Donchian breakout backtest: did buying strength beat buy-and-hold?
The claim tested: buying 20-day breakouts on IWM beats holding. The verdict: the Donchian breakout returned +5.4% vs buy-and-hold +103.6% on IWM, 2019-2026, with 53 trades and a 43.4% win rate. Watch the whipsaws: 30 of 53 trades lost, and the system sat in cash 56.8% of the period — small-cap holders and breakout traders should care. Headline stats (strategy vs buy-and-hold): total return +5.4% vs +103.6% · CAGR 0.7% vs 9.7% · max drawdown -30.7% vs -41.1% · trades 53 · win rate 43.4% Full public track record: https://stratiqai.app/track-record?src=podcast · Free newsletter…
The skinny
The skinny isn't ready yet — notes appear once the transcript is processed.