Mean reversion · RSI mean reversion
AAPL RSI(2) Reversion · 15m
RSI mean reversion on AAPL CFDs, evaluated on completed 15m bars and executed at live bid/ask.
Annual return−8.0%Backtest
Max drawdown−8.5%Volatility 6.4%
Sharpe-5.56Trades 172
Since go-live—market closed
Outside the System since Oct 5, 08:50 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−8.0%
Max drawdown−8.5%
Sharpe-5.56
Trades172
Winning trades52%
Time in market41%
Backtest on real historical prices from Jul 9, 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 4:1 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 | -2.1 | -2.1 | -3.9 | -0.1 | -8.0% |