Question
Does RSI work on Bitcoin?
Robustness of RSI mean-reversion strategies applied to BTC under the curated case set.
Short answer
Across the 4 BTC strategies in the catalog, the top score is 55/100 (EMA 12/26 Crossover (BTC)), median 51, bottom 50 (MACD + RSI Confirmation (BTC)). Buckets with sparse ex-post classification are augmented from a-priori tags (Phase 18d).
BTC strategies ranked by robustness score
| Strategy | Score | WCDD₉₅ | Median return | 5th-percentile |
|---|---|---|---|---|
| EMA 12/26 Crossover (BTC) | 54.9 / 100 | 22% | 0.0% | -13.6% |
| Buy and Hold Bitcoin | 53.2 / 100 | 57% | 5.0% | -54.1% |
| RSI 30/70 Mean Reversion (BTC) | 50.6 / 100 | 44% | 0.0% | -42.9% |
| MACD + RSI Confirmation (BTC) | 49.7 / 100 | 19% | 0.0% | -12.5% |
Scores are V2 per-FM-bucket composites (equal-weight across 9 score buckets, shrinkage k=10 for sparse buckets, a-priori augmentation threshold n=5). 0–100; higher = more uniform behaviour across the curated regimes.
Related strategy reports
Related failure-mode definitions
Related questions
Data is sourced from the curated case set: 31 empirical anchors + 32 synthetic stress probes across 9 score buckets, V2 per-FM-bucket scoring with a-priori augmentation. See /methodology.
Programmatic access: POST /api/v1/agent/analyze · GET /api/v1/catalog/query · see /interop.