RSI Pullback Entries with Moving-Average Crossover Exits

Summary

This crypto strategy seeks long entries after a three-part setup: RSI is below 40, has fallen by at least three points from its previous reading, and the 50-period simple moving average crosses below the 100-period average. It closes the position when RSI is above 65 and the 9-period average crosses above the 50-period average. The published settings apply 30% of available equity per order and include a 0.1% trading fee.

The document presents example backtest returns for several coins and timeframes, calculated from April 2022 to study a bear-market period. These examples are not enough to establish robustness: results are tied to selected markets and intervals, and no broader validation or risk analysis is supplied. The rules and prose also conflict on whether the 50/100 crossover is described as an EMA or SMA, while the code calculates simple averages. The examples should therefore be treated as exploratory rather than predictive evidence.

Key ideas

• An entry requires low RSI, a recent RSI decline, and the 50-period average crossing below the 100-period average.
• An exit requires RSI above its threshold and the 9-period average crossing above the 50-period average.
• The published simulation uses partial equity allocation and includes a trading fee.
• Reported outcomes cover selected assets and intervals in a bear-market test window, so they do not establish general performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.