ETH: 20-Day EMA Trend Follow Backtest — +5.5% vs +0.7% Buy-and-Hold
Real backtest of the 20-Day EMA Trend Follow strategy on ETH-USD over 5 years: +5.5% return vs +0.7% buy-and-hold, 16 trades, 19% win rate, 56.2% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +5.5% (beat buy-and-hold at +0.7%)
- Win rate: 19% over 16 trades
- Max drawdown: 56.2%
- Sharpe ratio: 0.05
- Period: 5 years of real historical price data
What the numbers say
On ETH, the 20-Day EMA Trend Follow beat buy-and-hold over the five years through Nov 2026: +5.5% against +0.7% for simply holding — a gap of 4.8 percentage points. The strategy took 16 completed trades (3 profitable, 13 not), a 19% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 56.2% versus 67.6% for buy-and-hold. Dollar-cost averaging into ETH over the same window returned -5.4%. Best single trade: +38.5% (2023-11-21 to 2024-08-08); worst: -5.0% (2023-02-09 to 2023-03-09).
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 Ethereum 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