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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 MPC?

RSI 14: buy oversold (30/70) does not beat buy-and-hold on MPC: -12.7 points a year over 15 years.

Total return
499.2%
Buy and hold
×31
CAGR
12.6%
Sharpe
0.41
Max drawdown
-74.4%
Trades
36
Out of sample
Years
15
10×20122014201620182020202220242026
StrategyMPC

Findings

  1. RSI 14: buy oversold (30/70) does not beat buy-and-hold on MPC: -12.7 points a year over 15 years.
  2. Against the S&P 500 over the same window: -2.0 points a year.
  3. Total return +499.2% versus ×31 for buy-and-hold, with 36 trades.
  4. Maximum drawdown -74.4%.
  5. It beat before 2019 and stopped afterwards.
  6. It ranks #43 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 MPC 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 MPC → · Full page for RSI 14: buy oversold (30/70) →

How to cite

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

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