AMZN Stock: 20-Day EMA Trend Follow Backtest — +39.5% vs +109.1% Buy-and-Hold
Real backtest of the 20-Day EMA Trend Follow strategy on AMZN over 5 years: +39.5% return vs +109.1% buy-and-hold, 7 trades, 43% win rate, 41.7% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +39.5% (trailed buy-and-hold at +109.1%)
- Win rate: 43% over 7 trades
- Max drawdown: 41.7%
- Sharpe ratio: 0.24
- Period: 5 years of real historical price data
What the numbers say
On AMZN, the 20-Day EMA Trend Follow trailed buy-and-hold over the five years through Nov 2026: +39.5% against +109.1% for simply holding — a gap of 69.6 percentage points. The strategy took 7 completed trades (3 profitable, 4 not), a 43% win rate.
It did not buy that return with less pain: the strategy's max drawdown was 41.7%, against 40.0% for buy-and-hold. Dollar-cost averaging into AMZN over the same window returned +63.8%. Best single trade: +44.2% (2023-05-26 to 2025-04-22); worst: -5.0% (2025-07-08 to 2026-02-10).
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 simple trend-following rule: hold Amazon (AMZN) whenever price is above its 20-day EMA, exit whenever price drops below it.
Run this exact rule on your own ticker — Test-My-Rule, free · StratIQ Premium: daily picks with exact levels