Best Overall

RSI Snapback · RSI 7 · 200D Trend · Stoch Oversold

Mean-reversion edge appears selective and less durable outside calmer pullback periods.

US Mean Reversion rsi_mean_reversion Grid Medium Archived
Score 48.95
Total Return +27.47%
Win Rate 58.89%
Max Drawdown -16.26%
Trades 759
Timeframe 6Y primary validated by 3Y, 1Y, 6M, and walk-forward slices
Overview

Primary Metrics

Annual Return 4.13%
Profit Factor 1.21
Average Trade 0.38%
Exposure 16.50%
Consistency 0.90
Positive Segments 4 / 4
Setup

Strategy Definition

Buys an RSI(7) snapback from 30 toward 35 inside a 200-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 200
Validation

Validation Snapshot

Some signals are usable, but the evidence is still thin for a high-conviction score.

Score 48.95 Weak
Sample 759 trades
History 6.0 years
Win Rate 58.9%
Drawdown -16.3%
Walk-Forward 1 25 Apr 2020 to 25 Apr 2022
Positive
Total Return +8.6% Trades 279 Win 58.4% Drawdown -8.9%
Walk-Forward 2 25 Apr 2022 to 24 Apr 2024
Positive
Total Return +2.9% Trades 184 Win 59.8% Drawdown -9.7%
Walk-Forward 3 24 Apr 2024 to 24 Apr 2026
Positive
Total Return +14.8% Trades 292 Win 58.9% Drawdown -8.1%
Show Research Notes
Publishing
Badge Best Overall
State Archived
Updated 26 Apr 2026 23:39 UTC
Created 22 Apr 2026 21:07 UTC
Quality Filter

Passed the score validation gate.

Provenance
Lineage Hash df5062ed4b85
Parents 0
Lineage Depth 1
Universe 90 symbols
Data Signature 3c4e9f19cd2b
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 90 symbols
Symbol Trades Total Return Win Rate Last Trade
Advanced Micro Devices, Inc. AMD
13 +44.72% 69.23% 17 Feb 2026
NVIDIA Corporation NVDA
6 +40.31% 100.00% 23 Dec 2025
Morgan Stanley MS
11 +38.50% 90.91% 15 Oct 2025
Amphenol Corporation APH
8 +32.25% 87.50% 18 Feb 2026
Caterpillar, Inc. CAT
14 +30.70% 71.43% 22 Aug 2025
JP Morgan Chase & Co. JPM
14 +27.09% 78.57% 03 Feb 2026
Broadcom Inc. AVGO
13 +26.03% 69.23% 09 Feb 2026
Accenture plc ACN
7 +25.90% 100.00% 13 Nov 2024
Uber Technologies, Inc. UBER
13 +23.44% 69.23% 24 Jun 2025
American Express Company AXP
11 +23.37% 72.73% 23 Feb 2026
Alphabet Inc. GOOG
10 +21.96% 80.00% 07 Apr 2026
Arista Networks, Inc. ANET
13 +21.56% 61.54% 21 Nov 2024
Palantir Technologies Inc. PLTR
7 +19.44% 57.14% 28 Jan 2026
Intel Corporation INTC
5 +18.52% 80.00% 28 Nov 2025
Applied Materials, Inc. AMAT
7 +16.51% 71.43% 23 Mar 2026
Visa Inc. V
14 +15.33% 78.57% 22 Aug 2025
Citigroup, Inc. C
6 +14.84% 83.33% 27 Oct 2025
Applovin Corporation APP
7 +14.17% 57.14% 16 Jan 2026
UnitedHealth Group Incorporated UNH
8 +13.76% 75.00% 21 Sep 2022
Netflix, Inc. NFLX
11 +13.43% 54.55% 08 Aug 2025
Showing 1 to 25 of 759 trades
Symbol Trigger Level Exit Hold Total Return Exit Rule
BABA
06 May 2020 RM 197.97
11 May 2020 RM 205.09
3 days +3.60% Rsi Normalized
GILD
21 May 2020 RM 73.59
29 May 2020 RM 77.71
5 days +5.60% 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
COST
17 Jun 2020 RM 301.48
01 Jul 2020 RM 304.29
10 days +0.93% Rsi Normalized
WMT
17 Jun 2020 RM 40.02
06 Jul 2020 RM 39.57
12 days -1.12% Timed Exit
AMD
01 Jul 2020 RM 52.71
09 Jul 2020 RM 57.17
5 days +8.46% Rsi Normalized
GILD
28 Jul 2020 RM 74.79
31 Jul 2020 RM 70.82
3 days -5.31% Stop Loss
GILD
04 Aug 2020 RM 72.13
10 Aug 2020 RM 68.30
4 days -5.31% Stop Loss
ABBV
04 Aug 2020 RM 96.07
17 Aug 2020 RM 96.20
9 days +0.14% Rsi Normalized
LLY
13 Aug 2020 RM 151.05
31 Aug 2020 RM 148.16
12 days -1.91% Timed Exit
ANET
19 Aug 2020 RM 13.78
02 Sep 2020 RM 14.26
10 days +3.48% 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
MSFT
10 Sep 2020 RM 213.73
11 Sep 2020 RM 202.41
1 days -5.30% Stop Loss
SHOP
10 Sep 2020 RM 97.15
11 Sep 2020 RM 92.00
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
NFLX
16 Sep 2020 RM 50.08
17 Sep 2020 RM 47.41
1 days -5.33% Stop Loss
BKNG
17 Sep 2020 RM 71.44
21 Sep 2020 RM 67.65
2 days -5.31% Stop Loss
AAPL
22 Sep 2020 RM 112.85
23 Sep 2020 RM 106.87
1 days -5.30% Stop Loss
SHOP
21 Sep 2020 RM 88.44
28 Sep 2020 RM 96.98
5 days +9.66% Take Profit
SPGI
10 Sep 2020 RM 352.11
28 Sep 2020 RM 355.01
12 days +0.82% Timed Exit
INTU
22 Sep 2020 RM 310.28
30 Sep 2020 RM 325.72
6 days +4.98% Rsi Normalized
ISRG
23 Sep 2020 RM 225.55
30 Sep 2020 RM 236.15
5 days +4.70% Rsi Normalized
UNH
28 Sep 2020 RM 306.85
30 Sep 2020 RM 311.30
2 days +1.45% Rsi Normalized