Mean reversion · RSI mean reversion
US500 RSI(2) Reversion · 1D
RSI mean reversion on US500 CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+7.1%Backtest
Max drawdown−1.1%Volatility 4.0%
Sharpe1.74Trades 9
Since go-live—awaiting first trade
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+7.1%
Max drawdown−1.1%
Sharpe1.74
Trades9
Winning trades78%
Time in market25%
Backtest on real historical prices from Jun 10, 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. (Alpaca)
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 5:1 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 | 1.5 | 0.4 | -0.7 | 1.0 | 0.0 | 2.2% |