Buy oversold, sell overbought. Works in ranges, gets run over by trends.
Over 2018-01-01 → 2026-09-23 it returned -11.3% while buying once on the first day and never touching it returned 275.8% — 287.1% worse. Across the whole parameter grid, 1 of 16 settings beat the benchmark; the median setting returned -11.3%.
It spent 1477 days below its previous high at the longest stretch — 97% of the whole period under water.
24 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 |
|---|---|---|---|---|---|---|---|
| -73.6% | -47.7% | -13.2% | 0.0% | 19.1% | 99.5% | 173.0% | 41% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median -11.3%, best 461.6%, worst -56.3%. 1 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 | 131% | 256% | -34% | -56% |
| sellAbove 65 | 65% | 233% | -37% | -41% |
| sellAbove 70 | 104% | 462% | -11% | -19% |
| sellAbove 80 | 46% | 66% | -55% | -18% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -59% | -5% | 99% | 0% | 1% | 5% | 2% | -11% | -8% |
| Max DD | 78% | 28% | 17% | 0% | 58% | 11% | 37% | 41% | 36% |
| Trades | 1 | 1 | 1 | 0 | 2 | 1 | 1 | 1 | 1 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-08-20 | -4110.19 | 288 bars |
| 2025-05-09 | -217.09 | 69 bars |
| 2024-11-10 | +241.89 | 128 bars |
| 2023-10-24 | +579.11 | 67 bars |
| 2023-01-12 | +2523.69 | 63 bars |
| 2022-08-13 | -1395.51 | 95 bars |
| 2022-03-28 | +298.11 | 79 bars |
| 2020-04-30 | +5459.20 | 48 bars |
| 2020-01-15 | +517.11 | 53 bars |
| 2019-09-20 | +467.76 | 65 bars |
| 2019-02-19 | -7223.43 | 195 bars |
| 2018-04-24 | +1727.60 | 37 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 | 7dc0704d825cae3b |