LLY Stock: MACD Signal Line Crossover Backtest — +129.5% vs +387.2% Buy-and-Hold
Real backtest of the MACD Signal Line Crossover strategy on LLY over 5 years: +129.5% return vs +387.2% buy-and-hold, 37 trades, 32% win rate, 18.5% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +129.5% (trailed buy-and-hold at +387.2%)
- Win rate: 32% over 37 trades
- Max drawdown: 18.5%
- Sharpe ratio: 0.85
- Period: 5 years of real historical price data
What the numbers say
On LLY, the MACD Signal Line Crossover trailed buy-and-hold over the five years through Nov 2026: +129.5% against +387.2% for simply holding — a gap of 257.8 percentage points. The strategy took 37 completed trades (12 profitable, 25 not), a 32% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 18.5% versus 34.5% for buy-and-hold. Dollar-cost averaging into LLY over the same window returned +135.9%. Best single trade: +39.4% (2023-03-10 to 2023-05-18); worst: -5.0% (2024-04-30 to 2024-05-03).
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 Eli Lilly (LLY) when the MACD line crosses above its signal line, sell when it crosses back below.
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