Best Overall

RSI Snapback · RSI 7 · 50D Trend · Stoch Oversold

Short-hold rebound setup suits the current mixed regime without stretching risk.

US Mean Reversion rsi_mean_reversion Grid Low Archived
Score 42.63
Total Return +2.76%
Win Rate 57.62%
Max Drawdown -9.64%
Trades 269
Timeframe 6Y primary validated by 3Y, 1Y, 6M, and walk-forward slices
Overview

Primary Metrics

Annual Return 0.45%
Profit Factor 1.07
Average Trade 0.13%
Exposure 5.52%
Consistency 0.87
Positive Segments 3 / 4
Setup

Strategy Definition

Buys an RSI(7) snapback from 30 toward 35 inside a 50-day uptrend. The preferred setup context is Stoch Oversold. Risk plan uses a 5% stop, 10% target, and up to 12 holding days.

Parameters
Rsi Period 7
Oversold Level 30
Recovery Level 35
Take Signal Level 60
Exit Rules
Stop Loss Pct 0.05
Take Profit Pct 0.1
Max Hold Days 12
Trend Filter
Sma Window 50
Validation

Validation Snapshot

Trade sample, history, or segment behavior is still too weak to trust.

Score 42.63 Very Weak
Sample 269 trades
History 6.0 years
Win Rate 57.6%
Drawdown -9.6%
Walk-Forward 1 25 Apr 2020 to 25 Apr 2022
Positive
Total Return +0.4% Trades 81 Win 60.5% Drawdown -4.4%
Walk-Forward 2 25 Apr 2022 to 24 Apr 2024
Positive
Total Return +1.6% Trades 100 Win 60.0% Drawdown -6.0%
Walk-Forward 3 24 Apr 2024 to 24 Apr 2026
Positive
Total Return +1.3% Trades 88 Win 53.4% Drawdown -4.0%
Show Research Notes
Publishing
Badge Best Overall
State Archived
Updated 26 Apr 2026 23:55 UTC
Created 22 Apr 2026 21:12 UTC
Quality Filter

Passed the score validation gate.

Provenance
Lineage Hash 5ffdc0d01c01
Parents 0
Lineage Depth 1
Universe 90 symbols
Data Signature 3c4e9f19cd2b
Grid RSI Snapback · RSI 7 · 50D Trend · Stoch Oversold Score 42.66
Execution

Market Footprint

Curve

Cumulative Total Return

Consistency

Total Return Per Trade

Net returns include estimated transaction costs and configured slippage.

Showing 1 to 20 of 85 symbols
Prev 1 2 3 4 5 Next
Symbol Trades Total Return Win Rate Last Trade
Caterpillar, Inc. CAT
6 +27.85% 83.33% 22 Aug 2025
Uber Technologies, Inc. UBER
5 +22.95% 80.00% 24 Jun 2025
Intuit Inc. INTU
4 +18.99% 100.00% 23 Jul 2025
Applied Materials, Inc. AMAT
2 +16.97% 100.00% 23 Mar 2026
American Express Company AXP
5 +16.11% 80.00% 17 Oct 2025
KLA Corporation KLAC
2 +15.47% 100.00% 16 Oct 2025
Broadcom Inc. AVGO
2 +15.46% 100.00% 05 Feb 2025
Accenture plc ACN
4 +13.77% 100.00% 06 Jan 2026
International Business Machines Corporation IBM
5 +9.75% 80.00% 10 Jan 2025
Applovin Corporation APP
1 +9.67% 100.00% 24 Oct 2025
ARM Holdings PLC Sponsored ADR ARM
1 +9.66% 100.00% 17 Mar 2026
Capital One Financial Corporation COF
5 +8.53% 80.00% 23 Jan 2026
Amphenol Corporation APH
3 +8.14% 100.00% 24 Apr 2024
Lam Research Corporation LRCX
5 +7.66% 60.00% 06 Mar 2026
Tesla, Inc. TSLA
4 +7.17% 50.00% 20 Jan 2026
Alphabet Inc. GOOG
4 +5.69% 75.00% 23 Dec 2025
Morgan Stanley MS
5 +5.62% 80.00% 15 Oct 2025
Texas Instruments Incorporated TXN
1 +5.15% 100.00% 06 Jan 2023
JP Morgan Chase & Co. JPM
3 +5.03% 66.67% 28 Oct 2025
Citigroup, Inc. C
4 +4.93% 75.00% 26 Dec 2024
Page 1 of 5
Prev 1 2 3 4 5 Next
Showing 1 to 25 of 269 trades
Prev 1 2 3 4 5 Next
Symbol Trigger Level Exit Hold Total Return Exit Rule
IBM
15 May 2020 RM 111.00
27 May 2020 RM 119.83
7 days +7.95% Rsi Normalized
LLY
29 May 2020 RM 151.89
11 Jun 2020 RM 143.85
9 days -5.29% Stop Loss
LLY
17 Jun 2020 RM 164.48
17 Jun 2020 RM 159.73
1 days -2.89% Rsi Normalized
UL
13 Jul 2020 RM 61.63
17 Jul 2020 RM 62.63
4 days +1.62% Rsi Normalized
LRCX
31 Aug 2020 RM 34.91
04 Sep 2020 RM 33.06
4 days -5.30% Stop Loss
TSLA
10 Sep 2020 RM 128.93
10 Sep 2020 RM 122.10
1 days -5.30% Stop Loss
HD
10 Sep 2020 RM 278.43
15 Sep 2020 RM 285.15
3 days +2.41% Rsi Normalized
BKNG
17 Sep 2020 RM 71.44
21 Sep 2020 RM 67.65
2 days -5.31% Stop Loss
DIS
23 Sep 2020 RM 127.27
06 Oct 2020 RM 120.52
9 days -5.30% Stop Loss
TJX
23 Oct 2020 RM 56.50
28 Oct 2020 RM 53.49
3 days -5.33% Stop Loss
CAT
30 Oct 2020 RM 154.20
03 Nov 2020 RM 167.43
2 days +8.58% Rsi Normalized
LRCX
30 Oct 2020 RM 34.86
03 Nov 2020 RM 36.99
2 days +6.11% Rsi Normalized
COST
03 Nov 2020 RM 369.50
04 Nov 2020 RM 375.60
1 days +1.65% Rsi Normalized
LLY
05 Nov 2020 RM 147.91
05 Nov 2020 RM 145.30
1 days -1.76% Rsi Normalized
WMT
03 Nov 2020 RM 47.29
06 Nov 2020 RM 48.51
3 days +2.58% Rsi Normalized
DHR
01 Dec 2020 RM 200.67
17 Dec 2020 RM 198.71
12 days -0.98% Timed Exit
BRK.A
16 Dec 2020 RM 337,659.74
28 Dec 2020 RM 342,087.09
7 days +1.31% Rsi Normalized
GOOG
24 Dec 2020 RM 86.89
28 Dec 2020 RM 88.67
1 days +2.05% Rsi Normalized
AXP
24 Dec 2020 RM 117.11
31 Dec 2020 RM 120.72
4 days +3.08% Rsi Normalized
CVX
24 Dec 2020 RM 86.06
06 Jan 2021 RM 89.66
7 days +4.18% Rsi Normalized
PFE
24 Dec 2020 RM 37.46
11 Jan 2021 RM 37.71
10 days +0.67% Rsi Normalized
RTX
24 Dec 2020 RM 71.06
12 Jan 2021 RM 71.41
11 days +0.49% Rsi Normalized
CAT
29 Jan 2021 RM 183.78
02 Feb 2021 RM 192.21
2 days +4.59% Rsi Normalized
GS
02 Feb 2021 RM 278.74
03 Feb 2021 RM 288.11
1 days +3.36% Rsi Normalized
JPM
29 Jan 2021 RM 131.39
03 Feb 2021 RM 134.93
3 days +2.69% Rsi Normalized
Page 1 of 11
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