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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 Cartera con balance: S&P 500 (máx. 25 posiciones)?

RSI 14: buy oversold (30/70) beats buy-and-hold on Cartera con balance: S&P 500 (máx. 25 posiciones) by +8.2 points a year over 34 years.

Total return
×346
Buy and hold
×32
CAGR
19.0%
Sharpe
0.67
Max drawdown
-51.9%
Trades
3210
Out of sample
—
Years
34
1×10×100×415×19941997200020032006200920122015201820212024
StrategyCartera con balance: S&P 500 (máx. 25 posiciones)

Findings

  1. RSI 14: buy oversold (30/70) beats buy-and-hold on Cartera con balance: S&P 500 (máx. 25 posiciones) by +8.2 points a year over 34 years.
  2. Against the S&P 500 over the same window: +8.2 points a year.
  3. Total return ×346 versus ×32 for buy-and-hold, with 3210 trades.
  4. Maximum drawdown -51.9%.
  5. It beats in both halves of the history (split at 2009).
  6. It ranks #3 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 Cartera con balance: S&P 500 (máx. 25 posiciones) 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 Cartera con balance: S&P 500 (máx. 25 posiciones) → · Full page for RSI 14: buy oversold (30/70) →

How to cite

Finaxion Research (2026). Does RSI 14: buy oversold (30/70) work on Cartera con balance: S&P 500 (máx. 25 posiciones)?. Daily backtest 1962-01-01–2026-08-31, artifact 4941ce415f47. https://finaxion.app/en/research/rsi-14-oversold/portfolio-spx

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