Since 2022 Sort Finance

RSI Oversold Overbought

How this strategy trades, what it scored, and the measurements the score was read from — every symbol and timeframe, on real and resampled history.

  1. Compute the 14-bar RSI of the close.
  2. Buy when the RSI drops below 30 — selling has been so one-sided the market is called oversold.
  3. Hold until the RSI rises above 70 — buying has become just as one-sided (overbought) — then sell into that strength.
Score
Total Score Mean Of Real And Resampled 28 / 100
Real Data 30 / 100
Resampled Data 26 / 100
Overall Rank Top 75% 39 of 52
Rank In Mean Reversion Top 34% 3 of 9
Score By Metric
Beats Hold Real 3 · Resampled 8 6 / 100
Risk Adjusted Real 23 · Resampled 14 19 / 100
Profitability Real 11 · Resampled 6 9 / 100
Win Rate Real 99 · Resampled 86 92 / 100
Fee Efficiency Real 90 · Resampled 90 90 / 100

Scores

The six scores the total is made of, one dataset at a time: how each stood as the run went on, and where each of them ended.

Source Metrics

The numbers those scores are read from, one dataset at a time: every trade as it happened, and where the run ended.