JPMorgan RSI Oversold Bounce
Mean reversionBuys a short-term RSI(7) washout and sells the bounce back to neutral.
Strategy
Backtest
JPM
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+33.47%
Realized +33.47% / Unrealized 0.00%
Sharpe Ratio
0.90
Max Drawdown
13.11%
Win Rate
74.07%
Profit Factor
1.86
Condition Status
Entry0/1 met
RSI < 2526.53 vs 25.00
Recent Trades
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
buy | $142.198 | $144.691 | 668.1671 | +$1646.32 | +1.73% | $19.17 | Market | compare | 1d | 7 | 0.53% | 2.07% | Signal | 100% |
buy | $156.031 | $157.527 | 618.9961 | +$906.54 | +0.94% | $19.41 | Market | compare | 20h | 3 | 0.31% | 1.01% | Signal | 100% |
buy | $154.361 | $156.254 | 631.2785 | +$1175.32 | +1.21% | $19.61 | Market | compare | 1d | 7 | 0.11% | 1.52% | Signal | 100% |
buy | $153.191 | $155.719 | 643.4331 | +$1606.86 | +1.63% | $19.88 | Market | compare | 5h | 5 | 0.39% | 1.82% | Signal | 100% |
buy | $150.92 | $149.021 | 663.1431 | $-1279.26 | -1.28% | $19.89 | Market | compare | 6d 4h | 32 | 2.30% | 0.33% | Signal | 100% |
buy | $146.899 | $147.336 | 673.1563 | +$274.33 | +0.28% | $19.81 | Market | compare | 1d 2h | 9 | 0.98% | 0.47% | Signal | 100% |
buy | $146.039 | $147.67 | 678.8139 | +$1087.38 | +1.10% | $19.94 | Market | compare | 19h | 2 | 0.23% | 1.40% | Signal | 100% |
buy | $145.199 | $144.681 | 689.8101 | $-377.30 | -0.38% | $20.00 | Market | compare | 5d 21h | 25 | 1.76% | 0.33% | Signal | 100% |
buy | $147.63 | $144.571 | 676.0260 | $-2087.34 | -2.09% | $19.75 | Market | compare | 4d 21h | 18 | 2.66% | 0.13% | Signal | 100% |
buy | $144.859 | $142.916 | 674.2398 | $-1329.15 | -1.36% | $19.40 | Market | compare | 2d 6h | 20 | 2.02% | 0.53% | Signal | 100% |
Showing 1–10 of 81 trades
Past performance does not guarantee future results. Hypothetical.