CRM Stock: RSI 30/70 Mean Reversion Backtest — +62.6% vs +39.5% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on CRM over 5 years: +62.6% return vs +39.5% buy-and-hold, 13 trades, 23% win rate, 36.1% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +62.6% (beat buy-and-hold at +39.5%)
- Win rate: 23% over 13 trades
- Max drawdown: 36.1%
- Sharpe ratio: 0.38
- Period: 5 years of real historical price data
What the numbers say
On CRM, the RSI 30/70 Mean Reversion beat buy-and-hold over the five years through Nov 2026: +62.6% against +39.5% for simply holding — a gap of 23.0 percentage points. The strategy took 13 completed trades (3 profitable, 10 not), a 23% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 36.1% versus 58.7% for buy-and-hold. Dollar-cost averaging into CRM over the same window returned +0.6%. Best single trade: +67.9% (2026-06-22 to 2026-08-27); worst: -5.0% (2022-08-31 to 2022-09-21).
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 Salesforce (CRM) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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