PG Stock: MACD Signal Line Crossover Backtest — +23.7% vs +34.7% Buy-and-Hold
Real backtest of the MACD Signal Line Crossover strategy on PG over 5 years: +23.7% return vs +34.7% buy-and-hold, 42 trades, 38% win rate, 30.1% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +23.7% (trailed buy-and-hold at +34.7%)
- Win rate: 38% over 42 trades
- Max drawdown: 30.1%
- Sharpe ratio: 0.07
- Period: 5 years of real historical price data
What the numbers say
On PG, the MACD Signal Line Crossover trailed buy-and-hold over the five years through Nov 2026: +23.7% against +34.7% for simply holding — a gap of 11.0 percentage points. The strategy took 42 completed trades (16 profitable, 26 not), a 38% win rate.
It did not buy that return with less pain: the strategy's max drawdown was 30.1%, against 21.1% for buy-and-hold. Dollar-cost averaging into PG over the same window returned +16.9%. Best single trade: +19.5% (2022-10-17 to 2022-12-15); worst: -5.0% (2025-04-14 to 2025-04-24).
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 Procter & Gamble (PG) when the MACD line crosses above its signal line, sell when it crosses back below.
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