BA Stock: RSI 30/70 Mean Reversion Backtest — +56.3% vs +7.2% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on BA over 5 years: +56.3% return vs +7.2% buy-and-hold, 17 trades, 29% win rate, 31.4% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +56.3% (beat buy-and-hold at +7.2%)
- Win rate: 29% over 17 trades
- Max drawdown: 31.4%
- Sharpe ratio: 0.35
- Period: 5 years of real historical price data
What the numbers say
On BA, the RSI 30/70 Mean Reversion beat buy-and-hold over the five years through Nov 2026: +56.3% against +7.2% for simply holding — a gap of 49.1 percentage points. The strategy took 17 completed trades (5 profitable, 12 not), a 29% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 31.4% versus 48.3% for buy-and-hold. Dollar-cost averaging into BA over the same window returned -9.5%. Best single trade: +40.4% (2025-04-04 to 2025-05-08); worst: -5.0% (2022-09-23 to 2022-09-30).
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 Boeing (BA) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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