WMT Stock: RSI 30/70 Mean Reversion Backtest — +10.1% vs +199.7% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on WMT over 5 years: +10.1% return vs +199.7% buy-and-hold, 3 trades, 33% win rate, 13.7% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +10.1% (trailed buy-and-hold at +199.7%)
- Win rate: 33% over 3 trades
- Max drawdown: 13.7%
- Sharpe ratio: -0.20
- Period: 5 years of real historical price data
What the numbers say
On WMT, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +10.1% against +199.7% for simply holding — a gap of 189.6 percentage points. The strategy took 3 completed trades (1 profitable, 2 not), a 33% win rate — a small sample, so read this as a clue about the rule, not proof.
That came with a shallower worst stretch: the strategy's max drawdown was 13.7% versus 23.3% for buy-and-hold. Dollar-cost averaging into WMT over the same window returned +84.7%. Best single trade: +21.9% (2025-03-12 to 2025-08-06); worst: -5.0% (2026-05-29 to 2026-07-01).
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 Walmart (WMT) when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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