RSI
“the rubber band, plain” · tested on real Pepperstone data across 7 pairs · MARGINAL
Verdict
Near break-even after costs — tuning (fewer, better trades; re-entry cooldown) could tip it over.
Best run · EURUSD H4
+5.6%
return
59%
win rate
1.06
profit factor
7.8%
max drawdown
810
trades
0.34
sharpe
Worst run · NZDUSD H1 -32.2%
All 14 runs
| pair / tf | return | win% | PF | max DD | sharpe | trades |
|---|---|---|---|---|---|---|
| EURUSD H4 | +5.6% | 59% | 1.06 | 7.8% | 0.34 | 810 |
| USDCAD H4 | +3.8% | 58% | 1.04 | 11.4% | 0.23 | 751 |
| GBPUSD H4 | +2.7% | 59% | 1.02 | 17.0% | 0.11 | 769 |
| GBPUSD H1 | -3.5% | 56% | 0.98 | 11.9% | -0.14 | 1994 |
| USDCHF H1 | -5.3% | 55% | 0.95 | 11.5% | -0.32 | 1913 |
| NZDUSD H4 | -5.7% | 58% | 0.93 | 10.3% | -0.45 | 772 |
| AUDUSD H4 | -8.0% | 57% | 0.91 | 19.4% | -0.57 | 770 |
| EURUSD H1 | -8.5% | 56% | 0.93 | 11.2% | -0.42 | 2015 |
| USDJPY H4 | -11.1% | 56% | 0.90 | 13.9% | -0.64 | 796 |
| AUDUSD H1 | -15.9% | 56% | 0.86 | 20.1% | -0.93 | 1942 |
| USDCHF H4 | -18.3% | 54% | 0.82 | 21.0% | -1.23 | 819 |
| USDCAD H1 | -21.5% | 52% | 0.83 | 22.6% | -1.10 | 1879 |
| USDJPY H1 | -29.4% | 53% | 0.81 | 30.8% | -1.26 | 1985 |
| NZDUSD H1 | -32.2% | 52% | 0.71 | 32.8% | -2.06 | 1914 |