Mean reversion · RSI mean reversion
US500 RSI(14) Reversion · 1H
RSI mean reversion on US500 CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−1.4%Backtest
Max drawdown−3.1%Volatility 4.8%
Sharpe-0.56Trades 44
Since go-live−0.04% 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 1: 0 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▼ US500 | 7,715.2 | 7,717.4 | −0.04% |
Backtest on real market data
Annual return−1.4%
Max drawdown−3.1%
Sharpe-0.56
Trades44
Winning trades55%
Time in market35%
Backtest on real historical prices from Mar 23, 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(14) closes below 30, sell short when it closes above 70.
- 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 | 0.3 | -0.1 | -0.6 | 0.1 | 0.4 | -0.9 | 0.0 | 0.1 | -0.7% |