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Strategies / Mean reversion / RSI 30 70 Crossover

RSI 30 70 Crossover

Buys one contract when the 14-period RSI crosses back above 30, a level often read as oversold. Closes the position when the RSI crosses below 70.

Mean reversionLong onlySwingNasdaq 1004 hours
2.54Profit factor
18,101Net profit EUR
76.07%Win rate
163Trades
-4,190Max drawdown
111Avg trade

Best run of 33. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-12-NAS100-4h.tsv:5.

Entry rules, long

  1. RSI(14) crosses above 30 while no long position is open, and a long is bought at market.

Exit rules

  2. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-12
InstrumentNasdaq 100, 4 hours
Spread3 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run4 hours2.54 16376.0718,101 EUR-4,190
FTSE 1005 min1.37 81968.503,688 EUR-893
USD/JPY1 hourn/a 58564.96232,300 USD-225,800
Dow JonesDailyn/a 5683.9344,587 EUR-8,615
Nikkei 2254 hoursn/a 12075.8343,200 USD-9,638
Nikkei 2251 hourn/a 42067.3831,369 USD-9,741
Nikkei 22530 minn/a 80766.5421,950 USD-8,983
Nikkei 22515 minn/a 81864.3021,630 USD-11,742
Nikkei 22510 minn/a 81064.3219,558 USD-11,069
DAX 40Dailyn/a 6173.7718,704 EUR-4,933
DAX 404 hoursn/a 14372.7316,478 EUR-4,192
Dow Jones1 hourn/a 19669.3914,441 EUR-10,104
Nasdaq 10030 minn/a 80969.3414,098 EUR-5,559
Dow Jones30 minn/a 35566.4813,721 EUR-8,270
Nikkei 2255 minn/a 81463.0212,666 USD-11,162
SilverDailyn/a 5174.5110,949 USD-7,304
Nasdaq 1001 hourn/a 55970.6610,785 EUR-5,551
Dow Jones15 minn/a 66566.479,871 EUR-9,547
DAX 401 hourn/a 50566.349,667 EUR-5,745
Nasdaq 100Dailyn/a 4278.579,362 EUR-4,428
Nasdaq 10015 minn/a 82764.099,096 EUR-4,731
FTSE 100Dailyn/a 3987.187,889 EUR-3,190
DAX 4030 minn/a 83564.437,185 EUR-4,845
Nasdaq 10010 minn/a 81366.796,544 EUR-6,248
FTSE 1001 hourn/a 47268.225,405 EUR-2,711
S&P 5001 hourn/a 55971.743,895 EUR-1,383
FTSE 10010 minn/a 76866.413,801 EUR-1,055
FTSE 1004 hoursn/a 11969.753,749 EUR-2,817
S&P 50030 minn/a 79769.513,647 EUR-973
S&P 5004 hoursn/a 14175.183,501 EUR-1,298
S&P 500Dailyn/a 5379.253,012 EUR-945
Gold4 hoursn/a 14166.671,755 EUR-797
S&P 50010 minn/a 79267.171,490 EUR-1,322

Charts

Results by run

Top 10 of 33 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// RSI 30 70 Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)

12 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. 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".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

RSI
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run RSI 30 70 Crossover 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 33 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 2.54 over 163 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,190 EUR at the tested position size, against a net result of 18,101 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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RSI Threshold Reversal

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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.comStatsDocs