AMD RSI(2) Extreme

Mean reversion

The classic Connors setup: buy a deeply oversold RSI(2) but only above the 200-period average.

Strategy

Backtest

AMD
Execution costs: 0.010% fee · 0.020% slippage

Total Return(2y 11mo)

+123.84%

Realized +123.84% / Unrealized 0.00%

Sharpe Ratio

1.29

Max Drawdown

8.64%

Win Rate

67.11%

Profit Factor

2.16

Condition Status

Hover or select a bar to inspect its conditions.

Recent Trades

DIRECTIONENTRYEXITQTYPNLPNL %FEESORDEREXIT REASONDURATIONBARS HELDMAE %MFE %ENTRY REASONOVERLAY
buy
$116.053$114.917818.8243$-949.26-1.00%$18.91
Market
compare19h22.85%0.66%Signal100%
buy
$109.373$109.558860.4020+$140.09+0.15%$18.84
Market
compare4h41.05%0.66%Signal100%
buy
$105.775$106.269891.0129+$420.81+0.45%$18.89
Market
compare3h30.93%1.42%Signal100%
buy
$107.932$108.378876.9939+$372.82+0.39%$18.97
Market
compare21h40.93%3.13%Signal100%
buy
$108.242$107.239877.8665$-899.50-0.95%$18.92
Market
compare3d 20h103.23%0.81%Signal100%
buy
$104.701$106.099899.3094+$1238.13+1.31%$18.96
Market
compare2h20.03%1.52%Signal100%
buy
$104.001$104.204916.5010+$167.30+0.18%$19.08
Market
compare1d72.17%1.54%Signal100%
buy
$111.562$111.198856.0043$-331.13-0.35%$19.07
Market
compare4h41.20%0.22%Signal100%
buy
$113.538$117.262838.1898+$3102.11+3.26%$19.35
Market
compare19h20.23%4.14%Signal100%
buy
$116.673$116.837840.8907+$117.68+0.12%$19.64
Market
compare4h40.58%0.73%Signal100%

Showing 110 of 152 trades

Past performance does not guarantee future results. Hypothetical.