XRP: RSI 30/70 Mean Reversion Backtest — +120.0% vs +144.9% Buy-and-Hold
Real backtest of the RSI 30/70 Mean Reversion strategy on XRP-USD over 5 years: +120.0% return vs +144.9% buy-and-hold, 14 trades, 29% win rate, 36.2% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +120.0% (trailed buy-and-hold at +144.9%)
- Win rate: 29% over 14 trades
- Max drawdown: 36.2%
- Sharpe ratio: 0.38
- Period: 5 years of real historical price data
What the numbers say
On XRP, the RSI 30/70 Mean Reversion trailed buy-and-hold over the five years through Nov 2026: +120.0% against +144.9% for simply holding — a gap of 24.9 percentage points. The strategy took 14 completed trades (4 profitable, 10 not), a 29% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 36.2% versus 72.1% for buy-and-hold. Dollar-cost averaging into XRP over the same window returned +46.9%. Best single trade: +56.1% (2022-06-13 to 2022-09-22); 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 XRP when the 14-day RSI signals oversold (below 30), sell when it signals overbought (above 70).
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