AMD RSI(2) Extreme
Mean reversionThe classic Connors setup: buy a deeply oversold RSI(2) but only above the 200-period average.
What this strategy does
AMD RSI(2) Extreme is a mean reversion strategy that trades AMD on 1-hour bars. The classic Connors setup: buy a deeply oversold RSI(2) but only above the 200-period average.
How it performed
Backtested on real AMD market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +131.5%, or +32.3% annualized. It closed 153 trades with a 67% win rate. Risk-adjusted, that is a Sharpe ratio of 1.35, a Sortino ratio of 2.89 and a maximum drawdown of 8.6%.
| Symbol | AMD |
|---|---|
| Bar size | 1-hour |
| Strategy type | Mean reversion |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +131.5% |
| Annualized return | +32.3% |
| Sharpe ratio | 1.35 |
| Sortino ratio | 2.89 |
| Max drawdown | 8.6% |
| Win rate | 67% |
| Closed trades | 153 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.