Mean reversion · RSI mean reversion
Gold RSI(14) Reversion · 1H
RSI mean reversion on XAU/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−11.8%Backtest
Max drawdown−11.3%Volatility 10.9%
Sharpe-1.10Trades 77
Since go-live—awaiting first trade
Backtest on real market data
Annual return−11.8%
Max drawdown−11.3%
Sharpe-1.10
Trades77
Winning trades60%
Time in market40%
Backtest on real historical prices from Dec 15, 2025 to Oct 2, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Alpaca)
Methodology
- Buy when RSI(14) closes below 30, sell short when it closes above 70.
- Positions are closed when RSI crosses back through 50.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), capped at 5:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -2.3 | -2.3% | |||||||||||
| 2026 | -4.2 | 0.3 | -2.7 | 2.7 | -1.0 | -0.3 | 0.5 | -3.5 | 0.8 | 0.0 | -7.4% |