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 53/100 (Buy and Hold Bitcoin), median 50, bottom 49 (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 |
|---|---|---|---|---|
| Buy and Hold Bitcoin | 52.5 / 100 | 56% | 2.1% | -53.9% |
| RSI 30/70 Mean Reversion (BTC) | 51.2 / 100 | 40% | 0.0% | -37.1% |
| EMA 12/26 Crossover (BTC) | 49.9 / 100 | 21% | -0.8% | -13.6% |
| MACD + RSI Confirmation (BTC) | 49.1 / 100 | 18% | 0.0% | -12.4% |
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.