RSI Reversion · Global Indices
Goes long on each of 3 indices from the Global Indices set at 10x when RSI drops below 37.5, on the daily chart.
| Asset | Return | Trades |
|---|---|---|
| SP500 | 0.0% | 0 |
| XYZ100 | +6.5% | 2 |
| JP225 | +8.4% | 2 |
Goes long on each of 3 indices from the Global Indices set at 10x when RSI drops below 37.5, on the daily chart. Closes when RSI climbs back above 35, with no stop loss. The set: the S&P 500, XYZ100 and the Nikkei 225, the same size on each, every one trading on its own signal. Works best in sideways markets that keep snapping back.
This strategy isn't running in your account yet. Deploy it and your agent executes it on Hyperliquid, with your size and your kill-switch.
Performance
365-day backtest · 10× leverage- Conservative
- Initial balance
- $15,000
- Amount per order
- $1,000
Monthly returns
8 of 13 months up · best Jun 2026 +3.4% · worst Oct 2026 −0.1%
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.0% | +1.1% | +0.5% | +1.6% | |||||||||
| 2026 | +0.8% | +1.7% | +1.6% | 0.0% | 0.0% | +3.4% | +1.3% | 0.0% | +1.1% | −0.1% | +10.3% |
The balance's return in each calendar month (UTC), each month building on the last, so a year's total is its months compounded. Dashed cells are months the test window only partly covers. Read from the published balance curve, so a month boundary can be off by a day or two.
Longs and shorts
| Longs | Shorts | Total | |
|---|---|---|---|
| Trades | 14 | 0 | 14 |
| Win rate | 100% | — | 100% |
| Net resulton the starting balance | +15.33% | — | +15.33% |
| Profit factor | ∞ | — | ∞ |
| Average tradeon the trade size | +1.64% | — | +1.64% |
| Best trade | +3.94% | — | +3.94% |
| Worst trade | +0.27% | — | +0.27% |
Spot trades are longs. A trade that ended within half a cent of zero is flat: it counts in the trades and the win rate, never as a win. Profit factor is what the winners made divided by what the losers lost.
