JNJ Stock: RSI 30/70 Mean Reversion Backtest — +46.6% vs +97.0% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on JNJ over 5 years: +46.6% return vs +97.0% buy-and-hold, 9 trades, 67% win rate, 9.9% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +46.6% (trailed buy-and-hold at +97.0%)
- Win rate: 67% over 9 trades
- Max drawdown: 9.9%
- Sharpe ratio: 0.44
- Period: 5 years of real historical price data
What the numbers say
On JNJ, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +46.6% against +97.0% for simply holding — a gap of 50.4 percentage points. The strategy took 9 completed trades (6 profitable, 3 not), a 67% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 9.9% versus 17.4% for buy-and-hold. Dollar-cost averaging into JNJ over the same window returned +74.4%. Best single trade: +13.3% (2026-04-21 to 2026-06-26); worst: -5.0% (2023-01-23 to 2023-02-15).
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 Johnson & Johnson (JNJ) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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