Does the Stochastic RSI strategy beat buy & hold on Booking Holdings? (BKNG · backtested honestly)
Stochastic RSI applies the Stochastic formula to RSI itself, showing where current RSI sits in its own recent range on a 0-1 scale — a fast, noisy stretch gauge.
Over this period, Stochastic RSI on Booking Holdings returned -12.3%, while simply buying and holding returned +65.5% — it lagged buy & hold by 77.8 points, with a worst drawdown of -34.9%. It traded 48 times and sat in cash about 49% of the time. It's a mechanism you test — not a recommendation.
It lagged buy & hold over this window — that's a result, and a backtest you can kill for free just did its job. Re-tuning this same idea until it looks better only adds another shot at looking good by luck, so the honest next move is a fresh one: test a different strategy on Booking Holdings, or build your own — free. Most ideas die cheaply right here, and that's exactly how the rare one that holds up gets found.
Or stop here — walking away from an idea that didn't beat simply holding is a result, not a failure.
Run it yourself
Change the parameters and the window, then re-run — no account needed.
Have your own idea for Booking Holdings? Build and honestly test your own strategy — no code, costs on, measured against buy & hold.
Build your own on Booking Holdings →Two real trades from this backtest
Shown at the modeled fills — entries at the next open, protective stops and targets at their 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.
48 trades total — 32 winners, 16 losers (67% won). Below is one of each, not a scoreboard.
- Entry. A long entry fired; filled at the next open on 2023-10-16 at $118.95 — never the signal bar's own close.
- Held. 14 daily bars.
- Exit. Exited on 2023-11-03 at $111.20 (the exit rule fired (filled at the next open)).
- Result. -6.61% after costs.
The worst single trade in this whole test reached -24.13%.
- Entry. A long entry fired; filled at the next open on 2023-06-26 at $104.56 — never the signal bar's own close.
- Held. 2 daily bars.
- Exit. Exited on 2023-06-28 at $107.92 (the exit rule fired (filled at the next open)).
- Result. +3.11% 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/booking-stoch-rsi-backtest" width="360" height="340" style="border:0;border-radius:12px;max-width:100%" loading="lazy" title="Does the Stochastic RSI strategy beat buy & hold on Booking Holdings?"></iframe>- • The strategy line is Stochastic RSI on Booking Holdings; the dashed line is simply buying and holding BKNG. 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. I 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 →