The short answer
Barely: +0.022R a trade in 2021-24, +0.005R in year 1 and -0.006R in year 2, and it did not beat long entries on random days. The high win rate (61-73%) is real but the losses are larger than the wins, and overnight swap took about 0.03R from each trade.
What we tested
- Markets
- US500, US100, US30 (index CFDs)
- Period
- Dec 2020 to Oct 2026 (daily bars)
- Daily close above its 200-day average and RSI(2) below 10: buy at the next bar.
- Exit at the first daily close above the 5-day average or after 10 days; protective stop 2.5 x ATR(20). Holds over weekends.
Results
| Period | Trades | Average R | Win rate | Long on random days | Swap per trade |
|---|---|---|---|---|---|
| 2021-24 | 189 | +0.022R | 61% | -0.004R | -0.028R |
| Year 1 | 66 | +0.005R | 73% | +0.037R | -0.027R |
| Year 2 | 89 | -0.006R | 65% | +0.001R | -0.029R |
What it means
- A simpler daily-dip rule on the same indices (buy when the day closes near its low, exit the next day) did pass; see the US index daily dip study.
- Holding several nights costs swap on index CFDs; the daily dip holds one night.
Limits of this test
- CFDs, not futures or ETFs: swap and spreads differ from the original studies.
Frequently asked questions
Does the RSI 2 strategy still work?
On US index CFDs with real costs and swap, 2021-26, it was roughly break-even and did not beat buying on random days.
How every test on these pages works
- Prices: the broker's own bars from an FTMO cTrader account. Fills are simulated minute by minute on one-minute bars; when one minute touches both the stop and the target, the stop is assumed to fill first.
- Costs: the broker's bid/ask spread measured by hour of day, commission per market, and the broker's own overnight swap rates for anything held past the daily rollover.
- Periods: year 1 = 24 Oct 2024 to 23 Oct 2025, year 2 = 24 Oct 2025 to 24 Oct 2026. Daily rules also use Dec 2020 to Oct 2024 ("2021-24"). Rules are written down before testing and are not tuned on the period that judges them.
- Controls: every rule is compared with entries that have no reason behind them (random sides, random days, or the same rule at fake levels), so a result has to beat chance, not just be positive.
- R is the trade's risk (entry to stop). An average of +0.10R means the average trade made a tenth of what it risked; -0.10R means it lost a tenth.
The full results for the rules RezSync Algo trades, by market and risk profile with every trade downloadable, are in the backtest report.
Related research
Research, not financial advice. These are simulated results on historical prices: they involve no real money, are produced with hindsight of the rules, and past results do not predict future ones. Costs and fills are modelled, and your broker's prices and costs will differ. Trading leveraged products carries a high risk of losing money; test on a demo account first.