Strategies / Mean reversion / RSI Crossover With Small Target

RSI Crossover With Small Target

Buys one contract when RSI(11) crosses above 8 while flat. The only exit is a profit target 0.11% above the entry price, with no stop loss.

Mean reversionLong onlyIntradayNikkei 2255 min

n/aProfit factor

2,482Net profit USD

100.00%Win rate

48Trades

-1,429Max drawdown

51.71Avg trade

Best run of 46. Nikkei 225, 5 min, spread 10, from run sweeps:2026-10-11-NIKKEI-5m-opt.tsv:9.

Entry rules, long

RSI(11) crosses above 8 while no position is open, so a long is bought at market.

Exit rules

No stop loss is set.

Test conditions

Period	Up to 2026-10-11
Instrument	Nikkei 225, 5 minutes
Spread	10 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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nikkei 225Best run	5 min	n/a	48	100.00	2,482 USD	-1,429
USD/JPY	4 hours	n/a	5	100.00	6,320 USD	-0.00
USD/JPY	Daily	n/a	2	100.00	3,010 USD	-0.00
EUR/USD	5 min	n/a	21	100.00	2,586 USD	-1,884
Nikkei 225	3 min	n/a	43	100.00	2,496 USD	-1,509
Nikkei 225	2 min	n/a	36	100.00	2,317 USD	-790
EUR/USD	10 min	n/a	18	100.00	2,183 USD	-1,212
EUR/USD	2 min	n/a	13	100.00	1,667 USD	-1,235
Nikkei 225	1 min	n/a	21	100.00	1,427 USD	-1,270
Dow Jones	2 min	n/a	23	100.00	1,222 EUR	-834
Dow Jones	1 min	n/a	13	100.00	725 EUR	-222
Nasdaq 100	1 min	n/a	22	100.00	680 EUR	-569
Silver	3 min	n/a	18	100.00	525 USD	-328
Silver	5 min	n/a	22	100.00	485 USD	-439
DAX 40	1 min	n/a	14	100.00	374 EUR	-250
Dow Jones	1 hour	n/a	7	100.00	288 EUR	-124
Brent Crude	5 min	n/a	31	100.00	271 EUR	-114
US Crude Oil	1 min	n/a	25	100.00	249 EUR	-109
GBP/USD	3 min	n/a	15	100.00	221 USD	-127
Brent Crude	2 min	n/a	25	100.00	216 EUR	-65.80
US Crude Oil	2 min	n/a	24	100.00	209 EUR	-189
FTSE 100	3 min	n/a	20	100.00	206 EUR	-132
GBP/USD	1 min	n/a	16	93.75	201 USD	-93.40
US Crude Oil	15 min	n/a	27	100.00	200 EUR	-98.20
Nikkei 225	1 hour	n/a	8	100.00	197 USD	-145
US Crude Oil	3 min	n/a	25	100.00	197 EUR	-176
Nasdaq 100	1 hour	n/a	21	100.00	196 EUR	-43.10
FTSE 100	5 min	n/a	20	100.00	195 EUR	-97.50
US Crude Oil	5 min	n/a	23	100.00	188 EUR	-127
Brent Crude	3 min	n/a	21	100.00	177 EUR	-100
GBP/USD	2 min	n/a	12	100.00	177 USD	-92.20
S&P 500	1 min	n/a	17	100.00	135 EUR	-126
Dow Jones	4 hours	n/a	2	100.00	83.00 EUR	-43.20
DAX 40	4 hours	n/a	3	100.00	35.60 EUR	-0.00
Gold	1 min	n/a	7	100.00	35.10 EUR	-19.30
GBP/USD	4 hours	n/a	2	100.00	30.00 USD	-0.00
Nikkei 225	4 hours	n/a	2	100.00	29.70 USD	-0.00
S&P 500	1 hour	n/a	10	100.00	29.45 EUR	-11.75
Gold	1 hour	n/a	15	100.00	26.60 EUR	-24.70
FTSE 100	4 hours	n/a	3	100.00	24.50 EUR	-0.00
US Crude Oil	4 hours	n/a	3	100.00	12.40 EUR	-0.00
Nasdaq 100	4 hours	n/a	3	100.00	11.70 EUR	-0.00
Brent Crude	Daily	n/a	1	100.00	9.50 EUR	-0.00
S&P 500	4 hours	n/a	4	100.00	8.92 EUR	-0.00
Brent Crude	4 hours	n/a	2	100.00	8.60 EUR	-0.00
Gold	4 hours	n/a	2	100.00	3.60 EUR	-0.00

Charts

Results by run

Top 10 of 46 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Crossover With Small Target
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 5 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[11](close)

8 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

RSI

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 48 trades, which is a small sample to judge it on.
The maximum drawdown of 1,428 USD is large next to the net profit of 2,482 USD.

Questions

About this strategy

Can I run RSI Crossover With Small Target 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 46 market and timeframe combinations. The best run by trade count was Nikkei 225, 5 minutes, with 48 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,428 USD at the tested position size, against a net result of 2,482 USD.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 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