SPY Stock: MACD Signal Line Crossover Backtest — +37.8% vs +101.9% Buy-and-Hold
Real backtest of the MACD Signal Line Crossover strategy on SPY over 5 years: +37.8% return vs +101.9% buy-and-hold, 47 trades, 51% win rate, 11.4% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +37.8% (trailed buy-and-hold at +101.9%)
- Win rate: 51% over 47 trades
- Max drawdown: 11.4%
- Sharpe ratio: 0.33
- Period: 5 years of real historical price data
What the numbers say
On SPY, the MACD Signal Line Crossover trailed buy-and-hold over the five years through Nov 2026: +37.8% against +101.9% for simply holding — a gap of 64.2 percentage points. The strategy took 47 completed trades (24 profitable, 23 not), a 51% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 11.4% versus 18.8% for buy-and-hold. Dollar-cost averaging into SPY over the same window returned +48.3%. Best single trade: +12.6% (2026-04-02 to 2026-05-18); worst: -5.0% (2022-10-05 to 2022-10-11).
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 SPY when the MACD line crosses above its signal line, sell when it crosses back below.
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