Style
Mean Reversion Strategies
Strategies that buy oversold / sell overbought, expecting prices to revert to a baseline — RSI, Bollinger Band bounces, oscillator-based entries.
4 strategies · sorted by robustness score
RSI with SMA 200 Trend Filter
Buy oversold RSI only when price is above SMA 200 (in uptrend).
Bollinger Band Bounce
Buy when price touches lower Bollinger Band and RSI confirms oversold. Sell at middle band.
RSI 30/70 Mean Reversion
Buy when RSI(14) drops below 30 (oversold). Sell when RSI(14) rises above 70 (overbought). Backtest and robustness analysis across simulated market regimes.
RSI 30/70 Mean Reversion (BTC)
Buy when RSI(14) drops below 30 (oversold). Sell when RSI(14) rises above 70 (overbought). Robustness analysis of the classic RSI mean-reversion setup applied to Bitcoin across simulated crypto market regimes.
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