BB-RSI mean reversion

Rank 5 · Historical simulation

Strategy source

Public repository

Pinned source: Pinned commit source
Repository: https://github.com/PatrickSebastine/mean-reversion-trading-bot
Commit: c00091d34ad1ee10ede37996883934099bb533c9
Source path: strategies.py
Source SHA-256: bbeb3ddff4669cbfeb08219f5332604350ff7c10439e5b4ffecc56c1793e4e76
License: MIT · License file

Fixed strategy

How it works

At or after BacktestEngine bar 50, enter long only when the lower-band/RSI signal strength is at least 0.3, sized at 10% times strength at 1x; close-test the pinned 2% stop, 4% target, or strength-gated reversal.

Rule settings: Fixed to the tested strategy
Decision interval: 15m
Markets: BTC, ETH, SOL

Simulated net returns

Recent simulated results

1 day · base costs

0.000%

2026-09-08–2026-09-09

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

7 days · base costs

+0.370%

2026-09-02–2026-09-09

Gross return: +0.491%
Funding: -0.015%
Trading costs: -0.106%
Turnover: 0.707
Net return: +0.370%

1 day · stress costs

0.000%

2026-09-08–2026-09-09

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

7 days · stress costs

+0.263%

2026-09-02–2026-09-09

Gross return: +0.491%
Funding: -0.015%
Trading costs: -0.212%
Turnover: 0.707
Net return: +0.263%

Simulated results do not predict future results.