JNJ Stock: 20-Day EMA Trend Follow Backtest — +26.8% vs +97.0% Buy-and-Hold
Real backtest of the 20-Day EMA Trend Follow strategy on JNJ over 5 years: +26.8% return vs +97.0% buy-and-hold, 14 trades, 21% win rate, 38.7% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +26.8% (trailed buy-and-hold at +97.0%)
- Win rate: 21% over 14 trades
- Max drawdown: 38.7%
- Sharpe ratio: 0.12
- Period: 5 years of real historical price data
What the numbers say
On JNJ, the 20-Day EMA Trend Follow trailed buy-and-hold over the five years through Nov 2026: +26.8% against +97.0% for simply holding — a gap of 70.3 percentage points. The strategy took 14 completed trades (3 profitable, 11 not), a 21% win rate.
It did not buy that return with less pain: the strategy's max drawdown was 38.7%, against 17.4% for buy-and-hold. Dollar-cost averaging into JNJ over the same window returned +74.4%. Best single trade: +88.3% (2025-07-09 to 2026-11-12); worst: -5.0% (2022-12-13 to 2023-01-18).
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 Johnson & Johnson (JNJ) 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