Buy oversold, sell overbought. Works in ranges, gets run over by trends.
Over 2018-01-01 → 2026-09-23 it returned 45.3% while buying once on the first day and never touching it returned 529.9% — 484.6% worse. Not one of the 16 parameter settings tested beat the benchmark. The median setting returned 45.3%.
It spent 2872 days below its previous high at the longest stretch — 98% of the whole period under water.
26 fills. Signals are taken on the close and filled at the next open.
A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -53.2% | -31.2% | -15.9% | 4.1% | 22.0% | 59.6% | 132.2% | 42% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 45.3%, best 249.5%, worst -46.0%. 0 of them beat buy & hold.
RSI Reversion run across its own parameter range over the full period. The same rules flip from profit to loss depending only on the numbers you picked — which is why a single headline return is meaningless on its own.
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | 65% | 54% | 120% | -36% |
| sellAbove 65 | 108% | 112% | 250% | 2% |
| sellAbove 70 | 70% | 36% | 45% | -45% |
| sellAbove 80 | 55% | -46% | -31% | -42% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -31% | -15% | 82% | -8% | -40% | 49% | 14% | 3% | -12% |
| Max DD | 64% | 30% | 13% | 32% | 50% | 9% | 21% | 19% | 29% |
| Trades | 1 | 0 | 1 | 1 | 1 | 2 | 1 | 1 | 1 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-08-20 | -2020.76 | 200 bars |
| 2026-01-15 | +761.29 | 58 bars |
| 2025-05-03 | +1293.99 | 66 bars |
| 2024-10-21 | +1796.90 | 118 bars |
| 2023-10-21 | +1269.30 | 64 bars |
| 2023-03-18 | +2908.56 | 8 bars |
| 2023-01-12 | -5803.38 | 247 bars |
| 2022-03-30 | +1734.34 | 81 bars |
| 2021-07-29 | -1148.00 | 72 bars |
| 2020-04-30 | +6203.46 | 48 bars |
| 2020-01-15 | +249.20 | 112 bars |
| 2019-02-19 | -3808.70 | 96 bars |
| 2018-07-24 | +1093.56 | 168 bars |
Listed as convention, not as established fact.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"length":14,"buyBelow":30,"sellAbove":70} |
| Fees | 0.10% taker + 0.05% slippage, both legs |
| Starting capital | 10,000 USDT · long-only spot, no leverage |
| Rolling test | 365 bars × 95 start dates |
| Input hash | f7961944206b15ed |