# Cumulative RSI(2)

A built-in strategy on Central Command, tested on BloFin history. **Held up on its coins, not on others.** 1D candles, long and short, 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). Go short when the average is above 88 and the close is below SMA(200).

**Managing the trade.** Close a long when RSI(2) rises above 65; close a short when it falls below 35. Close 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

```text

timeframe: 1D
long entry: AVG(RSI(2), 3) < 12
long entry: close > SMA(200)
short entry: AVG(RSI(2), 3) > 88
short entry: close < SMA(200)
long exit: RSI(2) > 65
short exit: RSI(2) < 35
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 | 75 | +5.7% | 1.56 | 4.4% | 70.7% |
| Judged on | 39 | +6.0% | 5.88 | 1.4% | 79.5% |
| Whole period | 114 | +12.0% | 2.04 | 4.4% | 73.7% |

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](/agents/new), on paper first, or see the rest of the [strategy library](/strategies/library).