RSI Mean Reversion · SPY backtest · Mar 30, 2023 – 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 | Mar 30, 2023 – Oct 2, 2026 |
| Trades | 374 closed + 1 open |
| Total return | +2.13% |
| Max drawdown | -16.36% |
| Profit factor | 1.02 |