SPY Stock: RSI 30/70 Mean Reversion Backtest — +64.4% vs +101.9% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on SPY over 5 years: +64.4% return vs +101.9% buy-and-hold, 5 trades, 80% win rate, 10.1% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +64.4% (trailed buy-and-hold at +101.9%)
- Win rate: 80% over 5 trades
- Max drawdown: 10.1%
- Sharpe ratio: 0.66
- Period: 5 years of real historical price data
What the numbers say
On SPY, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +64.4% against +101.9% for simply holding — a gap of 37.5 percentage points. The strategy took 5 completed trades (4 profitable, 1 not), a 80% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 10.1% versus 18.8% for buy-and-hold. Dollar-cost averaging into SPY over the same window returned +48.3%. Best single trade: +22.1% (2025-04-04 to 2025-06-27); worst: -5.0% (2025-03-11 to 2025-04-04).
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 SPY when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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