DIS Stock: RSI 30/70 Mean Reversion Backtest — +22.2% vs +9.1% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on DIS over 5 years: +22.2% return vs +9.1% buy-and-hold, 13 trades, 31% win rate, 27.0% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +22.2% (beat buy-and-hold at +9.1%)
- Win rate: 31% over 13 trades
- Max drawdown: 27.0%
- Sharpe ratio: 0.09
- Period: 5 years of real historical price data
What the numbers say
On DIS, the RSI 30/70 Mean Reversion beat buy-and-hold over the five years through Nov 2026: +22.2% against +9.1% for simply holding — a gap of 13.1 percentage points. The strategy took 13 completed trades (4 profitable, 9 not), a 31% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 27.0% versus 32.9% for buy-and-hold. Dollar-cost averaging into DIS over the same window returned +20.1%. Best single trade: +25.9% (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 Disney (DIS) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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