Strategies / Momentum / RSI Momentum Crossover Long

RSI Momentum Crossover Long

Buys one contract when RSI(14) crosses above 35 and holds the position until RSI(14) crosses below 75. Only long positions are taken, with no stop or target.

MomentumLong onlySwingS&P 5004 hours

3.59Profit factor

5,838Net profit EUR

79.25%Win rate

106Trades

-1,298Max drawdown

55.08Avg trade

Best run of 49. S&P 500, 4 hours, spread 1, from run pf:2026-10-12-USA500-4h.tsv:1.

Entry rules, long

Exit rules

RSI(14) crosses below 75 while a long is open, and the position is sold at market.

Test conditions

Period	Up to 2026-10-12
Instrument	S&P 500, 4 hours
Spread	1 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
S&P 500Best run	4 hours	3.59	106	79.25	5,838 EUR	-1,298
Nasdaq 100	4 hours	3.40	133	79.70	23,445 EUR	-5,672
S&P 500	1 hour	1.72	463	74.30	5,608 EUR	-1,327
USD/JPY	30 min	n/a	659	65.86	462,800 USD	-256,760
USD/JPY	15 min	n/a	604	66.56	250,000 USD	-198,650
Nikkei 225	4 hours	n/a	84	72.62	49,250 USD	-11,063
Nikkei 225	1 hour	n/a	347	67.44	40,975 USD	-11,801
Dow Jones	Daily	n/a	47	82.98	39,439 EUR	-8,615
Nikkei 225	30 min	n/a	669	66.82	37,355 USD	-10,286
Nikkei 225	10 min	n/a	665	65.71	32,252 USD	-10,356
Nikkei 225	15 min	n/a	645	65.74	29,260 USD	-10,540
Dow Jones	4 hours	n/a	39	71.79	26,477 EUR	-11,189
EUR/USD	15 min	n/a	562	61.57	26,471 USD	-25,497
Nasdaq 100	Daily	n/a	42	90.48	25,642 EUR	-4,516
Nikkei 225	5 min	n/a	638	66.30	25,615 USD	-9,781
Nasdaq 100	1 hour	n/a	481	74.22	23,094 EUR	-6,334
Dow Jones	15 min	n/a	533	67.35	20,756 EUR	-9,257
Nasdaq 100	30 min	n/a	692	71.24	19,536 EUR	-6,386
Dow Jones	30 min	n/a	305	68.85	19,363 EUR	-10,539
DAX 40	1 hour	n/a	431	70.53	17,345 EUR	-5,825
DAX 40	4 hours	n/a	117	73.50	16,785 EUR	-5,740
Dow Jones	10 min	n/a	636	66.67	16,279 EUR	-7,956
DAX 40	30 min	n/a	692	67.20	16,048 EUR	-6,311
DAX 40	Daily	n/a	44	70.45	16,007 EUR	-5,511
Nasdaq 100	15 min	n/a	682	67.89	14,703 EUR	-6,108
Dow Jones	1 hour	n/a	149	71.81	13,573 EUR	-11,260
Nikkei 225	3 min	n/a	622	63.99	11,021 USD	-10,434
US Crude Oil	Daily	n/a	39	66.67	10,896 EUR	-9,241
Nasdaq 100	10 min	n/a	652	66.56	10,549 EUR	-4,839
Dow Jones	5 min	n/a	594	66.16	9,192 EUR	-8,203
FTSE 100	Daily	n/a	30	80.00	8,988 EUR	-3,226
DAX 40	10 min	n/a	621	63.61	8,532 EUR	-4,439
S&P 500	Daily	n/a	48	83.33	5,543 EUR	-1,238
Nasdaq 100	5 min	n/a	576	64.76	5,518 EUR	-4,819
DAX 40	15 min	n/a	629	65.66	5,466 EUR	-4,945
Dow Jones	2 min	n/a	536	64.93	5,366 EUR	-4,534
FTSE 100	4 hours	n/a	88	69.32	4,648 EUR	-3,202
DAX 40	5 min	n/a	577	66.38	4,573 EUR	-3,235
FTSE 100	10 min	n/a	590	66.78	4,442 EUR	-1,143
S&P 500	30 min	n/a	662	71.90	4,392 EUR	-1,419
FTSE 100	1 hour	n/a	371	67.65	4,226 EUR	-3,450
FTSE 100	30 min	n/a	634	65.77	4,093 EUR	-3,175
Dow Jones	1 min	n/a	521	66.79	4,019 EUR	-3,295
S&P 500	15 min	n/a	635	68.19	3,464 EUR	-1,175
FTSE 100	5 min	n/a	597	64.82	2,481 EUR	-1,379
S&P 500	10 min	n/a	614	66.45	1,994 EUR	-1,202
Gold	Daily	n/a	49	75.51	1,966 EUR	-856
S&P 500	5 min	n/a	569	69.24	1,731 EUR	-1,353
Gold	4 hours	n/a	114	65.79	1,379 EUR	-1,176

Charts

Results by run

Top 10 of 49 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 Momentum Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)

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

RSI

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 Momentum Crossover 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 49 market and timeframe combinations. The best run was S&P 500, 4 hours, with a profit factor of 3.59 over 106 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,298 EUR at the tested position size, against a net result of 5,838 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

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

Moving Average RSI Long

Also a momentum strategy.

3.49 PF · 110 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