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Finaxion Research · RSI 14: buy oversold (30/70) · single stocks · Recomputed 2026-09-10

Does RSI 14: buy oversold (30/70) work on DPZ?

RSI 14: buy oversold (30/70) does not beat buy-and-hold on DPZ: -13.6 points a year over 22 years.

Total return
303.7%
Buy and hold
×57
CAGR
6.5%
Sharpe
0.22
Max drawdown
-84.1%
Trades
40
Out of sample
overfit
Years
22
10×85×20052007200920112013201520172019202120232025
StrategyDPZ

Findings

  1. RSI 14: buy oversold (30/70) does not beat buy-and-hold on DPZ: -13.6 points a year over 22 years.
  2. Against the S&P 500 over the same window: -4.6 points a year.
  3. Total return +303.7% versus ×57 for buy-and-hold, with 40 trades.
  4. The result does not hold out of sample: it is overfit.
  5. Maximum drawdown -84.1%.
  6. It did not beat before 2015 and started afterwards.
  7. It ranks #96 of 235 markets for this strategy by annual excess over the S&P 500.

Findings derived from the full panel. Each carries its number and its denominator; the computations are reproducible with artifact 4941ce415f47.

Exactly what was tested

RSI(14) crosses below 30 → entry. RSI(14) crosses above 70 → exit. Next-close execution.

How to read it

The verdict compares the strategy with buying and holding DPZ over the same window, with round-trip costs per asset class. “Out of sample” is walk-forward: the rule is fit on one stretch and judged on the next. A result that beats in the full sample but not out of it is overfit. Full methodology in the protocol. How we test.

Open this backtest with its trades   Trades (CSV)

Every strategy on DPZ → · Full page for RSI 14: buy oversold (30/70) →

How to cite

Finaxion Research (2026). Does RSI 14: buy oversold (30/70) work on DPZ?. Daily backtest 1962-01-01–2026-08-31, artifact 4941ce415f47. https://finaxion.app/en/research/rsi-14-oversold/dpz

Not a recommendation. Past performance does not guarantee future results.