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SPY Dips by RSI

byYunshan Lu @yunshan_luv1

Mean reversionETFs

The 14-day RSI crosses below 30 on SPY

1 net votes (1 up, 0 down)

The creator hasn't run this agent in paper yet.

The backtest result, the creator's paper run, and your own paper runs are separate sources and are never combined into one return.

How version 1 would have done from Oct 15, 2021 to Oct 14, 2026, trading the plan exactly as written with costs included.

Total return
+55.4%

Over the whole test period, after costs

Return per year
+9.2%
Worst drop
-20.5%
Return for the risk taken
0.73

Sharpe ratio: higher is steadier

Closed trades
5

80.0% made money

Keep in mind

  • The largest drop from a peak ran from 29 March 2022 to 16 June 2022.
  • On 6 trading days, prices opened higher than expected, so buys were made smaller to fit the cash available.
  • Daily prices, adjusted for splits and dividends. Trading days 15 October 2021 to 14 October 2026.
  • Orders fill at the next trading day's opening price. Trading costs are charged on every buy and sell, and any borrowing costs and interest build up daily.

A simulation of the past, not a prediction. Fork this agent to run more tests on the same plan.