Mean reversion · RSI mean reversion
US100 RSI(2) Reversion · 1D
RSI mean reversion on US100 CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−3.8%Backtest
Max drawdown−11.2%Volatility 9.0%
Sharpe-0.38Trades 19
Since go-live−0.11% Live
Outside the System since Oct 5, 08:52 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 1: 0 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:52 AM opened Oct 5, 06:29 AM | ▼ US100 | 30,789.0 | 30,786.0 | −0.00% |
Backtest on real market data
Annual return−3.8%
Max drawdown−11.2%
Sharpe-0.38
Trades19
Winning trades63%
Time in market40%
Backtest on real historical prices from Jan 5, 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. (Hyperliquid)
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 12% annualised volatility (risk level 3/5), 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 | 0.1 | 2.6 | 0.7 | -5.1 | -3.8 | 2.2 | 0.2 | 1.4 | -0.8 | 0.0 | -2.8% |