Does the RSI(14) 30/70 reversion strategy work?
We coded the rsi(14) 30/70 reversion to exact mechanical rules and ran it on june 1, 2025 – june 1, 2026 (12 months) of real data with fees on. No discretion, losers published as losers. Here is the verified result.
Verified Result
Weak: the mechanical version barely cleared, or failed to clear, the fee hurdle.
| Market | TF | Trades | Win | PF | Max DD | Net |
|---|---|---|---|---|---|---|
| ETH | 1h | 192 | 32.3% | 0.86 | 29.2% | -19.0% |
| BTC | 1h | 233 | 28.8% | 0.67 | 46.5% | -45.8% |
| Gold (PAXG) | 1h | 160 | 26.9% | 0.52 | 50.5% | -50.5% |
| EUR (EURUSDT) | 1h | 184 | 28.8% | 0.38 | 74.1% | -72.8% |
How the SVS 25 breaks down ▾
12 months of real 1-minute data, fees on (0.05%/side), $10k start, 1% risk. How the score works →
The exact rules tested
- Long when RSI(14) crosses up through 30, short when it crosses down through 70; 1.5x ATR stop; 2R target
How to read this
This is the mechanical floor — what the rules alone produced after costs, with zero discretion. A low score doesn’t mean the idea is worthless; it’s the baseline your filtering and judgement have to beat. The SVS methodology explains exactly how the score is built.
Test your own version of this
Add a trend filter, a session window, or a confluence and see if you can beat the floor. Describe it in plain English and the AI backtester runs it on real data.
Open the AI backtester →Questions
Is the RSI(14) 30/70 reversion strategy profitable?
Weak: the mechanical version barely cleared, or failed to clear, the fee hurdle. Across 4 markets and 769 trades with fees on, it had a profit factor of 0.63 and an average net return of -47.0%.
What is the win rate of the RSI(14) 30/70 reversion strategy?
29.3% across all tested markets. Note that win rate alone is misleading — with a fixed reward-to-risk target, a mechanically negative strategy can still win 30–45% of the time.
How was the RSI(14) 30/70 reversion strategy tested?
Coded to exact mechanical rules and run on June 1, 2025 – June 1, 2026 (12 months) of real 1-minute data, fees on (0.05% per side), $10,000 start, 1% risk per trade, on Secuora's deterministic engine. No discretion.