Strategies / Mean reversion / Bottom Score With RSI Exit

Bottom Score With RSI Exit

Buys when at least 3 of six bottom signals are present, the high is below the 25-period SMA, and RSI(14) is below 35. Sells when RSI(14) crosses below 70.

Mean reversionLong onlySwingNasdaq 1004 hours

2.38Profit factor

15,996Net profit EUR

76.73%Win rate

159Trades

-3,992Max drawdown

101Avg trade

Best run of 39. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-12-NAS100-4h.tsv:10.

Entry rules, long

The high is below the 25-period SMA.
RSI(14) is below 35.
No long position is open.

Exit rules

The long closes when RSI(14) crosses below 70.

Test conditions

Period	Up to 2026-10-12
Instrument	Nasdaq 100, 4 hours
Spread	3 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	4 hours	2.38	159	76.73	15,996 EUR	-3,992
Nikkei 225	4 hours	n/a	120	74.17	39,468 USD	-11,063
Dow Jones	Daily	n/a	51	80.39	37,034 EUR	-8,615
Nikkei 225	15 min	n/a	798	63.41	26,865 USD	-10,667
Nikkei 225	30 min	n/a	791	65.49	25,476 USD	-9,113
Nasdaq 100	Daily	n/a	43	81.40	25,164 EUR	-4,127
Nikkei 225	10 min	n/a	801	65.67	24,892 USD	-11,308
Nikkei 225	1 hour	n/a	416	64.90	23,079 USD	-11,624
DAX 40	Daily	n/a	54	72.22	22,152 EUR	-5,103
Dow Jones	30 min	n/a	341	66.86	17,677 EUR	-8,346
DAX 40	4 hours	n/a	146	72.60	15,597 EUR	-5,292
Dow Jones	4 hours	n/a	49	77.55	15,034 EUR	-9,991
DAX 40	1 hour	n/a	507	67.46	13,506 EUR	-5,560
Dow Jones	10 min	n/a	778	65.30	12,190 EUR	-10,225
Dow Jones	1 hour	n/a	185	68.11	11,894 EUR	-10,059
Nasdaq 100	30 min	n/a	771	68.35	11,844 EUR	-6,688
DAX 40	30 min	n/a	810	65.43	11,178 EUR	-4,945
Nasdaq 100	1 hour	n/a	548	68.07	8,784 EUR	-5,571
Nasdaq 100	15 min	n/a	800	65.88	7,577 EUR	-5,649
FTSE 100	Daily	n/a	41	82.93	7,460 EUR	-3,190
Nasdaq 100	10 min	n/a	792	65.03	7,051 EUR	-5,625
Dow Jones	3 min	n/a	758	67.94	5,582 EUR	-4,727
DAX 40	15 min	n/a	795	64.53	5,282 EUR	-4,516
FTSE 100	30 min	n/a	794	67.63	5,167 EUR	-2,879
FTSE 100	1 hour	n/a	472	65.68	4,801 EUR	-2,992
S&P 500	Daily	n/a	56	83.93	4,273 EUR	-1,238
S&P 500	4 hours	n/a	139	77.70	3,741 EUR	-1,298
Brent Crude	2 min	n/a	725	62.48	3,695 EUR	-2,728
FTSE 100	4 hours	n/a	120	70.00	3,319 EUR	-3,197
S&P 500	1 hour	n/a	542	69.37	3,319 EUR	-1,263
FTSE 100	10 min	n/a	754	66.05	3,189 EUR	-1,214
S&P 500	30 min	n/a	758	68.07	2,985 EUR	-1,246
Dow Jones	1 min	n/a	696	66.24	2,909 EUR	-2,696
FTSE 100	5 min	n/a	786	66.03	2,141 EUR	-1,074
Gold	4 hours	n/a	144	63.89	1,383 EUR	-942
S&P 500	15 min	n/a	761	65.57	1,359 EUR	-1,098
Gold	1 hour	n/a	501	63.27	1,139 EUR	-919
GBP/USD	5 min	n/a	757	64.46	1,022 USD	-801
Gold	Daily	n/a	47	72.34	977 EUR	-856

Charts

Results by run

Top 10 of 39 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Bottom Score With RSI Exit
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE barsig = 0

sma = Average[25](close)

hc = highest[22](close)
wvf = (hc - low) / hc * 100
upperband = Average[20](wvf) + 2 * STD[20](wvf)
rangehigh = highest[50](wvf) * 0.85

91 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

RSISMAStandard DeviationATRWilder Average

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Bottom Score With RSI Exit in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 39 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 2.38 over 159 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,992 EUR at the tested position size, against a net result of 15,996 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

One Notch Long

Also a mean reversion strategy.

2.38 PF · 161 trades

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs

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