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

About 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.