Adaptive Mean Reversion
Adaptive mean-reversion using RSI extremes plus distance from SMA.
By STLab · Published 2026-06-11 · CC-BY-SA-4.0
Reliability
Read with caution — from 21 trades, fewer than the 30 a result needs to mean much.
Backtest result
| Return | -0.9% |
|---|---|
| Sharpe | -0.08 |
| Max drawdown | 3.1% |
| Profit factor | 0.83 |
| Win rate | 33.3% |
| Trades | 21 |
Run on ETH/USDT 4h · 1y · 2190 bars · data from deepcoin. Frozen at publish time, captured 2026-07-15.
Strategy rules
{
"exit": {
"logic": "AND",
"conditions": [
{
"value": 55,
"params": {
"period": 14
},
"operator": ">",
"indicator": "RSI"
}
]
},
"name": "Adaptive Mean Reversion",
"risk": {
"stopLoss": 3,
"takeProfit": 7,
"positionSize": 8
},
"entry": {
"side": "long",
"logic": "AND",
"conditions": [
{
"value": 25,
"params": {
"period": 14
},
"operator": "<",
"indicator": "RSI"
},
{
"value": 0,
"params": {},
"operator": "<",
"indicator": "PRICE",
"compareParams": {
"period": 50
},
"compareIndicator": "SMA"
}
]
},
"source": "preset",
"version": "1.0"
}