RSI Mean Reversion · SPY 5m backtest · Oct 1, 2025 – Oct 2, 2026
A backtest of RSI Mean Reversion on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | RSI Mean Reversion |
|---|---|
| Symbol | SPY |
| Period | Oct 1, 2025 – Oct 2, 2026 |
| Trades | 286 |
| Total return | -2.99% |
| Max drawdown | -7.98% |
| Profit factor | 0.94 |