Strategies / S31
RSI Reversion 30/70
Buy RSI under 30, sell over 70.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | +124% | +602% | 0.53 | -49.1% | 66.0% | 188 |
| Stocks, 1d | +1,032% | +28K% | 0.63 | -39.3% | 81.0% | 211 |
| Forex, 1d | -2.5% | +3.1% | 0.00 | -26.3% | 63.9% | 119 |
| Commodities, 1d | +507% | +1,833% | 0.58 | -44.0% | 75.7% | 111 |
| Indices, 1d | +245% | +878% | 0.40 | -46.7% | 83.5% | 121 |
The exact rule
- Go long when RSI(14) is below 30.
- Exit the long when RSI(14) is above 70.
- Declared timeframe: 1d.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
This runs the same engine in your browser on the latest candles, with your own costs. Press Replay to watch every entry and exit arrive bar by bar.
Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
RSI-2 ScalpBuy a two-period RSI under 10, sell over 60.RSI-2 With Trend FilterThe same dip, bought only above the 200 SMA.RSI Fade ShortShort RSI over 75, cover under 50.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.