.3% Buy-and-Hold
Real backtest of the Daily RSI + Weekly Trend Filter strategy on SOL-USD over 5 years: -15.1% return vs +72.3% buy-and-hold, 9 trades, 11% win rate, 39.7% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: -15.1% (trailed buy-and-hold at +72.3%)
- Win rate: 11% over 9 trades
- Max drawdown: 39.7%
- Sharpe ratio: -0.25
- Period: 5 years of real historical price data
What the numbers say
On SOL, the Daily RSI + Weekly Trend Filter trailed buy-and-hold over the five years through Nov 2026: -15.1% against +72.3% for simply holding — a gap of 87.3 percentage points. The strategy took 9 completed trades (1 profitable, 8 not), a 11% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 39.7% versus 79.5% for buy-and-hold. Dollar-cost averaging into SOL over the same window returned +63.1%. Best single trade: +28.0% (2026-06-05 to 2026-11-12); worst: -5.0% (2025-11-04 to 2025-11-13).
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 Solana 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.
Run this exact rule on your own ticker — Test-My-Rule, free · StratIQ Premium: daily picks with exact levels