Does the 200-Day MA Regime strategy beat buy & hold on Bank of America? (BAC · backtested honestly)
The most-watched long-term regime filter: a single line that reads the market as an uptrend while price holds above its long moving average.
Over this period, 200-Day MA Regime on Bank of America returned +44.1%, while simply buying and holding returned +20.8% — it beat buy & hold by 23.3 points, with a worst drawdown of -17.8%. It traded 12 times and sat in cash about 45% of the time. It's a mechanism you test.
That's the past — settled, free, and the weakest proof there is. It beat buy & hold here, but most that look good over one window don't survive nearby settings and time. The rare few that do are worth everything, and the only proof left is forward: forward-test 200-Day MA Regime on Bank of America on paper — zero hindsight, losses and all — and get a mechanical alert the day it signals (you trade on your own broker). A hindsight-free record can only be built by time passing, so the only way to have proof in three months is to start today.
Or stop here — a backtest you can kill for free has already done its job.
Run it yourself
Change the parameters and the window, then re-run — no account needed.
Change the rules? Open the 200-Day MA Regime rules on Bank of America in the no-code builder — the same rules tested here — and make them your own.
Open in the builder →Two real trades from this backtest
Shown at the modeled fills — entries at the next open; a stop at its level, or at that day's open if the day opened past it; a target at its level; costs on. A single trade is never a signal and says nothing about the next one — not the best or worst, a middling winner and a middling loser among the completed trades.
12 trades total — 4 winners, 8 losers (33% won). Below is one of each, not a scoreboard.
- Entry. A long entry fired; filled at the next open on 2025-03-25 at $43.35 — never the signal bar's own close.
- Held. 3 daily bars.
- Exit. Exited on 2025-03-28 at $42.44 (the exit rule fired (filled at the next open)).
- Result. -2.20% after costs.
The worst single trade in this whole test reached -9.58%.
- Entry. A long entry fired; filled at the next open on 2026-06-03 at $52.26 — never the signal bar's own close.
- Held. 82 daily bars.
- Exit. Exited on 2026-09-30 at $54.92 (the exit rule fired (filled at the next open)).
- Result. +4.99% after costs.
Trading costs + slippage (0.10%) are already deducted from every figure above. One trade is never the edge — it's the whole distribution (the win rate, the losers, the reality-check) that matters; this just makes the mechanics concrete. It describes the past; it is not a prediction.
A live badge that re-runs itself and links back here. Free to embed on any blog, newsletter or forum — it shows the honest result, beat or lagged.
<iframe src="https://stratsemble.com/embed/bank-of-america-200-day-ma-backtest" width="360" height="340" style="border:0;border-radius:12px;max-width:100%" loading="lazy" title="Does the 200-Day MA Regime strategy beat buy & hold on Bank of America?"></iframe>See which strategies actually beat buy & hold — and which only look like they do.
Free, in seconds, no sign-up. Put any famous strategy to the proof the honest way — real costs, every loss shown, measured against simply holding — so a tip, a guru, or your own hope can't fool you.
- Prove any strategy — free
- See if it's an edge, or just luck
- Read today's names that cleared every check
Put it to the proof the honest way — real costs, every loss, measured against simply holding. Free, no sign-up.
Prove it →Paste their exact claim and watch the honest engine put it to the test — free, losses and all.
Test the claim →Check a strategy against the real drawdown and profit-target rules of a prop-firm evaluation.
Put it through →an honest backtest — real costs on, measured against simply buying & holding
- • The strategy line is 200-Day MA Regime on Bank of America; the dashed line is simply buying and holding BAC. Beating the dashed line is the whole point — many strategies don't.
- • Max drawdown is the worst peak-to-trough fall you'd have sat through. A higher return with a much deeper drawdown is not obviously better.
- • Every fill assumes next-open execution with costs & slippage on — no acting on prices you couldn't have known.
- • A small number of trades means a small sample. Treat a great-looking result on a handful of trades with suspicion.
This is a hypothetical backtest of a well-known mechanism on past data. It is not advice, not a prediction, and not a claim that the strategy works. We hold no funds and place no orders. The value here is the ability to test an idea honestly — see where it would have helped, and where it would have hurt — before you ever risk real money on your own broker.
How this is computed → · who's behind it · where a backtest fits
See what actually beats buy & hold — most don't, here are the rare few that do →