SMA breakout (Donchian-style) strategyvsRSI mean reversion strategy
SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · RSI mean reversion strategy: Buy when the market is overextended below the mean, ride it back to fair value.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
RSI mean reversion strategy
Buy when the market is overextended below the mean, ride it back to fair value.
Indikatoren
- SMA (period 20)
- RSI (period 14)
Timeframes
Bias
Nur Long
Nur Long
Marktpassung
Volatility expansion
Range-bound
Eintrittsregeln
- Enter long when close crosses above the 20-bar SMA.
- 4-bar cooldown after exit reduces back-to-back whipsaws.
- Enter long when RSI(14) prints below 30 — the textbook oversold threshold.
- Only one position at a time; the cooldown blocks immediate re-entry after an exit.
Ausstiegsregeln
- Close on a cross back below the SMA.
- Trailing 5% stop catches deeper retracements before the SMA flips.
- Close the position when RSI(14) recovers above 70.
- Hard stop-loss at 3% below entry; take-profit at 5%.
Erwartetes Verhalten
Trendy growth in directional regimes punctuated by ugly chop when price oscillates around the SMA. Best paired with a higher-timeframe trend filter to skip the chop.
Choppy zig-zag equity curve with frequent small wins and the occasional outlier loss when a sharp downtrend leaves RSI pinned in the oversold zone. Fits range-bound chop; struggles in strong directional regimes.
Komplexität
Welche passt zu dir?
Abgeleitet aus Bias, Timeframe und Indikator-Profil jeder Strategie — keine Backtest-Prognose.
Wann SMA breakout (Donchian-style) strategy wählen
- You expect volatility expansion — the thesis is "Buy a fresh push above the 20-bar mean and trail the winner until it folds."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (SMA (period 20)).
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
Wann RSI mean reversion strategy wählen
- You expect range-bound — the thesis is "Buy when the market is overextended below the mean, ride it back to fair value."
- You want a long-only bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (RSI (period 14)).
Buy when the market is overextended below the mean, ride it back to fair value.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
RSI mean reversion strategy
Buy when the market is overextended below the mean, ride it back to fair value.
Verwandte Vergleiche
Andere Paarungen, die eine dieser Strategien enthalten.
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