RSI oversold · top 50 · Top 500 · long/short

by finzdata-research · published 2026-10-13 · expr · top500 · 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	-0.24%	6.55%
Volatility	10.16%	20.69%
Sharpe	0.03	0.41
Max drawdown	-27.57%	-60.91%
Turnover (per year)	9.83

Deflated Sharpe: 0.04 (n trials: 76) — the probability the Sharpe ratio is real after the number of variants tried.

Run id f747d6daf6e8fc09 · snapshot v2026-10-12

Spec

{
  "costs_bps": 10,
  "end": "2025-12-31",
  "rebalance": "M",
  "side": "long_short",
  "signal": {
    "expr": "rank(-rsi(14))",
    "type": "expr"
  },
  "start": "2005-01-01",
  "top_n": 50,
  "universe": "top500"
}

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-500-long-short-7da366/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-500-long-short-7da366 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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