Strategies / Mean reversion / RSI Extreme Reversion Long

RSI Extreme Reversion Long

Buys when a 14-period RSI, smoothed with simple averages, falls to 15 or below. Sells when the RSI rises to 85 or above.

Mean reversionLong onlySwingSilver1 hour

9.15Profit factor

558,407Net profit USD

61.89%Win rate

286Trades

-19,359Max drawdown

1,952Avg trade

Best run of 41. Silver, 1 hour, spread 2, from run pf:2026-10-13-SILVER-1h.tsv:1.

Entry rules, long

Exit rules

RSI(14), using simple averages of gains and losses, is at or above 85.

Test conditions

Period	Up to 2026-10-13
Instrument	Silver, 1 hour
Spread	2 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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	1 hour	9.15	286	61.89	558,407 USD	-19,359
USD/JPY	4 hours	n/a	90	64.44	498,020 USD	-322,330
USD/JPY	30 min	n/a	394	64.47	385,480 USD	-274,220
USD/JPY	15 min	n/a	411	63.75	215,500 USD	-202,150
USD/JPY	2 min	n/a	424	69.10	83,290 USD	-68,720
Nikkei 225	1 hour	n/a	264	65.91	35,589 USD	-9,392
Nikkei 225	4 hours	n/a	66	68.18	32,592 USD	-11,063
Nikkei 225	30 min	n/a	523	61.57	30,703 USD	-8,798
Silver	15 min	n/a	398	63.82	30,522 USD	-9,394
Dow Jones	15 min	n/a	409	63.08	15,635 EUR	-9,685
Dow Jones	Daily	n/a	26	65.38	13,076 EUR	-8,615
Nasdaq 100	1 hour	n/a	400	65.00	12,984 EUR	-5,786
Nasdaq 100	4 hours	n/a	90	71.11	10,094 EUR	-3,441
Dow Jones	30 min	n/a	231	61.90	10,022 EUR	-7,778
Brent Crude	10 min	n/a	485	61.65	9,929 EUR	-2,492
EUR/USD	5 min	n/a	443	61.17	9,647 USD	-4,974
Nasdaq 100	30 min	n/a	484	65.29	8,700 EUR	-6,506
Nasdaq 100	10 min	n/a	496	62.30	7,861 EUR	-6,095
Dow Jones	2 min	n/a	426	64.55	7,830 EUR	-2,352
DAX 40	Daily	n/a	30	66.67	7,775 EUR	-5,384
Brent Crude	4 hours	n/a	55	69.09	7,585 EUR	-3,131
Brent Crude	2 min	n/a	432	62.04	7,041 EUR	-1,786
FTSE 100	Daily	n/a	21	71.43	6,492 EUR	-2,658
DAX 40	4 hours	n/a	95	72.63	6,438 EUR	-5,124
DAX 40	1 hour	n/a	365	62.47	6,394 EUR	-5,528
Nasdaq 100	15 min	n/a	493	60.85	6,188 EUR	-5,721
US Crude Oil	5 min	n/a	461	62.26	4,445 EUR	-3,833
FTSE 100	1 hour	n/a	336	64.88	4,042 EUR	-2,551
Nasdaq 100	Daily	n/a	17	82.35	3,699 EUR	-1,452
FTSE 100	4 hours	n/a	75	62.67	3,404 EUR	-2,454
FTSE 100	30 min	n/a	499	61.92	3,223 EUR	-2,498
GBP/USD	15 min	n/a	405	62.22	2,845 USD	-2,620
S&P 500	30 min	n/a	493	64.91	2,550 EUR	-1,315
S&P 500	4 hours	n/a	84	65.48	2,138 EUR	-1,105
DAX 40	1 min	n/a	410	62.20	2,017 EUR	-1,737
FTSE 100	3 min	n/a	479	64.51	1,628 EUR	-1,334
Gold	5 min	n/a	412	65.05	1,391 EUR	-1,009
S&P 500	5 min	n/a	450	63.78	1,375 EUR	-1,152
Gold	Daily	n/a	34	70.59	928 EUR	-856
GBP/USD	5 min	n/a	430	64.19	734 USD	-665
S&P 500	1 min	n/a	299	61.20	537 EUR	-327

Charts

Results by run

Top 10 of 41 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// RSI Extreme Reversion Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE myRsi = 50

chg = close - close[1]
gain = max(chg, 0)
myLoss = -min(chg, 0)
up = Average[14](gain)
dn = Average[14](myLoss)

IF dn = 0 THEN
    myRsi = 100
ELSIF up = 0 THEN
    myRsi = 0
ELSE
    myRsi = 100 - (100 / (1 + up / dn))
ENDIF

10 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

RSISMA

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 RSI Extreme Reversion Long 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 41 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 9.15 over 286 trades.

How large was the drawdown?

The best run had a maximum drawdown of 19,358 USD at the tested position size, against a net result of 558,407 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

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

Bollinger Percent B Reversion

Also a mean reversion strategy.

9.01 PF · 834 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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

Join the ProRealAlgos Community

Sign up is paused. All spots are currently filled.Leave your email and we’ll reach out as slots open.

When are you looking to start?

Within 6 months 6–12 months Just exploring