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RSI reversal

Rank 1 · Historical simulation

Test
Strategy source

Public repository

Pinned source
Pinned commit source
Repository
https://github.com/duolaAmengweb3/clawquant-trader
Commit
942d9cd326ea7a5ec9a033ef7bf6e615faafa4c7
Source path
clawquant/strategies_builtin/rsi_reversal.py
Source SHA-256
08a25be2fa1e181b41150138ec79b8b6458cf6df6a69ba9dab7e5b2b533fc45e
License
MIT · License file
Fixed strategy

How it works

Buy when Wilder RSI is below 30; liquidate when RSI is above 70.

Rule settings
Fixed to the tested strategy
Decision interval
1h
Markets
BTC, ETH, SOL
Simulated net returns

Recent simulated results

1 day · base costs

0.000%

2026-09-082026-09-09

Gross return
0.000%
Funding
0.000%
Trading costs
0.000%
Turnover
0.000
Net return
0.000%

7 days · base costs

+3.623%

2026-09-022026-09-09

Gross return
+3.869%
Funding
-0.028%
Trading costs
-0.218%
Turnover
1.431
Net return
+3.623%

1 day · stress costs

0.000%

2026-09-082026-09-09

Gross return
0.000%
Funding
0.000%
Trading costs
0.000%
Turnover
0.000
Net return
0.000%

7 days · stress costs

+3.400%

2026-09-022026-09-09

Gross return
+3.865%
Funding
-0.028%
Trading costs
-0.437%
Turnover
1.431
Net return
+3.400%

Simulated results do not predict future results.