Mean reversion · RSI mean reversion
KO RSI(14) Reversion · 1H
RSI mean reversion on KO CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−1.3%Backtest
Max drawdown−2.0%Volatility 4.5%
Sharpe-2.33Trades 2
Since go-live—market closed
Backtest on real market data
Annual return−1.3%
Max drawdown−2.0%
Sharpe-2.33
Trades2
Winning trades0%
Time in market33%
Backtest on real historical prices from Aug 18, 2026 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 8% annualised volatility (risk level 2/5), capped at 2:1 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.5 | 0.1 | 0.2 | -1.3% |