RSI oversold bounce backtest on real data
The textbook RSI rule: buy when RSI(14) comes back up through 30, sell when it drops back through 70, with a 200 EMA trend filter. Stop 1.5 ATR, target 2R.
154trades
32%win rate
0.91profit factor
-0.07Raverage trade
-18.9%max drawdown
-10.9%return at 1% risk
EUR/USD · 1-hour candles · 2016-11-09 to 2026-11-09 · Dukascopy data · equity in %, 1% risk per trade
On this data the rules lost money after costs. That is useful to know before you trade them.
The exact rules tested
Buy when RSI(14) crosses above 30 and price is above the 200 EMA. Sell when RSI(14) crosses below 70 and price is below the 200 EMA. Stop at 1.5x ATR. Target 2R.
How WickCheck reads these rules:
- Long: RSI(14) ↗ 30
- Long: Close > EMA(200)
- Short: RSI(14) ↘ 70
- Short: Close < EMA(200)
- Stop: 1.5×ATR(14)
- Target: 2R
Run this backtest yourself
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Same rules on 7 markets
| Market | Trades | Win rate | Profit factor | Avg trade | Max DD | Return | Period |
|---|---|---|---|---|---|---|---|
| EUR/USD | 154 | 32% | 0.91 | -0.07R | -18.9% | -10.9% | 2016-11 – 2026-11 |
| XAU/USD · Gold | 145 | 37% | 1.06 | +0.04R | -12.5% | +4.6% | 2016-11 – 2026-11 |
| ES · S&P 500 | 179 | 35% | 1.05 | +0.03R | -13.5% | +3.9% | 2016-11 – 2026-11 |
| GBP/USD | 183 | 31% | 0.83 | -0.12R | -26.7% | -21.7% | 2016-11 – 2026-11 |
| BTC/USD | 190 | 29% | 0.71 | -0.23R | -37.3% | -36.9% | 2017-05 – 2026-11 |
| SPY · S&P 500 ETF | 17 | 41% | 0.98 | -0.02R | -7.5% | -0.6% | 2024-11 – 2026-11 |
| AAPL · Apple | 11 | 27% | 0.74 | -0.19R | -4.0% | -2.2% | 2024-11 – 2026-11 |
Click a market to open that exact test in WickCheck.
Year by year (EUR/USD)
| Year | Trades | Win rate | Result |
|---|---|---|---|
| 2016 | 1 | 0% | -1.0R |
| 2017 | 16 | 25% | -4.6R |
| 2018 | 17 | 35% | +0.4R |
| 2019 | 12 | 33% | -0.6R |
| 2020 | 15 | 33% | -0.4R |
| 2021 | 19 | 53% | +10.2R |
| 2022 | 14 | 14% | -8.4R |
| 2023 | 13 | 38% | +1.5R |
| 2024 | 18 | 39% | +2.1R |
| 2025 | 19 | 16% | -10.7R |
| 2026 | 10 | 40% | +1.6R |
How this test was run
- Real historical candles from Dukascopy, 1-hour timeframe, 2016-11-09 to 2026-11-09.
- Signals only on closed candles, so a candle never uses information from its own future.
- Spread and commission included, at typical levels for each market.
- 1% of the account risked per trade. When stop and target both fall inside the same candle, 1-minute data decides which came first (where available).
- Results refresh automatically as new candles come in. Last updated 2026-11-09.
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