XRP: 20-Day EMA Trend Follow Backtest — +69.8% vs +144.9% Buy-and-Hold
Real backtest of the 20-Day EMA Trend Follow strategy on XRP-USD over 5 years: +69.8% return vs +144.9% buy-and-hold, 33 trades, 15% win rate, 60.6% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +69.8% (trailed buy-and-hold at +144.9%)
- Win rate: 15% over 33 trades
- Max drawdown: 60.6%
- Sharpe ratio: 0.30
- Period: 5 years of real historical price data
What the numbers say
On XRP, the 20-Day EMA Trend Follow trailed buy-and-hold over the five years through Nov 2026: +69.8% against +144.9% for simply holding — a gap of 75.1 percentage points. The strategy took 33 completed trades (5 profitable, 28 not), a 15% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 60.6% versus 72.1% for buy-and-hold. Dollar-cost averaging into XRP over the same window returned +46.9%. Best single trade: +366.9% (2024-09-06 to 2025-05-18); worst: -5.0% (2022-10-23 to 2022-11-08).
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 XRP 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