RSI oversold · top 50 · Top 1000 · long only

by finzdata-research · published 2026-10-13 · expr · top1000 · 0 forks · 1 views

Oversold names (low 14-day RSI) mean-revert as short-term selling pressure is exhausted. Falsified if the low-RSI basket does not beat the equal-weight benchmark after 10 bps costs.

Forward tracking started 2026-10-13. Results appear after 21 trading days.

Backtest

Metric	Strategy	Benchmark
CAGR	1.75%	6.17%
Volatility	25.04%	21.13%
Sharpe	0.19	0.39
Max drawdown	-76.37%	-62.44%
Turnover (per year)	10.57

Deflated Sharpe: 0.16 (n trials: 79) — the probability the Sharpe ratio is real after the number of variants tried.

Run id 0d4ce810ca1fa834 · snapshot v2026-10-12

Spec

{
  "costs_bps": 10,
  "end": "2025-12-31",
  "rebalance": "M",
  "side": "long",
  "signal": {
    "expr": "rank(-rsi(14))",
    "type": "expr"
  },
  "start": "2005-01-01",
  "top_n": 50,
  "universe": "top1000"
}

Fork this strategy

Re-run it with your own changes. The fork is computed on the server and linked back here.

curl -X POST https://api.finzdata.com/v1/hub/s/rsi-oversold-top-50-top-1000-long-only-d64414/fork \
  -H 'Authorization: Bearer YOUR_KEY' -H 'Content-Type: application/json' \
  -d '{"changes": {"signal": {"lookback": 126}}}'

Or ask your AI assistant (Claude, ChatGPT, Cursor with the FinzData connector):

Fork the FinzData strategy rsi-oversold-top-50-top-1000-long-only-d64414 and test it with a 126-day lookback and 20 bps costs, then compare both runs.

Historical simulation, not investment advice.

Community

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