JPMorgan RSI Oversold Bounce
Mean reversionBuys a short-term RSI(7) washout and sells the bounce back to neutral.
Evidence
Full backtest
JPM
0.010% fee
0.020% slippage
Total Return (2y 11mo)
+33.47%
Sharpe Ratio
0.90
Max Drawdown
13.11%
Win Rate
74.1%
Profit Factor
1.86
Market replay
Price, trades & P&L
Entries and exits stay aligned with the equity curve for the full run.
Condition Status
Entry0/1 met
RSI < 2526.53 vs 25.00
Past performance does not guarantee future results. Hypothetical.