Triple RSI Trading Strategy: 90% Win Rate
Can three RSI conditions combined with one simple trend filter create a strong mean reversion strategy?
We tested a Triple RSI strategy on SPY, the ETF that tracks the S&P 500.
The trading rules:
• The 5-day RSI is below 30
• The 5-day RSI has fallen for three days in a row
• The 5-day RSI was below 60 three trading days ago
• SPY closes above its 200-day moving average
• If all four conditions are true, buy at the close
• Sell at the close when the 5-day RSI crosses above 50
The idea is simple: look for short-term weakness while the longer-term trend is still positive.
Historically, the strategy produced a win rate of around 90%, with the equity curve shown in the carousel.
Of course, win rate alone does not tell the whole story. Profit factor, average trade, drawdowns, number of trades and robustness all matter too.
Would you change any of the rules or test a different RSI threshold? Comment below 👇
Historical backtest only, not a forecast.
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Tam tersi yapay zeka dedikleri(onlara göre) istenen sonucu vermedi, hedefledikleri gerçek IA mantığına ulaşmadıkları için şimdiden yavaşlatalım deyip algıyı yönetiyorlar çünkü zamana ihtiyaçları var. Ayrıca şu ana kadar gelinen nokta bile tam olarak onların reklamnını yaptığı gidi değil.