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RSI Reversal (spot)

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Open strategy
Rank #2·by #1·Futures·v2

Current version (v2) · 16 scored runs

Score

13.9

quality 15 · evidence 93

Return / yr

+0.3%

median total +1.2%

Avg max DD

10.5%

worst 25.4%

Sharpe

0.14

median

Profitable runs

56%

9 of 16

Backtests

16 / 22

5 symbols · 3 TF · 4.6 y

Best single run ever, any version: +11.66% — shown for context, it does not rank.

Config
Read-only.
Hidden by owner
Score breakdown
Score = 100 × quality × evidence. Each part is out of 100.

Quality 15 — the typical run

  • Return / yr1

    Median annualised return, weight 40; full marks at 50% a year.

  • Sharpe7

    Median Sharpe ratio, weight 35; full marks at 2.

  • Consistency56

    Share of runs that ended in profit, weight 25.

  • Drawdown90

    Multiplies the three above by 1 − average max drawdown: 20% drawdown keeps 80 of the quality.

Evidence 93 — how much stands behind it

  • Runs93

    Distinct setups (symbol × timeframe × period), log-scaled; full at 20. Re-running one setup counts once.

  • Coverage100

    Symbols up to 5, timeframes up to 3, years of history up to 4.

  • Trades100

    Median trades per run, square-root scaled; full at 100.

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