SPY RSI Mean Reversion: 12.1% Return, 100% Win Rate
Anonymous · August 21, 2026
RSI mean-reversion on SPY: buying when RSI(14) drops below 30 (oversold) and selling when it climbs back above 70 (overbought), $1,000 per buy, $10,000 starting cash, over the last 3 years. SPY doesn't dip into oversold territory often in a strong uptrend, so expect this to be a low-frequency strategy — the interesting numbers will be win rate and how it stacks up against just holding SPY over the same stretch, which is a high bar given the run equities have had.
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Buy/Sell/Count Triggers
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| Date ▲ | Signal | Price | Return % | Hold Days | Units | Total P&L | Portfolio | Conditions |
|---|---|---|---|---|---|---|---|---|
| 2023-09-20 | BUY | $438.64 | — | — | +2 (SPY) | — | $10,000.00 | RSI(14) below 30 |
| 2023-09-21 | BUY | $431.39 | — | — | +2 (SPY) | — | $9,985.50 | RSI(14) below 30 |
| 2023-09-22 | BUY | $430.42 | — | — | +2 (SPY) | — | $9,981.62 | RSI(14) below 30 |
| 2023-09-25 | BUY | $432.23 | — | — | +2 (SPY) | — | $9,992.48 | RSI(14) below 30 |
| 2023-09-26 | BUY | $425.88 | — | — | +2 (SPY) | — | $9,941.68 | RSI(14) below 30 |
| 2023-09-27 | BUY | $426.05 | — | — | +2 (SPY) | — | $9,943.38 | RSI(14) below 30 |
| 2023-09-28 | BUY | $428.52 | — | — | +2 (SPY) | — | $9,973.02 | RSI(14) below 30 |
| 2023-09-29 | BUY | $427.48 | — | — | +2 (SPY) | — | $9,958.46 | RSI(14) below 30 |
| 2023-10-02 | BUY | $427.31 | — | — | +2 (SPY) | — | $9,955.74 | RSI(14) below 30 |
| 2023-10-03 | BUY | $421.59 | — | — | +2 (SPY) | — | $9,852.78 | RSI(14) below 30 |
Showing partial data — run the backtest to see all trades.
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| Period | Trades | Avg Return | Cumulative |
|---|---|---|---|
| 2023-11 | 1 | 4.75% | 4.75% |
| 2023-12 | 0 | 0.00% | 4.75% |
| 2024-01 | 0 | 0.00% | 4.75% |
| 2024-02 | 0 | 0.00% | 4.75% |
| 2024-03 | 0 | 0.00% | 4.75% |