WMT Stock: Daily RSI + Weekly Trend Filter Backtest — -9.8% vs +199.7% Buy-and-Hold
Real backtest of the Daily RSI + Weekly Trend Filter strategy on WMT over 5 years: -9.8% return vs +199.7% buy-and-hold, 2 trades, 0% win rate, 13.7% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: -9.8% (trailed buy-and-hold at +199.7%)
- Win rate: 0% over 2 trades
- Max drawdown: 13.7%
- Sharpe ratio: -1.05
- Period: 5 years of real historical price data
What the numbers say
On WMT, the Daily RSI + Weekly Trend Filter trailed buy-and-hold over the five years through Nov 2026: -9.8% against +199.7% for simply holding — a gap of 209.4 percentage points. The strategy took 2 completed trades (0 profitable, 2 not), a 0% 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 13.7% versus 23.3% for buy-and-hold. Dollar-cost averaging into WMT over the same window returned +84.7%. Best single trade: -5.0% (2026-05-29 to 2026-07-01); worst: -5.0% (2026-05-29 to 2026-07-01).
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 Walmart (WMT) 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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