AMZN Stock: RSI 30/70 Mean Reversion Backtest — +79.1% vs +109.1% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on AMZN over 5 years: +79.1% return vs +109.1% buy-and-hold, 8 trades, 38% win rate, 15.8% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +79.1% (trailed buy-and-hold at +109.1%)
- Win rate: 38% over 8 trades
- Max drawdown: 15.8%
- Sharpe ratio: 0.55
- Period: 5 years of real historical price data
What the numbers say
On AMZN, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +79.1% against +109.1% for simply holding — a gap of 30.0 percentage points. The strategy took 8 completed trades (3 profitable, 5 not), a 38% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 15.8% versus 40.0% for buy-and-hold. Dollar-cost averaging into AMZN over the same window returned +63.8%. Best single trade: +48.5% (2025-04-04 to 2025-11-03); worst: -5.0% (2022-11-01 to 2022-11-03).
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 classic mean-reversion setup: buy Amazon (AMZN) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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