Stratsemble
Preparation · Stage 2 of 5 — Test
DIS · DisneyStocks

Does the Ichimoku Cloud strategy beat buy & hold on Disney? (DIS · backtested honestly)

The Ichimoku 'cloud' is a band built from midpoints of past highs and lows, displaced forward so it derives only from past data; price above it reads bullish.

Beat buy & hold2021-11-01 → 2026-10-29 · 1,254 barsCosts & slippage onvs Buy & HoldHypothetical · not advice
Total return
-10.3%
Buy & hold -32.8%
vs Buy & Hold
+22.5 pts
beat the benchmark
Max drawdown
-24.4%
Sharpe -0.06 · 13 trades
The honest read

Over this period, Ichimoku Cloud on Disney returned -10.3%, while simply buying and holding returned -32.8% — it beat buy & hold by 22.5 points, with a worst drawdown of -24.4%. It traded 13 times and sat in cash about 61% of the time. It's a mechanism you test.

The only question that pays

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 Ichimoku Cloud on Disney 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.

Interactive

Run it yourself

Change the parameters and the window, then re-run — no account needed.

Have your own idea for Disney? Build and honestly test your own strategy — no code, costs on, measured against buy & hold.

Build your own on Disney →
Worked example

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.

13 trades total — 4 winners, 9 losers (31% won). Below is one of each, not a scoreboard. One position is still open at the window end — its result is unrealized and is counted in the totals above at its current mark, not shown as a card below.

  1. Entry. A long entry fired; filled at the next open on 2023-10-18 at $85.69 — never the signal bar's own close.
  2. Held. 2 daily bars.
  3. Exit. Exited on 2023-10-20 at $82.90 (the exit rule fired (filled at the next open)).
  4. Result. -3.36% after costs.

The worst single trade in this whole test reached -14.83%.

  1. Entry. A long entry fired; filled at the next open on 2024-09-26 at $94.46 — never the signal bar's own close.
  2. Held. 110 daily bars.
  3. Exit. Exited on 2025-03-07 at $105.00 (the exit rule fired (filled at the next open)).
  4. Result. +11.06% 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.

Put this honest verdict on your site

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.

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Put it through →

an honest backtest — real costs on, measured against simply buying & holding

How to read this
  • • The strategy line is Ichimoku Cloud on Disney; the dashed line is simply buying and holding DIS. 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.
What this is — and isn't

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 →

Indicator and strategy names identify the published rule being tested; no affiliation with, or endorsement by, any person or trademark owner is implied.