KO Stock: 20-Day EMA Trend Follow Backtest — +21.1% vs +79.0% Buy-and-Hold
Real backtest of the 20-Day EMA Trend Follow strategy on KO over 5 years: +21.1% return vs +79.0% buy-and-hold, 10 trades, 30% win rate, 21.4% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +21.1% (trailed buy-and-hold at +79.0%)
- Win rate: 30% over 10 trades
- Max drawdown: 21.4%
- Sharpe ratio: 0.04
- Period: 5 years of real historical price data
What the numbers say
On KO, the 20-Day EMA Trend Follow trailed buy-and-hold over the five years through Nov 2026: +21.1% against +79.0% for simply holding — a gap of 57.9 percentage points. The strategy took 10 completed trades (3 profitable, 7 not), a 30% win rate.
It did not buy that return with less pain: the strategy's max drawdown was 21.4%, against 17.3% for buy-and-hold. Dollar-cost averaging into KO over the same window returned +57.2%. Best single trade: +43.2% (2025-12-05 to 2026-11-12); worst: -5.0% (2022-08-30 to 2022-09-23).
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 Coca-Cola (KO) 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