JPM Stock: RSI 30/70 Mean Reversion Backtest — +65.1% vs +233.7% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on JPM over 5 years: +65.1% return vs +233.7% buy-and-hold, 4 trades, 75% win rate, 12.2% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +65.1% (trailed buy-and-hold at +233.7%)
- Win rate: 75% over 4 trades
- Max drawdown: 12.2%
- Sharpe ratio: 0.76
- Period: 5 years of real historical price data
What the numbers say
On JPM, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +65.1% against +233.7% for simply holding — a gap of 168.6 percentage points. The strategy took 4 completed trades (3 profitable, 1 not), a 75% win rate — a small sample, so read this as a clue about the rule, not proof.
That came with a shallower worst stretch: the strategy's max drawdown was 12.2% versus 24.4% for buy-and-hold. Dollar-cost averaging into JPM over the same window returned +85.3%. Best single trade: +26.3% (2025-04-04 to 2025-05-14); worst: -5.0% (2025-03-10 to 2025-04-04).
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 JPMorgan (JPM) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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