BTC: RSI 30/70 Mean Reversion Backtest — +24.2% vs +126.2% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on BTC-USD over 5 years: +24.2% return vs +126.2% buy-and-hold, 16 trades, 25% win rate, 34.2% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +24.2% (trailed buy-and-hold at +126.2%)
- Win rate: 25% over 16 trades
- Max drawdown: 34.2%
- Sharpe ratio: 0.06
- Period: 5 years of real historical price data
What the numbers say
On BTC, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +24.2% against +126.2% for simply holding — a gap of 102.0 percentage points. The strategy took 16 completed trades (4 profitable, 12 not), a 25% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 34.2% versus 53.1% for buy-and-hold. Dollar-cost averaging into BTC over the same window returned +67.8%. Best single trade: +34.7% (2023-03-09 to 2023-03-17); worst: -5.0% (2022-06-13 to 2022-06-16).
Computed by StratIQ's backtest engine on real daily prices through Nov 2026 (generated 2026-11-12). Fills are assumed at the close with a 5% stop-loss; slippage and commissions are not modeled. This is a historical study of a rule — not a pick, not a recommendation, and not financial advice.
A classic mean-reversion setup: buy Bitcoin when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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