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.

BreakoutLong uniquement

SMA breakout (Donchian-style) strategy

Buy a fresh push above the 20-bar mean and trail the winner until it folds.

Mean reversionLong uniquement

RSI mean reversion strategy

Buy when the market is overextended below the mean, ride it back to fair value.

Indicateurs

SMA (period 20)

RSI (period 14)

Unités de temps

1h4h1d

15m1h4h

Biais

Long uniquement

Adéquation au marché

Volatility expansion

Range-bound

Règles d'entrée

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.

Règles de sortie

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%.

Comportement attendu

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.

Complexité

1 ind · 2 entry · 2 exitBalanced

Laquelle te convient ?

Déduit du biais, de l'unité de temps et du profil d'indicateurs de chaque stratégie — ce n'est pas une prévision de backtest.

Quand choisir SMA breakout (Donchian-style) strategy

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.

Quand choisir RSI mean reversion strategy

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.

Essayer SMA breakout (Donchian-style) strategy dans le dashboard →Lire l'analyse complète →

RSI mean reversion strategy

Buy when the market is overextended below the mean, ride it back to fair value.

Essayer RSI mean reversion strategy dans le dashboard →Lire l'analyse complète →

Comparaisons associées

Autres duels impliquant l'une de ces stratégies.

Envie de regarder un autre duel ?

Essayer une autre comparaison →