KO Stock: MACD Signal Line Crossover Backtest — +43.2% vs +79.0% Buy-and-Hold
Real backtest of the MACD Signal Line Crossover strategy on KO over 5 years: +43.2% return vs +79.0% buy-and-hold, 40 trades, 40% win rate, 14.5% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +43.2% (trailed buy-and-hold at +79.0%)
- Win rate: 40% over 40 trades
- Max drawdown: 14.5%
- Sharpe ratio: 0.37
- Period: 5 years of real historical price data
What the numbers say
On KO, the MACD Signal Line Crossover trailed buy-and-hold over the five years through Nov 2026: +43.2% against +79.0% for simply holding — a gap of 35.9 percentage points. The strategy took 40 completed trades (16 profitable, 24 not), a 40% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 14.5% versus 17.3% for buy-and-hold. Dollar-cost averaging into KO over the same window returned +57.2%. Best single trade: +14.2% (2026-01-12 to 2026-02-26); worst: -4.9% (2025-04-01 to 2025-04-07).
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 Coca-Cola (KO) when the MACD line crosses above its signal line, sell when it crosses back below.
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