RSI(2) mean reversion on US index funds

The rules, exactly as run

Only when the close is above its 200-day average — no catching knives in a downtrend.
Buy at the close when the 2-day RSI closes below 10.
Sell at the close when price closes back above its 5-day average.
Long only, one position per symbol at a time.

Live

Return, live

+1.3%

over 27 trades the agent called

Win rate

70%

Per trade

+0.539%

Still open

If you had put in $100

$100.00

Live calls only, and positions still open are included at today’s price — a rule that holds for months would otherwise read as having done nothing while sitting on a year of gains. Only settled trades are counted underneath. The backfilled record below is the rules replayed over history they have already seen — turning that into a dollar figure would be money invented out of hindsight. Reset the counter whenever you like; it is kept in your browser, not in the journal.

Live so far

RSI(2) mean reversionJust owning SPY, QQQ, IWM, DIA, MDY, EFA, EEM, XLK, XLF, XLE, XLV and XLI

Backfilled: 2016-10-03 to 2026-10-02

RSI(2) mean reversionJust owning SPY, QQQ, IWM, DIA, MDY, EFA, EEM, XLK, XLF, XLE, XLV and XLI

The shape of the trades

Best trade

+4.9%

Worst trade

-11.4%

Median trade

+0.74%

t-statistic

+4.92

under 2 is noise

Versus doing nothing

	Return	Worst fall	Trades	Win rate	Per trade	Days holding
RSI(2) mean reversion	+26%	-12%	858	69%	+0.329%	11%
Just owning SPY, QQQ, IWM, DIA, MDY, EFA, EEM, XLK, XLF, XLE, XLV and XLI	+281%	-40%	—	—	—	100%

The catch

This is the highest win rate of the three by a mile, and that is exactly what makes it dangerous to read. It wins small and often by buying into falling prices; when a fall keeps going, there is no stop to save it. Watch the worst trade, not the win rate.

Trades, newest first

Entered	Held	At	Exited	Return	Why
2026-10-01	XLV	166.20	2026-10-02	-0.01%	still holding — marked at today’s price, not settled
2026-10-01	EFA	102.82	2026-10-02	+1.11%	still holding — marked at today’s price, not settled
2026-09-30	DIA	508.55	2026-10-02	+0.50%	closed above the 5-day average
2026-09-29	IWM	279.01	2026-10-02	+0.90%	closed above the 5-day average
2026-09-22	XLE	61.78	2026-10-01	+1.49%	closed above the 5-day average
2026-09-16	XLF	55.93	2026-10-02	-4.02%	still holding — marked at today’s price, not settled
2026-09-10	SPY	757.83	2026-09-11	+0.85%	closed above the 5-day average
2026-09-10	QQQ	708.69	2026-09-17	+1.16%	closed above the 5-day average
2026-09-10	MDY	673.25	2026-09-21	-0.49%	closed above the 5-day average
2026-09-10	IWM	287.70	2026-09-21	-0.48%	closed above the 5-day average
2026-09-10	EFA	105.66	2026-09-17	+0.36%	closed above the 5-day average
2026-09-10	DIA	520.75	2026-09-21	+0.04%	closed above the 5-day average
2026-09-08	XLV	167.13	2026-09-14	+0.37%	closed above the 5-day average
2026-09-01	XLF	57.20	2026-09-03	+2.38%	closed above the 5-day average
2026-09-01	SPY	761.78	2026-09-03	+1.50%	closed above the 5-day average
2026-09-01	EFA	106.49	2026-09-03	+1.62%	closed above the 5-day average
2026-09-01	DIA	527.75	2026-09-03	+1.74%	closed above the 5-day average
2026-08-31	XLI	175.13	2026-09-03	-0.33%	closed above the 5-day average
2026-08-31	MDY	687.13	2026-09-03	+0.51%	closed above the 5-day average
2026-08-31	IWM	293.93	2026-09-03	+0.43%	closed above the 5-day average
2026-08-28	XLV	171.16	2026-09-02	+1.05%	closed above the 5-day average
2026-08-25	XLE	62.06	2026-08-28	+1.00%	closed above the 5-day average
2026-08-20	XLF	56.95	2026-08-21	+0.93%	closed above the 5-day average
2026-08-19	XLK	183.64	2026-08-26	-0.44%	closed above the 5-day average
2026-08-18	XLI	183.57	2026-08-26	-1.76%	closed above the 5-day average
2026-08-18	QQQ	717.51	2026-08-26	-0.86%	closed above the 5-day average
2026-08-18	MDY	704.18	2026-08-26	-0.82%	closed above the 5-day average
2026-08-18	EFA	107.27	2026-08-21	+0.90%	closed above the 5-day average
2026-08-17	DIA	534.19	2026-08-21	-0.29%	closed above the 5-day average
2026-08-05	XLE	57.31	2026-08-10	+3.38%	closed above the 5-day average
2026-07-29 backfill	XLI	176.66	2026-08-03	+3.68%	closed above the 5-day average
2026-07-29 backfill	SPY	729.46	2026-07-30	+1.68%	closed above the 5-day average
2026-07-29 backfill	MDY	681.16	2026-08-03	+1.90%	closed above the 5-day average
2026-07-29 backfill	EEM	61.07	2026-07-30	+4.13%	closed above the 5-day average
2026-07-28 backfill	XLE	57.57	2026-07-30	+2.41%	closed above the 5-day average
2026-07-27 backfill	XLK	174.30	2026-07-30	+0.82%	closed above the 5-day average
2026-07-24 backfill	QQQ	684.23	2026-07-30	-0.10%	closed above the 5-day average
2026-07-23 backfill	XLF	55.83	2026-07-24	+0.86%	closed above the 5-day average
2026-07-20 backfill	SPY	742.09	2026-07-21	+0.83%	closed above the 5-day average
2026-07-20 backfill	IWM	292.31	2026-07-21	+1.45%	closed above the 5-day average

Showing the latest 40 of 888 — the full history lives in journal.json.

Activity — what the agent actually did

01:03:09█run finished — 55,052 trades on record

01:03:09●fetch BTC-USD daily max → 3337 bars for btc-trend

01:03:05●fetch VNM.VN daily max → 3752 bars for vn-trend

01:03:05●fetch VIC.VN daily max → 3761 bars for vn-trend

01:03:05●fetch VCB.VN daily max → 4303 bars for vn-trend

01:03:05●fetch SSI.VN daily max → 4312 bars for vn-trend

01:03:04●fetch MWG.VN daily max → 3158 bars for vn-trend

01:03:04●fetch HPG.VN daily max → 4312 bars for vn-trend

01:03:04●fetch FPT.VN daily max → 4312 bars for vn-trend

01:03:03●fetch TQQQ daily max → 4186 bars for trend3x

01:03:03●fetch QQQ daily max → 6935 bars (safe asset for trend3x)

01:03:03●fetch LTC-USD daily 20y → 3219 bars for dual-momentum

01:03:02●fetch AVAX-USD daily 20y → 2205 bars for dual-momentum

01:03:02●fetch LINK-USD daily 20y → 2820 bars for dual-momentum

01:03:02●fetch DOGE-USD daily 20y → 2650 bars for dual-momentum

01:03:02●fetch ADA-USD daily 20y → 3094 bars for dual-momentum

01:03:02●fetch BNB-USD daily 20y → 3256 bars for dual-momentum

01:03:02●fetch XRP-USD daily 20y → 3077 bars for dual-momentum

01:03:02●fetch SOL-USD daily 20y → 2247 bars for dual-momentum

01:03:02●fetch ETH-USD daily 20y → 3337 bars for dual-momentum

01:03:02●fetch BTC-USD daily 20y → 3337 bars for dual-momentum

01:03:02●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)

01:03:02●fetch E1VFVN30.VN daily 20y → 2533 bars for dual-momentum

01:03:01●fetch VNM.VN daily 20y → 3752 bars for dual-momentum

01:03:01●fetch VIC.VN daily 20y → 3761 bars for dual-momentum

01:03:01●fetch VCB.VN daily 20y → 4303 bars for dual-momentum

01:03:00●fetch SSI.VN daily 20y → 4312 bars for dual-momentum

01:03:00●fetch MWG.VN daily 20y → 3158 bars for dual-momentum

01:03:00●fetch HPG.VN daily 20y → 4312 bars for dual-momentum

01:02:59●fetch FPT.VN daily 20y → 4312 bars for dual-momentum

01:02:59●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)

01:02:59●fetch XLI daily 20y → 5031 bars for dual-momentum

01:02:58●fetch XLV daily 20y → 5031 bars for dual-momentum

01:02:58●fetch XLE daily 20y → 5031 bars for dual-momentum

01:02:58●fetch XLF daily 20y → 5031 bars for dual-momentum

01:02:57●fetch XLK daily 20y → 5031 bars for dual-momentum

01:02:57●fetch EEM daily 20y → 5031 bars for dual-momentum

01:02:57●fetch EFA daily 20y → 5031 bars for dual-momentum

01:02:57●fetch MDY daily 20y → 5031 bars for dual-momentum

01:02:56●fetch DIA daily 20y → 5031 bars for dual-momentum

01:02:56●fetch IWM daily 20y → 5031 bars for dual-momentum

01:02:56●fetch QQQ daily 20y → 5031 bars for dual-momentum

01:02:56●fetch SPY daily 20y → 5031 bars for dual-momentum

01:02:56●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)

01:02:55●fetch LTC-USD daily 20y → 3219 bars for momentum-vol

01:02:55●fetch AVAX-USD daily 20y → 2205 bars for momentum-vol

01:02:55●fetch LINK-USD daily 20y → 2820 bars for momentum-vol

01:02:55●fetch DOGE-USD daily 20y → 2650 bars for momentum-vol

01:02:55●fetch ADA-USD daily 20y → 3094 bars for momentum-vol

01:02:55●fetch BNB-USD daily 20y → 3256 bars for momentum-vol

01:02:55●fetch XRP-USD daily 20y → 3077 bars for momentum-vol

01:02:55●fetch SOL-USD daily 20y → 2247 bars for momentum-vol

01:02:55●fetch ETH-USD daily 20y → 3337 bars for momentum-vol

01:02:55●fetch BTC-USD daily 20y → 3337 bars for momentum-vol

01:02:54●fetch E1VFVN30.VN daily 20y → 2533 bars for momentum-vol

01:02:54●fetch VNM.VN daily 20y → 3752 bars for momentum-vol

01:02:54●fetch VIC.VN daily 20y → 3761 bars for momentum-vol

01:02:53●fetch VCB.VN daily 20y → 4303 bars for momentum-vol

01:02:53●fetch SSI.VN daily 20y → 4312 bars for momentum-vol

01:02:53●fetch MWG.VN daily 20y → 3158 bars for momentum-vol

01:02:52●fetch HPG.VN daily 20y → 4312 bars for momentum-vol

01:02:52●fetch FPT.VN daily 20y → 4312 bars for momentum-vol

01:02:52●fetch XLI daily 20y → 5031 bars for momentum-vol

01:02:51●fetch XLV daily 20y → 5031 bars for momentum-vol

01:02:51●fetch XLE daily 20y → 5031 bars for momentum-vol

01:02:51●fetch XLF daily 20y → 5031 bars for momentum-vol

01:02:50●fetch XLK daily 20y → 5031 bars for momentum-vol

01:02:50●fetch EEM daily 20y → 5031 bars for momentum-vol

01:02:50●fetch EFA daily 20y → 5031 bars for momentum-vol

01:02:49●fetch MDY daily 20y → 5031 bars for momentum-vol

01:02:49●fetch DIA daily 20y → 5031 bars for momentum-vol

01:02:49●fetch IWM daily 20y → 5031 bars for momentum-vol

01:02:49●fetch QQQ daily 20y → 5031 bars for momentum-vol

01:02:49●fetch SPY daily 20y → 5031 bars for momentum-vol

01:02:49●fetch LTC-USD daily 20y → 3219 bars for momentum

01:02:45●fetch AVAX-USD daily 20y → 2205 bars for momentum

01:02:42●fetch LINK-USD daily 20y → 2820 bars for momentum

01:02:39●fetch DOGE-USD daily 20y → 2650 bars for momentum

01:02:36●fetch ADA-USD daily 20y → 3094 bars for momentum

01:02:33●fetch BNB-USD daily 20y → 3256 bars for momentum

01:02:28●fetch XRP-USD daily 20y → 3077 bars for momentum

01:02:25●fetch SOL-USD daily 20y → 2247 bars for momentum

01:02:22●fetch ETH-USD daily 20y → 3337 bars for momentum

01:02:18●fetch BTC-USD daily 20y → 3337 bars for momentum

01:02:14●fetch E1VFVN30.VN daily 20y → 2533 bars for momentum

01:02:14●fetch VNM.VN daily 20y → 3752 bars for momentum

01:02:13●fetch VIC.VN daily 20y → 3761 bars for momentum

01:02:13●fetch VCB.VN daily 20y → 4303 bars for momentum

01:02:12●fetch SSI.VN daily 20y → 4312 bars for momentum

01:02:12●fetch MWG.VN daily 20y → 3158 bars for momentum

01:02:11●fetch HPG.VN daily 20y → 4312 bars for momentum

01:02:11●fetch FPT.VN daily 20y → 4312 bars for momentum

01:02:10●fetch XLI daily 20y → 5031 bars for momentum

01:02:10●fetch XLV daily 20y → 5031 bars for momentum

01:02:09●fetch XLE daily 20y → 5031 bars for momentum

01:02:09●fetch XLF daily 20y → 5031 bars for momentum

01:02:08●fetch XLK daily 20y → 5031 bars for momentum

01:02:08●fetch EEM daily 20y → 5031 bars for momentum

01:02:07●fetch EFA daily 20y → 5031 bars for momentum

01:02:07●fetch MDY daily 20y → 5031 bars for momentum

01:02:06●fetch DIA daily 20y → 5031 bars for momentum

01:02:06●fetch IWM daily 20y → 5031 bars for momentum

01:02:06●fetch QQQ daily 20y → 5031 bars for momentum

01:02:05●fetch SPY daily 20y → 5031 bars for momentum

01:02:05▲OPEN overnight LTC-USD @ 70.66 (crypto)

01:02:05▼CLOSE overnight LTC-USD +0.00% — the next open

01:02:00●fetch LTC-USD daily 5y → 1827 bars for overnight

01:01:57▲OPEN overnight AVAX-USD @ 10.99 (crypto)

01:01:57▼CLOSE overnight AVAX-USD +0.00% — the next open

01:01:52●fetch AVAX-USD daily 5y → 1827 bars for overnight

01:01:49▲OPEN overnight LINK-USD @ 14.22 (crypto)

01:01:49▼CLOSE overnight LINK-USD -0.01% — the next open

01:01:45●fetch LINK-USD daily 5y → 1827 bars for overnight

01:01:42▲OPEN overnight DOGE-USD @ 0.0963 (crypto)

01:01:42▼CLOSE overnight DOGE-USD +0.00% — the next open

01:01:39●fetch DOGE-USD daily 5y → 1827 bars for overnight

01:01:36▲OPEN overnight ADA-USD @ 0.2633 (crypto)

01:01:36▼CLOSE overnight ADA-USD +0.00% — the next open

01:01:32●fetch ADA-USD daily 5y → 1827 bars for overnight

01:01:29▲OPEN overnight BNB-USD @ 795.9 (crypto)

01:01:29▼CLOSE overnight BNB-USD -0.00% — the next open

01:01:25●fetch BNB-USD daily 5y → 1827 bars for overnight

01:01:21▲OPEN overnight XRP-USD @ 1.522 (crypto)

01:01:21▼CLOSE overnight XRP-USD -0.01% — the next open

01:01:20●fetch XRP-USD daily 5y → 1827 bars for overnight

01:01:16▲OPEN overnight SOL-USD @ 121.2 (crypto)

01:01:16▼CLOSE overnight SOL-USD -0.01% — the next open

01:01:15●fetch SOL-USD daily 5y → 1827 bars for overnight

01:01:12▲OPEN overnight ETH-USD @ 2,727 (crypto)

01:01:12▼CLOSE overnight ETH-USD -0.00% — the next open

01:01:11●fetch ETH-USD daily 5y → 1827 bars for overnight

01:01:07▲OPEN overnight BTC-USD @ 8.657e+04 (crypto)

01:01:07▼CLOSE overnight BTC-USD +0.00% — the next open

01:01:06●fetch BTC-USD daily 5y → 1827 bars for overnight

01:00:59●fetch E1VFVN30.VN daily 5y → 725 bars for overnight

01:00:53●fetch VNM.VN daily 5y → 1296 bars for overnight

01:00:48●fetch VIC.VN daily 5y → 1305 bars for overnight

01:00:43●fetch VCB.VN daily 5y → 1296 bars for overnight

01:00:37●fetch SSI.VN daily 5y → 1305 bars for overnight

01:00:32●fetch MWG.VN daily 5y → 1296 bars for overnight

01:00:28●fetch HPG.VN daily 5y → 1305 bars for overnight

01:00:23●fetch FPT.VN daily 5y → 1305 bars for overnight

01:00:21●fetch XLI daily 5y → 1255 bars for overnight

01:00:19●fetch XLV daily 5y → 1255 bars for overnight

01:00:16●fetch XLE daily 5y → 1255 bars for overnight

01:00:14●fetch XLF daily 5y → 1255 bars for overnight

01:00:13●fetch XLK daily 5y → 1255 bars for overnight

01:00:11●fetch EEM daily 5y → 1255 bars for overnight

01:00:09●fetch EFA daily 5y → 1255 bars for overnight

01:00:07●fetch MDY daily 5y → 1255 bars for overnight

01:00:06●fetch DIA daily 5y → 1255 bars for overnight

01:00:05●fetch IWM daily 5y → 1255 bars for overnight

01:00:04●fetch QQQ daily 5y → 1255 bars for overnight

01:00:04●fetch SPY daily 5y → 1255 bars for overnight

01:00:04●fetch LTC-USD daily 10y → 3219 bars for rsi2

00:59:58●fetch AVAX-USD daily 10y → 2205 bars for rsi2

00:59:55●fetch LINK-USD daily 10y → 2820 bars for rsi2

00:59:52▼CLOSE rsi2 DOGE-USD +3.33% — closed above the 5-day average

00:59:52●fetch DOGE-USD daily 10y → 2650 bars for rsi2

00:59:49●fetch ADA-USD daily 10y → 3094 bars for rsi2

00:59:45●fetch BNB-USD daily 10y → 3256 bars for rsi2

00:59:41●fetch XRP-USD daily 10y → 3077 bars for rsi2

00:59:37●fetch SOL-USD daily 10y → 2247 bars for rsi2

00:59:34●fetch ETH-USD daily 10y → 3337 bars for rsi2

00:59:30●fetch BTC-USD daily 10y → 3337 bars for rsi2

00:59:26●fetch E1VFVN30.VN daily 10y → 2021 bars for rsi2

00:59:25●fetch VNM.VN daily 10y → 2588 bars for rsi2

00:59:25●fetch VIC.VN daily 10y → 2597 bars for rsi2

00:59:25●fetch VCB.VN daily 10y → 2588 bars for rsi2

00:59:24●fetch SSI.VN daily 10y → 2597 bars for rsi2

00:59:24●fetch MWG.VN daily 10y → 2588 bars for rsi2

00:59:24●fetch HPG.VN daily 10y → 2597 bars for rsi2

00:59:23●fetch FPT.VN daily 10y → 2597 bars for rsi2

00:59:23●fetch XLI daily 10y → 2514 bars for rsi2

00:59:22●fetch XLV daily 10y → 2514 bars for rsi2

00:59:22●fetch XLE daily 10y → 2514 bars for rsi2

00:59:22●fetch XLF daily 10y → 2514 bars for rsi2

00:59:21●fetch XLK daily 10y → 2514 bars for rsi2

00:59:21●fetch EEM daily 10y → 2514 bars for rsi2

00:59:21●fetch EFA daily 10y → 2514 bars for rsi2

00:59:21●fetch MDY daily 10y → 2514 bars for rsi2

00:59:20●fetch DIA daily 10y → 2514 bars for rsi2

00:59:20●fetch IWM daily 10y → 2514 bars for rsi2

00:59:20●fetch QQQ daily 10y → 2514 bars for rsi2

00:59:19●fetch SPY daily 10y → 2514 bars for rsi2

00:59:19█daily run started — 8 strategies × 3 baskets

00:44:40█run finished — 55,051 trades on record

00:44:40●fetch BTC-USD daily max → 3336 bars for btc-trend

00:44:37●fetch VNM.VN daily max → 3752 bars for vn-trend

00:44:37●fetch VIC.VN daily max → 3761 bars for vn-trend

00:44:37●fetch VCB.VN daily max → 4303 bars for vn-trend

00:44:37●fetch SSI.VN daily max → 4312 bars for vn-trend

00:44:37●fetch MWG.VN daily max → 3158 bars for vn-trend

00:44:37●fetch HPG.VN daily max → 4312 bars for vn-trend

00:44:37●fetch FPT.VN daily max → 4312 bars for vn-trend

00:44:36●fetch TQQQ daily max → 4186 bars for trend3x

00:44:36●fetch QQQ daily max → 6935 bars (safe asset for trend3x)

00:44:35●fetch LTC-USD daily 20y → 3218 bars for dual-momentum

00:44:35●fetch AVAX-USD daily 20y → 2204 bars for dual-momentum

00:44:35●fetch LINK-USD daily 20y → 2819 bars for dual-momentum

00:44:35●fetch DOGE-USD daily 20y → 2649 bars for dual-momentum

00:44:35●fetch ADA-USD daily 20y → 3093 bars for dual-momentum

00:44:35●fetch BNB-USD daily 20y → 3255 bars for dual-momentum

00:44:35●fetch XRP-USD daily 20y → 3076 bars for dual-momentum

00:44:35●fetch SOL-USD daily 20y → 2246 bars for dual-momentum

00:44:35●fetch ETH-USD daily 20y → 3336 bars for dual-momentum

00:44:35●fetch BTC-USD daily 20y → 3336 bars for dual-momentum

00:44:35●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)

00:44:35●fetch E1VFVN30.VN daily 20y → 2533 bars for dual-momentum

00:44:34●fetch VNM.VN daily 20y → 3752 bars for dual-momentum

00:44:34●fetch VIC.VN daily 20y → 3761 bars for dual-momentum

00:44:34●fetch VCB.VN daily 20y → 4303 bars for dual-momentum

00:44:33●fetch SSI.VN daily 20y → 4312 bars for dual-momentum

00:44:33●fetch MWG.VN daily 20y → 3158 bars for dual-momentum

00:44:33●fetch HPG.VN daily 20y → 4312 bars for dual-momentum

00:44:33●fetch FPT.VN daily 20y → 4312 bars for dual-momentum

00:44:33●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)

00:44:32●fetch XLI daily 20y → 5031 bars for dual-momentum

00:44:32●fetch XLV daily 20y → 5031 bars for dual-momentum

00:44:32●fetch XLE daily 20y → 5031 bars for dual-momentum

Written by the agent as it ran, not composed for this page afterwards. The log is shared across every strategy because one run computes them all — that is genuinely how it works.