QuantifiedStrategies.com

Triple RSI Trading Strategy: 90% Win Rate Can three RSI conditions combined with one simple trend filter create a strong mean reversion strategy? We tested a Triple RSI strategy on SPY, the ETF that tracks the S&P 500. The trading rules: • The 5-day RSI is below 30 • The 5-day RSI has fallen for three days in a row • The 5-day RSI was below 60 three trading days ago • SPY closes above its 200-day moving average • If all four conditions are true, buy at the close • Sell at the close when the 5-day RSI crosses above 50 The idea is simple: look for short-term weakness while the longer-term trend is still positive. Historically, the strategy produced a win rate of around 90%, with the equity curve shown in the carousel. Of course, win rate alone does not tell the whole story. Profit factor, average trade, drawdowns, number of trades and robustness all matter too. Would you change any of the rules or test a different RSI threshold? Comment below 👇 Historical backtest only, not a forecast. If you like posts like this, we would love to have you in our Skool community. We share rule-based trading ideas, backtests and strategies regularly. Join us through the link in our bio.

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