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Strategies / Momentum / Short RSI Crossover Trend

Short RSI Crossover Trend

The strategy sells short when RSI(14) crosses above 51 with price below the 200-bar SMA. It covers the short when RSI reaches 54, falls to 32, or the close rises above the lowest close since the fill.

MomentumShort onlySwingS&P 500Daily
n/aProfit factor
739Net profit EUR
32.57%Win rate
175Trades
-291Max drawdown
4.22Avg trade

Best run of 2. S&P 500, Daily, spread 1, from run sweeps:2026-10-10-USA500-D-opt.tsv:36.

Entry rules, short

  1. While flat, RSI(14) crosses above 51 with the close below the 200-bar SMA, selling short 1 contract.

Exit rules

  2. RSI(14) falls to 32 or lower, which closes the short.
  3. After entry, a close above the lowest close seen since the fill closes the short.

Test conditions

PeriodUp to 2026-10-10
InstrumentS&P 500, Daily
Spread1 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
S&P 500Best runDailyn/a 17532.57739 EUR-291
Nasdaq 100Dailyn/a 11625.862,971 EUR-1,590

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Short RSI Crossover Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Short only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE tsok = 0
ONCE ts = 0
ONCE llok = 0
ONCE ll = 0

sma = Average[200](close)
myRsi = RSI[14](close)

24 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

RSISMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Short RSI Crossover Trend 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 by trade count was S&P 500, Daily, with 175 trades.

How large was the drawdown?

The best run had a maximum drawdown of 291 EUR at the tested position size, against a net result of 739 EUR.

Does it trade long, short or both?

It only takes short trades.

Related

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CCI Sign With EMA Alignment

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

1.23 PF · 1,253 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 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