STRATEGY CHECK
RSI(10) pullback ("88.89% win rate")
Pullback · Rayner Teo YouTube RSI strategy (about 1.8M views) · Original video ↗
Video figures: S&P 500 1996–2019 backtest, 36 trades · 88.89% wins
Backtest result
BTCUSDT spot daily · 2020–2025
This strategy+2.3%Buy & hold+1,114.5%
- Trades
- 8
- Win rate
- 75.0%
- Max drawdown
- −26.1%
- Profit factor
- 1.10
- Annualized return
- +0.4%
- Time in market
- 2.6%
What the result shows
- Buying and holding over the same period returned +1,114.5%. This strategy returned +2.3%, less than that.
- It held a position 2.6% of the time and sat in cash for the rest.
- Only 8 trades in 6 years. With a sample this small, a few trades decide the result.
- Along the way equity fell as much as −26.1% from its previous peak.
Rules
- Entry
- Close > 200-day SMA and RSI(10) < 30
- Exit
- RSI(10) > 40 or after 10 bars
- What changed when written as rules
- No stop in the original (-90% keeps it out of the way); an S&P 500 rule applied to BTC unchanged
- Test conditions
- BTCUSDT spot daily · 2020–2025 · 0.10% fee per side · 0.05% slippage · entry at the next open after a signal on a closed candle
This is a calculation of the rules on historical prices. It is not a recommendation to buy or sell any asset and does not promise returns. A different symbol, timeframe or period gives a different result. Results claimed by the original sources have not been verified by this service.
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