DIA Stock: MACD Signal Line Crossover Backtest — +28.3% vs +77.5% Buy-and-Hold
Real backtest of the MACD Signal Line Crossover strategy on DIA over 5 years: +28.3% return vs +77.5% buy-and-hold, 49 trades, 45% win rate, 9.6% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +28.3% (trailed buy-and-hold at +77.5%)
- Win rate: 45% over 49 trades
- Max drawdown: 9.6%
- Sharpe ratio: 0.15
- Period: 5 years of real historical price data
What the numbers say
On DIA, the MACD Signal Line Crossover trailed buy-and-hold over the five years through Nov 2026: +28.3% against +77.5% for simply holding — a gap of 49.2 percentage points. The strategy took 49 completed trades (22 profitable, 27 not), a 45% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 9.6% versus 15.9% for buy-and-hold. Dollar-cost averaging into DIA over the same window returned +36.4%. Best single trade: +13.7% (2023-11-01 to 2023-12-27); worst: -5.0% (2025-04-15 to 2025-04-21).
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 momentum strategy: buy DIA when the MACD line crosses above its signal line, sell when it crosses back below.
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