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Strategies / Mean reversion / Seasonal RSI Dip Buying

Seasonal RSI Dip Buying

Buys when the 2-period RSI falls below 10 during the months August to February, then sells once it rises above 50. The strategy trades only long positions.

Mean reversionLong onlySwingUSD/JPYDaily
2.04Profit factor
1,703Net profit USD
72.31%Win rate
65Trades
-469Max drawdown
26.20Avg trade

Best run of 2. USD/JPY, Daily, spread 1.4, from run pf:2026-10-10-USDJPY-D.tsv:27.

Entry rules, long

  1. The calendar month is August to February.

Exit rules

  1. The 2-period RSI is above 50, and the long position is closed at market.

Test conditions

PeriodUp to 2026-10-10
InstrumentUSD/JPY, Daily
Spread1.4 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily2.04 6572.311,703 USD-469
US Crude OilDaily1.20 36563.019,372 EUR-8,333

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Seasonal RSI Dip Buying
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

17 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
  • The best run has only 65 trades, which is a small sample to judge it on.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Seasonal RSI Dip Buying 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 2 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 2.04 over 65 trades.

How large was the drawdown?

The best run had a maximum drawdown of 469 USD at the tested position size, against a net result of 1,703 USD.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

Seasonal RSI Dip Long Short

Also a mean reversion strategy.

2.04 PF · 65 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.comStatsDocs