SMA and RSI Signals for Trend-Filtered Entries

Summary

This strategy pairs a 200-period simple moving average with a 14-period RSI. It opens a long when price is below the moving average and RSI crosses upward through the oversold threshold of 30. It closes that long when price is above the moving average and RSI crosses downward through the overbought threshold of 70. Despite the title's reference to golden and death crosses, the rules use RSI threshold crossings rather than moving-average crosses, and the described sell condition closes the long position.

The document presents the approach as a simple combination of trend context and RSI extremes, and includes published BTC/USDT futures backtest settings for a short daily-data period. It does not report performance statistics, and the source contains no separate short-entry rule. The notes identify moving-average lag, poorly chosen RSI thresholds, divergence, and whipsaws in ranging markets as concerns. They suggest testing parameters and adding risk controls, but no stop-loss or sizing rule is specified.

Key ideas

• The strategy uses a 200-period SMA for price context and a 14-period RSI for threshold signals.
• A long entry occurs below the SMA when RSI crosses upward through 30.
• The long position closes above the SMA when RSI crosses downward through 70.
• The published BTC/USDT futures backtest settings do not include performance results.
• Lag, ranging-market whipsaws, and the absence of explicit stop and sizing rules limit the method.

Tags

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