XRP: Daily RSI + Weekly Trend Filter Backtest — -28.5% vs +144.9% Buy-and-Hold
Real backtest of the Daily RSI + Weekly Trend Filter strategy on XRP-USD over 5 years: -28.5% return vs +144.9% buy-and-hold, 7 trades, 0% win rate, 36.2% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: -28.5% (trailed buy-and-hold at +144.9%)
- Win rate: 0% over 7 trades
- Max drawdown: 36.2%
- Sharpe ratio: -0.57
- Period: 5 years of real historical price data
What the numbers say
On XRP, the Daily RSI + Weekly Trend Filter trailed buy-and-hold over the five years through Nov 2026: -28.5% against +144.9% for simply holding — a gap of 173.4 percentage points. The strategy took 7 completed trades (0 profitable, 7 not), a 0% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 36.2% versus 72.1% for buy-and-hold. Dollar-cost averaging into XRP over the same window returned +46.9%. Best single trade: -2.7% (2026-11-11 to 2026-11-12); worst: -5.0% (2025-10-10 to 2025-11-04).
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 XRP 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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