SOL: 20-Day EMA Trend Follow Backtest — +75.3% vs +72.3% Buy-and-Hold
Real backtest of the 20-Day EMA Trend Follow strategy on SOL-USD over 5 years: +75.3% return vs +72.3% buy-and-hold, 27 trades, 15% win rate, 66.4% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +75.3% (beat buy-and-hold at +72.3%)
- Win rate: 15% over 27 trades
- Max drawdown: 66.4%
- Sharpe ratio: 0.32
- Period: 5 years of real historical price data
What the numbers say
On SOL, the 20-Day EMA Trend Follow beat buy-and-hold over the five years through Nov 2026: +75.3% against +72.3% for simply holding — a gap of 3.0 percentage points. The strategy took 27 completed trades (4 profitable, 23 not), a 15% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 66.4% versus 79.5% for buy-and-hold. Dollar-cost averaging into SOL over the same window returned +63.1%. Best single trade: +330.5% (2023-10-22 to 2024-09-06); worst: -5.0% (2023-04-16 to 2023-04-19).
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 Solana 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