PG Stock: 20-Day EMA Trend Follow Backtest — -1.9% vs +34.7% Buy-and-Hold
Real backtest of the 20-Day EMA Trend Follow strategy on PG over 5 years: -1.9% return vs +34.7% buy-and-hold, 8 trades, 38% win rate, 21.5% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: -1.9% (trailed buy-and-hold at +34.7%)
- Win rate: 38% over 8 trades
- Max drawdown: 21.5%
- Sharpe ratio: -0.35
- Period: 5 years of real historical price data
What the numbers say
On PG, the 20-Day EMA Trend Follow trailed buy-and-hold over the five years through Nov 2026: -1.9% against +34.7% for simply holding — a gap of 36.6 percentage points. The strategy took 8 completed trades (3 profitable, 5 not), a 38% win rate.
It did not buy that return with less pain: the strategy's max drawdown was 21.5%, against 21.1% for buy-and-hold. Dollar-cost averaging into PG over the same window returned +16.9%. Best single trade: +6.7% (2026-10-16 to 2026-11-12); worst: -5.0% (2022-12-30 to 2023-01-19).
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 Procter & Gamble (PG) whenever price is above its 20-day EMA, exit whenever price drops below it.
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