JPM Stock: MACD Signal Line Crossover Backtest — +137.2% vs +233.7% Buy-and-Hold
Real backtest of the MACD Signal Line Crossover strategy on JPM over 5 years: +137.2% return vs +233.7% buy-and-hold, 41 trades, 49% win rate, 11.4% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +137.2% (trailed buy-and-hold at +233.7%)
- Win rate: 49% over 41 trades
- Max drawdown: 11.4%
- Sharpe ratio: 1.10
- Period: 5 years of real historical price data
What the numbers say
On JPM, the MACD Signal Line Crossover trailed buy-and-hold over the five years through Nov 2026: +137.2% against +233.7% for simply holding — a gap of 96.4 percentage points. The strategy took 41 completed trades (20 profitable, 21 not), a 49% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 11.4% versus 24.4% for buy-and-hold. Dollar-cost averaging into JPM over the same window returned +85.3%. Best single trade: +21.2% (2022-10-13 to 2022-11-17); worst: -5.0% (2022-09-09 to 2022-09-21).
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 JPMorgan (JPM) when the MACD line crosses above its signal line, sell when it crosses back below.
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