KO Stock: RSI 30/70 Mean Reversion Backtest — +15.1% vs +79.0% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on KO over 5 years: +15.1% return vs +79.0% buy-and-hold, 7 trades, 43% win rate, 13.5% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +15.1% (trailed buy-and-hold at +79.0%)
- Win rate: 43% over 7 trades
- Max drawdown: 13.5%
- Sharpe ratio: -0.17
- Period: 5 years of real historical price data
What the numbers say
On KO, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +15.1% against +79.0% for simply holding — a gap of 64.0 percentage points. The strategy took 7 completed trades (3 profitable, 4 not), a 43% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 13.5% versus 17.3% for buy-and-hold. Dollar-cost averaging into KO over the same window returned +57.2%. Best single trade: +17.5% (2022-10-07 to 2022-11-30); worst: -5.0% (2022-09-26 to 2022-10-07).
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 Coca-Cola (KO) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
Run this exact rule on your own ticker — Test-My-Rule, free · StratIQ Premium: daily picks with exact levels