Claude 3 BB RSI Reversion · SPY backtest · Mar 29, 2023 – Oct 2, 2026
A backtest of Claude 3 BB RSI Reversion on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | Claude 3 BB RSI Reversion |
|---|---|
| Symbol | SPY |
| Period | Mar 29, 2023 – Oct 2, 2026 |
| Trades | 1062 |
| Total return | -24.76% |
| Max drawdown | -26.25% |
| Profit factor | 0.81 |