Mean reversion · RSI mean reversion
BTC RSI(2) Reversion · 5m
RSI mean reversion on BTC/USD CFDs, evaluated on completed 5m bars and executed at live bid/ask.
Annual return−24.6%Backtest
Max drawdown−24.2%Volatility 13.3%
Sharpe-26.01Trades 923
Since go-live+0.09% Live
Outside the System since Oct 5, 08:51 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 6: 5 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 01:27 PM opened Oct 5, 01:05 PM | ▼ BTCUSD | 86,067.00 | 86,025.00 | +0.04% |
| Oct 5, 01:25 PM opened Oct 5, 01:06 PM | ▼ BTCUSD | 86,043.00 | 85,988.00 | +0.05% |
| Oct 5, 12:56 PM opened Oct 5, 12:36 PM | ▲ BTCUSD | 85,930.00 | 85,841.00 | −0.11% |
| Oct 5, 12:10 PM opened Oct 5, 12:04 PM | ▼ BTCUSD | 86,130.00 | 86,074.00 | +0.05% |
| Oct 5, 11:41 AM opened Oct 5, 11:31 AM | ▼ BTCUSD | 86,160.00 | 86,077.00 | +0.09% |
| Oct 5, 11:22 AM opened Oct 5, 11:05 AM | ▲ BTCUSD | 85,916.00 | 85,987.00 | +0.07% |
Backtest on real market data
Annual return−24.6%
Max drawdown−24.2%
Sharpe-26.01
Trades923
Winning trades49%
Time in market38%
Backtest on real historical prices from Sep 5, 2026 to Oct 4, 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 18% annualised volatility (risk level 4/5), 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 | -21.0 | -4.5 | -24.6% |