Cumulative RSI(2), Long Only
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 1D candles, long only, category Mean Reversion.
Rules
Entry. On a closed daily candle, go long when the average of RSI(2) over the last 3 days is below 12 and the close is above SMA(200). Long only.
Managing the trade. Close when RSI(2) rises above 65, or after 10 days at most.
Stop and target. Stop 3 x ATR(14) on the daily chart from the entry. No fixed target.
Exact rules
A long-only sibling of Cumulative RSI(2) (cumulative-rsi2), from the v3 rule in scripts/library-research/catalog-extra/v3-siblings.ts: in-sample (1 Oct 2023 to 31 Jul 2025), at its chosen setting, Cumulative RSI(2)'s longs made +6% and its shorts -0.8% (summed trade results as a share of the $10,000 start). The rules are the parent's with the short side removed; its own setting was chosen in-sample like every other.
[EXACT RULES]
timeframe: 1D
direction: long only
long entry: AVG(RSI(2), 3) < 12
long entry: close > SMA(200)
long exit: RSI(2) > 65
stop: 3 ATR(14)
take profit: none
max bars: 10
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 45 | +6.3% | 2.63 | 2.7% | 77.8% |
| Judged on | 13 | +1.4% | 3.60 | 1.1% | 76.9% |
| Whole period | 58 | +7.7% | 2.76 | 2.7% | 77.6% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.