PG Stock: RSI 30/70 Mean Reversion Backtest — +82.2% vs +34.7% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on PG over 5 years: +82.2% return vs +34.7% buy-and-hold, 9 trades, 78% win rate, 14.2% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +82.2% (beat buy-and-hold at +34.7%)
- Win rate: 78% over 9 trades
- Max drawdown: 14.2%
- Sharpe ratio: 0.75
- Period: 5 years of real historical price data
What the numbers say
On PG, the RSI 30/70 Mean Reversion beat buy-and-hold over the five years through Nov 2026: +82.2% against +34.7% for simply holding — a gap of 47.5 percentage points. The strategy took 9 completed trades (7 profitable, 2 not), a 78% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 14.2% versus 21.1% for buy-and-hold. Dollar-cost averaging into PG over the same window returned +16.9%. Best single trade: +14.4% (2022-10-07 to 2022-11-10); worst: -5.0% (2022-09-27 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 Procter & Gamble (PG) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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