DOT1hhigh risk
High-Return DOT RSI Mean Reversion (Short) (1h)
Published July 5, 2026
RSI Mean Reversion (Short) strategy on DOT. +98.91% return over the test period with 41.7% win rate and 1.48 profit factor. Sharpe ratio: 1.41. Max drawdown: 28.93%. Best performance in accumulate regime.
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Performance Metrics
Total Return
+95.96%
Sharpe Ratio
1.41
Win Rate
41.70%
Max Drawdown
28.93%
Trade Count
60
Profit Factor
1.48
Avg Return/Trade
1.45%
Avg Hold (bars)
74
Out-of-Sample Validation
Tested on unseen data to verify the strategy is not curve-fitted. Low degradation confirms robustness.
OOS Return
20.96%
OOS Win Rate
40.00%
OOS Sharpe
1.87
Degradation
Equity Curve
Strategy Rules
Entry TriggerRSI value crosses_above 80
Stop Losspercent 5%
Take Profitpercent 10%
CFO Regime Breakdown
Accumulate 15%
Wait 34%
| Regime | Return | Trades | Win Rate |
|---|---|---|---|
| Wait | 20.1% | 33 | 36.4% |
| Accumulate | 65.19% | 15 | 60% |
| Distribute | 10.67% | 1 | 100% |
| _best_combo | 95.96% | 49 | 44.9% |
Trade History (49 trades)
| Entry | Exit | Return | Regime |
|---|---|---|---|
| 8/17/2025 | 8/24/2025 | -5.14% | Wait |
| 8/31/2025 | 9/7/2025 | -5.14% | Wait |
| 9/13/2025 | 9/13/2025 | -5.14% | Accumulate |
| 9/17/2025 | 9/19/2025 | -5.14% | Wait |
| 9/19/2025 | 9/20/2025 | +10.67% | Accumulate |
| 9/28/2025 | 10/1/2025 | -5.14% | Wait |
| 10/1/2025 | 10/2/2025 | -5.14% | Wait |
| 10/6/2025 | 10/10/2025 | +10.67% | Wait |
| 10/12/2025 | 10/13/2025 | -5.14% | Wait |
| 10/20/2025 | 10/30/2025 | +10.67% | Wait |
Ready to deploy?
Anny will guide you through exchange selection, investment amount, and risk settings.
Deploy with AnnyPast performance does not guarantee future results. All strategies involve risk of loss.
