Peer reviewed article, Stay-at-home policy is a case of exception fallacy: an internet-based ecological study”, in Nature:
“In conclusion, using this methodology and current data, in ~ 98% of the comparisons using 87 different regions of the world we found no evidence that the number of deaths/million is reduced by staying at home. Regional differences in treatment methods and the natural course of the virus may also be major factors in this pandemic, and further studies are necessary to better understand it.”
https://www.nature.com/articles/s41598-021-84092-1