ETH: RSI 30/70 Mean Reversion Backtest — +160.4% vs +0.7% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on ETH-USD over 5 years: +160.4% return vs +0.7% buy-and-hold, 22 trades, 23% win rate, 35.4% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +160.4% (beat buy-and-hold at +0.7%)
- Win rate: 23% over 22 trades
- Max drawdown: 35.4%
- Sharpe ratio: 0.45
- Period: 5 years of real historical price data
What the numbers say
On ETH, the RSI 30/70 Mean Reversion beat buy-and-hold over the five years through Nov 2026: +160.4% against +0.7% for simply holding — a gap of 159.7 percentage points. The strategy took 22 completed trades (5 profitable, 17 not), a 23% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 35.4% versus 67.6% for buy-and-hold. Dollar-cost averaging into ETH over the same window returned -5.4%. Best single trade: +97.0% (2022-06-18 to 2022-08-12); worst: -5.0% (2022-06-11 to 2022-06-12).
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 Ethereum when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
Run this exact rule on your own ticker — Test-My-Rule, free · StratIQ Premium: daily picks with exact levels