Mean reversion · RSI mean reversion
SPY · QQQ · IWM RSI(2) Reversion · 1D
RSI mean reversion on SPY, QQQ, IWM CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−0.2%Backtest
Max drawdown−1.0%Volatility 2.8%
Sharpe-1.01Trades 5
Since go-live−0.05% Live
Outside the System since Oct 5, 08:53 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−0.2%
Max drawdown−1.0%
Sharpe-1.01
Trades5
Winning trades40%
Time in market59%
Backtest on real historical prices from Sep 2, 2026 to Oct 2, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Binance)
Methodology
- Buy when RSI(2) closes below 10, sell short when it closes above 90.
- Positions are closed when RSI crosses back through 50.
- Trades both directions (long and short).
- Position size targets 8% annualised volatility (risk level 2/5), capped at 3:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.4 | 0.2 | -0.2% |