Retired: 2026-07-12
48.02%
break-even 58.0% at its realized average win/loss
re-measured (top 10 coins · 1H · 2026-10-06): 48.38%
Percentage of trades that were profitable
0.67
re-measured (top 10 coins · 1H · 2026-10-06): 0.68
Gross profit / gross loss ratio
-100% (account ruin, top-10, fixed nominal sizing)
Net profit after all fees and losses
100%
Largest peak-to-trough decline
as published (10 coins · 1H · 2026-08-14)
Marks next to a metric: ~ = borderline (PF between break-even and 1.5; win rate ≤5 pts above break-even, or 50–55% if none shown) · ! = below the bar, or the strategy is already retired or shelved — a closed verdict outranks its number. No mark = clears it and is still standing.
Wins only under specific regimes or windows in our measurements — the card's bull/bear PF row shows the regime side; strategies that win both windows were still killed by half-year walk-forward instability. A past condition profile, not a recommendation — conditions earn trust only by surviving forward.
Card re-measured: 2026-10-06 · 1,571 trades analyzed
Retired 2026-07-12; the 2026-08-14 live re-measure confirmed the loss. At the preset defaults this configuration does not merely underperform — it destroys the account (-100%, ruin under fixed nominal sizing). This page exists because the simulator ships the preset and you can reproduce the result yourself; it is here to show why it loses, not to suggest trading it.
Overview
RSI Divergence hunts reversals: price pushes to a new extreme while RSI refuses to confirm it. The engine’s implementation is deliberately simple — it compares the current bar against the extremes of a rolling window of the previous 10 bars, not against matched swing pivots. That makes it fire often, and as the numbers below show, firing often at “reversal” points inside a trending market is how accounts die.
How It Works
- RSI — RSI(14) with Wilder’s smoothing
- LONG (bullish divergence) — RSI below 30 (oversold) and the close is below the lowest close of the previous 10 bars and RSI is above the lowest RSI of that window
- SHORT (bearish divergence) — RSI above 70 (overbought) and the close is above the highest close of the previous 10 bars and RSI is below the highest RSI of that window
- Entry — next bar’s open after the signal candle
- Exit — TP 5% / SL 7% (preset defaults)
Results (live engine re-measure, 2026-08-14)
Scope: top-10 coins, 1H candles, leverage 5x, fee 0.05% per side, window 2023-12-10 → 2026-08-14, fixed nominal sizing.
| Metric | Value |
|---|---|
| Profit factor | 0.67 |
| Total return | -100.0% (account ruin) |
| Win rate | 48.02% |
| Max drawdown | 100.0% (account equity) |
| Sharpe | -2.64 |
| Trades | 1,491 |
Why It Loses
- Window extremes are not pivots. “Close below the 10-bar low while RSI holds higher” is true on bar after bar of a steady decline — the entry condition is knife-catching in a sustained trend, and the mirrored short side does the same against sustained rallies.
- The exit asymmetry runs against you. SL 7% is wider than TP 5%, so the average loss outweighs the average win; a 48.02% win rate cannot carry that, and PF 0.67 is the result.
- Leverage finishes the job. At 5x with 0.05% fee per side, a profit factor below 1 compounds losses across 1,491 trades until equity reaches 0 — that is what -100% (ruin) means here.
Caveats
- -100% is this repo’s ruin notation: under fixed nominal sizing the account equity reached 0 inside the window. It is not “down but recoverable” — the account is dead.
- The verdict covers the combined both-direction book at the preset defaults on the stated scope. No claim is made about other timeframes, coin sets, or parameter values.
- Retired: the preset stays runnable in the simulator so the result is reproducible, but nothing on this page is a recommendation to trade it.