Buys when the 14 period RSI is above 70 and holds the long until the RSI drops below 30. The strategy trades long only, with no stop or target.
Best run of 43. Nasdaq 100, 1 hour, spread 3, from run pf:2026-10-12-NAS100-1h.tsv:8.
| Period | Up to 2026-10-12 |
| Instrument | Nasdaq 100, 1 hour |
| 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
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | 1 hour | 1.61 | 558 | 44.44 | 18,885 EUR | -2,698 |
| Gold | 15 min | 1.40 | 736 | 39.27 | 2,676 EUR | -538 |
| Nasdaq 100 | 30 min | 1.36 | 809 | 43.88 | 16,667 EUR | -3,717 |
| USD/JPY | 30 min | 1.28 | 756 | 41.53 | 685,110 USD | -161,410 |
| USD/JPY | Daily | n/a | 52 | 36.54 | 691,450 USD | -590,750 |
| USD/JPY | 15 min | n/a | 743 | 40.11 | 312,060 USD | -179,060 |
| USD/JPY | 10 min | n/a | 739 | 40.46 | 259,930 USD | -178,740 |
| EUR/USD | Daily | n/a | 41 | 48.78 | 66,332 USD | -38,961 |
| Nikkei 225 | Daily | n/a | 40 | 50.00 | 64,895 USD | -11,480 |
| Nikkei 225 | 1 hour | n/a | 419 | 42.24 | 24,111 USD | -11,627 |
| Nikkei 225 | 2 min | n/a | 728 | 39.84 | 24,035 USD | -7,881 |
| Silver | 30 min | n/a | 734 | 36.78 | 23,441 USD | -18,172 |
| Nikkei 225 | 30 min | n/a | 807 | 39.28 | 21,073 USD | -10,360 |
| Nikkei 225 | 3 min | n/a | 757 | 38.44 | 18,909 USD | -6,476 |
| Nasdaq 100 | Daily | n/a | 43 | 58.14 | 17,990 EUR | -4,832 |
| Dow Jones | 4 hours | n/a | 48 | 45.83 | 12,439 EUR | -7,268 |
| Nikkei 225 | 1 min | n/a | 711 | 37.55 | 11,217 USD | -8,531 |
| Nasdaq 100 | 15 min | n/a | 827 | 42.81 | 10,854 EUR | -3,131 |
| Nasdaq 100 | 4 hours | n/a | 163 | 46.01 | 10,275 EUR | -4,159 |
| Dow Jones | 15 min | n/a | 666 | 41.89 | 9,430 EUR | -5,691 |
| Dow Jones | 30 min | n/a | 355 | 42.54 | 9,099 EUR | -8,562 |
| DAX 40 | 30 min | n/a | 835 | 41.92 | 8,996 EUR | -4,655 |
| Nasdaq 100 | 3 min | n/a | 738 | 40.51 | 8,990 EUR | -2,677 |
| Nasdaq 100 | 10 min | n/a | 812 | 39.53 | 7,295 EUR | -4,551 |
| Nasdaq 100 | 2 min | n/a | 694 | 42.80 | 7,273 EUR | -2,097 |
| Nasdaq 100 | 5 min | n/a | 750 | 38.80 | 6,711 EUR | -4,555 |
| DAX 40 | 1 hour | n/a | 504 | 40.67 | 6,246 EUR | -4,547 |
| DAX 40 | 5 min | n/a | 729 | 37.31 | 5,481 EUR | -2,637 |
| DAX 40 | 15 min | n/a | 802 | 39.28 | 4,461 EUR | -3,935 |
| S&P 500 | Daily | n/a | 53 | 54.72 | 4,273 EUR | -870 |
| Gold | Daily | n/a | 47 | 40.43 | 3,385 EUR | -1,320 |
| Gold | 1 hour | n/a | 495 | 42.02 | 3,122 EUR | -1,405 |
| S&P 500 | 4 hours | n/a | 142 | 45.77 | 2,694 EUR | -1,021 |
| S&P 500 | 1 hour | n/a | 558 | 43.91 | 2,629 EUR | -763 |
| S&P 500 | 15 min | n/a | 784 | 40.94 | 2,149 EUR | -789 |
| Gold | 30 min | n/a | 753 | 40.37 | 2,026 EUR | -1,306 |
| Gold | 4 hours | n/a | 141 | 40.43 | 1,989 EUR | -1,505 |
| S&P 500 | 30 min | n/a | 796 | 42.46 | 1,935 EUR | -1,316 |
| Gold | 3 min | n/a | 682 | 40.32 | 1,633 EUR | -610 |
| Gold | 10 min | n/a | 745 | 39.60 | 1,613 EUR | -1,004 |
| Gold | 5 min | n/a | 738 | 38.75 | 1,532 EUR | -652 |
| S&P 500 | 5 min | n/a | 729 | 39.37 | 993 EUR | -830 |
| Gold | 2 min | n/a | 681 | 36.71 | 678 EUR | -656 |
Charts
Top 10 of 43 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // RSI Above 70 Hold // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: 1 hour // ============================================================== DEFPARAM CumulateOrders = false myRsi = RSI[14](close)
9 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 43 market and timeframe combinations. The best run was Nasdaq 100, 1 hour, with a profit factor of 1.61 over 558 trades.
The best run had a maximum drawdown of 2,698 EUR at the tested position size, against a net result of 18,885 EUR.
It only takes long trades.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.