RSI strategies in our lab

Relative Strength Index oversold and overbought strategies, backtest results and per-regime performance.

Variants tested

Passed all gates

Honest losses

What is RSI?

RSI (Relative Strength Index) measures recent price momentum on a 0-100 scale. RSI below 30 conventionally signals oversold, above 70 overbought. Mean-reversion strategies enter long when RSI drops below a threshold, expecting a bounce.

Strategies that passed all six gates

These cleared walk-forward validation, deflated Sharpe correction, real Binance fees, cross-coin transfer, holdout window, and regime-stratified consistency.

BB + RSI Entry with ADX Filter Passes All Gates

Bollinger Band lower touch with oversold RSI, trading only in low-ADX regimes, graduated with 27.88 deflated Sharpe.

Bollinger RSI oversold above EMA200: 0.625% per trade, 85% wins

Mean reversion strategy buying RSI oversold dips inside lower Bollinger Band passed all 6 gates with 7.83 deflated Sharpe.

BB-RSI Oversold Above EMA200: 85% Win Rate, 7.3 Deflated Sharpe

Bollinger Band / RSI mean reversion with regime filter passed all gates. 0.94% per trade, 85% win rate, 0.1% fluke risk.

Ranging Low-Vol BB+RSI Oversold on 15-Minute Bars

Buys Bollinger lower band touches with RSI oversold, filters out strong trends. 1.7% per trade, 90% win rate, 10 coins.

RSI+SMA+ADX Chop Filter: 0.44% Per Trade, 88.9% Win Rate

Long-only RSI mean reversion above 200-SMA, filtered to low-ADX chop. Passed 6 gates with 16.83 deflated Sharpe.

RSI+SMA+ADX Range Filter: 0.67% Per Trade, 89% Win Rate

Long-only RSI dip buying above the 200 SMA, restricted to low-ADX ranges. Passed all six gates with 8.47 deflated Sharpe.

RSI(14) Oversold + EMA(200) Filter Passes All Six Gates

Mean-reversion play buying RSI dips below 30 on 15-minute bars, exits at 1% profit. 90.5% win rate, 0.673% per trade, 24.22 deflated Sharpe.

RSI-14 Oversold + EMA-200 Filter Passes All Six Gates

Mean-reversion strategy buying RSI dips above the 200 EMA cleared gates with 1.28% per trade and 90% win rate across ten coins.

Honest losses (autopsies)

RSI variants that did not survive the gates. We publish these because most public backtest libraries only show wins — we think the failures matter more for calibrating your expectations.

MFI+RSI double oversold: killed by negative validation Sharpe

Dual oscillator mean reversion looked promising early but negative Sharpe and insufficient validation trades killed it at audit.

BB Lower + RSI Oversold in Ranging Markets

Mean reversion on 15-minute bars passed all gates with 1.4% per trade and 90% win rate, but zero forward trades yet.

RSI/SMA combo with ADX filter passes 6 gates, zero live trades

Mean-revert strategy using RSI 14 below 35, SMA 200, and ADX under 30 cleared validation with 0.638% per trade but hasn't triggered in forward testing yet.

RSI 14 Below 35 With SMA 200 Filter, Low ADX Only

Long-only RSI dip-buyer with trend and regime filters passed all 6 gates with 88.9% win rate, but zero forward trades yet.

RSI-14 / SMA-200 Low-ADX Mean Reversion Passes 6 Gates

Long when RSI under 35 and above 200-day MA, exit at profit target. Passed with 5.35 deflated Sharpe, but zero live trades yet.

RSI 14 Under 35 + SMA 200 Filter, Low ADX Regime Pass

RSI dip buy above the 200-day, filtered for low ADX ranges. Passed 6 gates but zero forward trades yet.

RSI-7 mean reversion killed by its own validation data

ADX-filtered RSI strategy soft-killed after backtest validation showed negative Sharpe and insufficient edge despite brief forward test gains.

RSI 7 below 25 with ADX filter: rescued by regime fit

Mean-revert strategy failed validation gates but showed profitable regime behavior. Now in observation, not for general use.

RSI-7 <25 with ADX filter: restored, still watching

Countertrend entry passed forward test but failed strict backtest gates. Restored for regime-specific observation.

RSI-Bollinger mean reversion cleared gates with 90% win rate

Oversold RSI plus lower Bollinger band entry, filtered by low ADX, passed all six gates but traded zero times live.

RSI + SMA-200 + ADX Filter: Passed, But Zero Live Trades

Oversold entry above 200-SMA in weak-trend regimes. Strong backtest, 2.76 deflated Sharpe, but no forward trades yet.

RSI + SMA 200 + ADX Range Finder: 0.85% Per Trade, 87% Wins

Mean-reversion play in ranging markets passed 6 gates with 4.76 deflated Sharpe, but zero forward trades yet.

RSI + SMA Long in Low-Volatility Windows

Passed all gates with 1.07% per trade and 87.5% win rate, but zero forward trades yet. High fluke risk at 47%.

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Browse the full survivor registry or explore other indicator families: SMA crossover, Bollinger Bands, MACD, ADX regime filter, Money Flow Index.