LLY Stock: RSI 30/70 Mean Reversion Backtest — +89.2% vs +387.2% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on LLY over 5 years: +89.2% return vs +387.2% buy-and-hold, 6 trades, 67% win rate, 24.1% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +89.2% (trailed buy-and-hold at +387.2%)
- Win rate: 67% over 6 trades
- Max drawdown: 24.1%
- Sharpe ratio: 0.59
- Period: 5 years of real historical price data
What the numbers say
On LLY, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +89.2% against +387.2% for simply holding — a gap of 298.1 percentage points. The strategy took 6 completed trades (4 profitable, 2 not), a 67% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 24.1% versus 34.5% for buy-and-hold. Dollar-cost averaging into LLY over the same window returned +135.9%. Best single trade: +29.1% (2025-08-07 to 2025-10-01); worst: -5.0% (2024-07-30 to 2024-11-15).
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 Eli Lilly (LLY) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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