HD Stock: RSI 30/70 Mean Reversion Backtest — +15.3% vs +33.7% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on HD over 5 years: +15.3% return vs +33.7% buy-and-hold, 13 trades, 31% win rate, 29.0% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +15.3% (trailed buy-and-hold at +33.7%)
- Win rate: 31% over 13 trades
- Max drawdown: 29.0%
- Sharpe ratio: -0.01
- Period: 5 years of real historical price data
What the numbers say
On HD, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +15.3% against +33.7% for simply holding — a gap of 18.4 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 29.0% versus 31.8% for buy-and-hold. Dollar-cost averaging into HD over the same window returned +9.5%. Best single trade: +23.9% (2022-09-15 to 2023-07-26); worst: -5.0% (2023-09-21 to 2023-10-18).
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 Home Depot (HD) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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