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Strategies / Mean reversion / Seasonal RSI Dip Long Short

Seasonal RSI Dip Long Short

Buys when the 2-period RSI falls below 10 during August to February, then sells once it rises above 50. The short side is coded but its entry and exit conditions are fixed at zero, so no short trades open.

Mean reversionLong & shortSwingUSD/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:36.

Entry rules, long

  1. The calendar month is August to February.

Entry rules, short

  1. The short entry condition is fixed at zero, so no short position opens.

Exit rules

  2. The short exit condition is fixed at zero, so it never closes a short position.

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 Long Short
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

23 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 Long Short 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 trades both long and short.

Related

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Trend Surfer

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EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

Seasonal RSI Dip Buying

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