MA Stock: RSI 30/70 Mean Reversion Backtest — +68.3% vs +106.4% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on MA over 5 years: +68.3% return vs +106.4% buy-and-hold, 7 trades, 57% win rate, 13.6% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +68.3% (trailed buy-and-hold at +106.4%)
- Win rate: 57% over 7 trades
- Max drawdown: 13.6%
- Sharpe ratio: 0.62
- Period: 5 years of real historical price data
What the numbers say
On MA, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +68.3% against +106.4% for simply holding — a gap of 38.0 percentage points. The strategy took 7 completed trades (4 profitable, 3 not), a 57% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 13.6% versus 20.9% for buy-and-hold. Dollar-cost averaging into MA over the same window returned +47.0%. Best single trade: +32.3% (2022-09-27 to 2023-01-11); worst: -5.0% (2022-09-21 to 2022-09-27).
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 Mastercard (MA) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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