RSI-2 Mean Reversion (Large Cap)

Why is this still a candidate?

The seed result is negative after costs: cash profit factor 0.76, simulated MTF 2.5× profit factor 0.68 with the full interest drag charged and shown. The strategy is not validated, not recommended, and nowhere near its graduation gates. It stays published because honest validation means showing failures as loudly as wins. The test window has also been a falling market — a hostile habitat for a dip-buying strategy — so burn-in continues; any rework will be a new, separately tested version.

What is being tested here?

Buys short-term panic dips in strong large-cap uptrends: RSI(2) oversold while price holds above its 200-day average. Both variants take exactly the same trades — the cash variant with no leverage and the MTF variant simulating 2.5× margin funding, where every rupee of interest and pledge cost is charged and shown.

Graduation gates & kill rules

A strategy is promoted, paused, or killed only by these objective gates on live paper data — never by tuning after the fact.

The counts and net paper P&L above are all-time across both variants combined (768 closed trades). The table shows the 80 most recent of those trades; date/status filters below slice only these visible rows, not the full history.

Methodology

Signals are computed on each session's close using only data available at that close (no lookahead) and logged before the next open. Paper fills include adverse slippage; results are net of the full Indian delivery cost stack, and the MTF variant additionally pays daily funding interest and pledge charges. All metrics come from one shared engine used identically by every strategy. Exact price levels stay in the private research database.