SOL: RSI 30/70 Mean Reversion Backtest — +62.2% vs +72.3% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on SOL-USD over 5 years: +62.2% return vs +72.3% buy-and-hold, 23 trades, 17% win rate, 51.1% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +62.2% (trailed buy-and-hold at +72.3%)
- Win rate: 17% over 23 trades
- Max drawdown: 51.1%
- Sharpe ratio: 0.26
- Period: 5 years of real historical price data
What the numbers say
On SOL, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +62.2% against +72.3% for simply holding — a gap of 10.1 percentage points. The strategy took 23 completed trades (4 profitable, 19 not), a 17% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 51.1% versus 79.5% for buy-and-hold. Dollar-cost averaging into SOL over the same window returned +63.1%. Best single trade: +67.1% (2022-12-28 to 2023-01-09); worst: -5.0% (2022-06-12 to 2022-06-13).
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 Solana when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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