QQQ Stock: RSI 30/70 Mean Reversion Backtest — +49.4% vs +135.0% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on QQQ over 5 years: +49.4% return vs +135.0% buy-and-hold, 6 trades, 67% win rate, 10.6% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +49.4% (trailed buy-and-hold at +135.0%)
- Win rate: 67% over 6 trades
- Max drawdown: 10.6%
- Sharpe ratio: 0.48
- Period: 5 years of real historical price data
What the numbers say
On QQQ, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +49.4% against +135.0% for simply holding — a gap of 85.6 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 10.6% versus 22.8% for buy-and-hold. Dollar-cost averaging into QQQ over the same window returned +58.9%. Best single trade: +22.7% (2025-04-04 to 2025-05-14); worst: -5.0% (2022-09-26 to 2022-11-03).
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 QQQ when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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