[{"data":1,"prerenderedAt":849},["ShallowReactive",2],{"strategy-w07":3},{"id":4,"name":5,"family":6,"tags":7,"universe":10,"bars":11,"rules":12,"sizing":13,"cadence":14,"original":15,"testable":20,"not_testable_reason":17,"prompt":21,"deviation":17,"source_file":22,"orbital_sizing":23,"prompt_note":17,"collection":24,"collection_name":25,"bars_label":26,"universe_short":27,"rule_short":12,"links":28,"verdict":35,"result":36,"chart":73},"W07","Intraday RSI 15m","RSI reversion",[8,9],"Mean reversion","Intraday","SPY, QQQ and IWM","15-minute","On 15-minute bars, enter when RSI(14) is below 35 and stay in until RSI(14) is above 55.","Equal weight across holders, max 25% each","on signal change",{"total_return":16,"cagr":17,"sharpe":17,"max_dd":18,"win_rate":17,"profit_factor":17,"span":19},2.64,null,-1.07,"3 weeks",true,"Trade SPY, QQQ and IWM on 15-minute bars during regular hours. Buy an ETF with 25% of equity when RSI(14) closes below 35, and sell it when RSI(14) closes above 55. Long only. Backtest the last 3 years with $100,000.","example_weights_07_intraday_rsi_15m.py","25% of equity per ETF","retest","The viral 50, re-tested","15-min","SPY · QQQ · IWM",[29,32],[30,31],"Source code","https://github.com/QuantJourneyOrg/quantjourney-bt/blob/main/strategies/example_weights_07_intraday_rsi_15m.py",[33,34],"Original results","https://backtester.quantjourney.cloud/strategies/example-weights-07-intraday-rsi-15m","trail",{"status":37,"verdict":35,"period":38,"total_return":39,"cagr":40,"sharpe":41,"deflated_sharpe":42,"max_dd":43,"win_rate":44,"profit_factor":45,"trades":46,"spy_return":47,"spy_cagr":48,"spy_sharpe":49,"spy_max_dd":50,"beta":51,"alpha":52,"cost_share":53,"checks":54},"done","Oct 30, 2023 to Oct 30, 2026",6.87,2.24,-0.26,-5.82,-15.47,63.1,1.5,650,88.6,23.54,1.22,-18.68,0.32,-7.52,70.6,[55,58,61,64,67,70],[56,57],"Strategies tested together","5",[59,60],"Beta to SPY","0.32",[62,63],"Alpha vs SPY","−7.5% a year",[65,66],"Costs paid","$16,508, 71% of the gain before costs",[68,69],"Data","15m decisions on 1-minute bars, 754 sessions",[71,72],"Fills","Next open at market, sized at the fill",{"curve":74,"spy":535},{"id":4,"name":5,"bars_label":26,"window":75,"ret":39,"cagr":40,"sharpe":41,"spy":47,"points":76},"minute",[77,80,82,85,87,90,93,96,99,102,105,108,111,114,117,120,122,125,128,131,134,137,140,143,146,149,152,155,158,160,163,166,169,172,175,178,181,184,187,190,193,196,199,202,205,208,211,214,217,220,223,226,229,232,235,238,241,244,247,250,253,256,259,262,265,267,270,273,276,279,282,285,288,291,294,297,300,303,306,309,312,315,318,321,324,327,330,333,336,338,341,344,346,349,352,355,358,360,363,366,369,372,375,378,381,384,387,390,393,395,397,400,402,405,407,410,413,415,417,419,422,425,428,431,433,436,439,442,445,448,451,454,457,460,463,466,469,472,475,478,481,484,487,490,493,496,499,502,505,508,511,514,517,520,523,526,529,532],[78,79],"2023-10-30",1,[81,79],"2023-11-03",[83,84],"2023-11-10",1.0016,[86,84],"2023-11-17",[88,89],"2023-11-24",1.0065,[91,92],"2023-12-01",1.0127,[94,95],"2023-12-08",1.0162,[97,98],"2023-12-15",1.0214,[100,101],"2023-12-22",1.0208,[103,104],"2023-12-29",1.0178,[106,107],"2024-01-05",1.0044,[109,110],"2024-01-12",1.0076,[112,113],"2024-01-19",1.0086,[115,116],"2024-01-26",1.0101,[118,119],"2024-02-02",1.0142,[121,104],"2024-02-09",[123,124],"2024-02-16",1.0181,[126,127],"2024-02-23",1.0175,[129,130],"2024-03-01",1.0192,[132,133],"2024-03-08",1.0195,[135,136],"2024-03-15",1.0149,[138,139],"2024-03-22",1.0237,[141,142],"2024-03-28",1.0307,[144,145],"2024-04-05",1.0277,[147,148],"2024-04-12",1.0286,[150,151],"2024-04-19",1.0234,[153,154],"2024-04-26",1.034,[156,157],"2024-05-03",1.0268,[159,148],"2024-05-10",[161,162],"2024-05-17",1.031,[164,165],"2024-05-24",1.0357,[167,168],"2024-05-31",1.0295,[170,171],"2024-06-07",1.0263,[173,174],"2024-06-14",1.0247,[176,177],"2024-06-21",1.0261,[179,180],"2024-06-28",1.0267,[182,183],"2024-07-05",1.0297,[185,186],"2024-07-12",1.0321,[188,189],"2024-07-19",1.0186,[191,192],"2024-07-26",1.0279,[194,195],"2024-08-02",1.0103,[197,198],"2024-08-09",1.0017,[200,201],"2024-08-16",1.0039,[203,204],"2024-08-23",1.0062,[206,207],"2024-08-30",1.0119,[209,210],"2024-09-06",0.9932,[212,213],"2024-09-13",1.0068,[215,216],"2024-09-20",1.0096,[218,219],"2024-09-27",1.0123,[221,222],"2024-10-04",1.0217,[224,225],"2024-10-11",1.0278,[227,228],"2024-10-18",1.0276,[230,231],"2024-10-25",1.0219,[233,234],"2024-11-01",1.0236,[236,237],"2024-11-08",1.0246,[239,240],"2024-11-15",1.0094,[242,243],"2024-11-22",1.0189,[245,246],"2024-11-29",1.0229,[248,249],"2024-12-06",1.0243,[251,252],"2024-12-13",1.0255,[254,255],"2024-12-20",1.0116,[257,258],"2024-12-27",1.0134,[260,261],"2025-01-03",1.0133,[263,264],"2025-01-10",1.0056,[266,201],"2025-01-17",[268,269],"2025-01-24",1.0054,[271,272],"2025-01-31",0.9982,[274,275],"2025-02-07",0.9956,[277,278],"2025-02-14",0.9975,[280,281],"2025-02-21",0.9863,[283,284],"2025-02-28",0.9738,[286,287],"2025-03-07",0.9707,[289,290],"2025-03-14",0.9691,[292,293],"2025-03-21",0.9774,[295,296],"2025-03-28",0.9636,[298,299],"2025-04-04",0.9098,[301,302],"2025-04-11",0.9576,[304,305],"2025-04-17",0.9564,[307,308],"2025-04-25",0.9616,[310,311],"2025-05-02",0.9728,[313,314],"2025-05-09",0.9789,[316,317],"2025-05-16",0.9784,[319,320],"2025-05-23",0.9793,[322,323],"2025-05-30",0.9893,[325,326],"2025-06-06",0.9995,[328,329],"2025-06-13",0.995,[331,332],"2025-06-20",1.0045,[334,335],"2025-06-27",1.0108,[337,136],"2025-07-03",[339,340],"2025-07-11",1.0177,[342,343],"2025-07-18",1.0196,[345,343],"2025-07-25",[347,348],"2025-08-01",1.0074,[350,351],"2025-08-08",1.0168,[353,354],"2025-08-15",1.0188,[356,357],"2025-08-22",1.0118,[359,255],"2025-08-29",[361,362],"2025-09-05",1.0061,[364,365],"2025-09-12",1.0081,[367,368],"2025-09-19",1.009,[370,371],"2025-09-26",1.0034,[373,374],"2025-10-03",1.0033,[376,377],"2025-10-10",0.9875,[379,380],"2025-10-17",1.0161,[382,383],"2025-10-24",1.0182,[385,386],"2025-10-31",1.0252,[388,389],"2025-11-07",1.0169,[391,392],"2025-11-14",1.0117,[394,240],"2025-11-21",[396,240],"2025-11-28",[398,399],"2025-12-05",1.0106,[401,216],"2025-12-12",[403,404],"2025-12-19",1.0088,[406,368],"2025-12-26",[408,409],"2026-01-02",1.0049,[411,412],"2026-01-09",1.0063,[414,348],"2026-01-16",[416,107],"2026-01-23",[418,269],"2026-01-30",[420,421],"2026-02-06",1.0078,[423,424],"2026-02-13",1.0143,[426,427],"2026-02-20",1.0198,[429,430],"2026-02-27",1.0242,[432,168],"2026-03-06",[434,435],"2026-03-13",1.0341,[437,438],"2026-03-20",1.027,[440,441],"2026-03-27",1.0222,[443,444],"2026-04-02",1.0405,[446,447],"2026-04-10",1.0428,[449,450],"2026-04-17",1.0439,[452,453],"2026-04-24",1.0534,[455,456],"2026-05-01",1.0511,[458,459],"2026-05-08",1.0601,[461,462],"2026-05-15",1.0586,[464,465],"2026-05-22",1.0547,[467,468],"2026-05-29",1.0578,[470,471],"2026-06-05",1.0418,[473,474],"2026-06-12",1.0637,[476,477],"2026-06-18",1.0705,[479,480],"2026-06-26",1.0775,[482,483],"2026-07-02",1.0795,[485,486],"2026-07-10",1.0828,[488,489],"2026-07-17",1.0759,[491,492],"2026-07-24",1.0753,[494,495],"2026-07-31",1.0844,[497,498],"2026-08-07",1.0924,[500,501],"2026-08-14",1.0947,[503,504],"2026-08-21",1.089,[506,507],"2026-08-28",1.0915,[509,510],"2026-09-04",1.0885,[512,513],"2026-09-11",1.0833,[515,516],"2026-09-18",1.0959,[518,519],"2026-09-25",1.0919,[521,522],"2026-10-02",1.0957,[524,525],"2026-10-09",1.0914,[527,528],"2026-10-16",1.0722,[530,531],"2026-10-23",1.0779,[533,534],"2026-10-30",1.0687,[536,537,539,541,543,545,547,549,551,553,555,557,559,561,563,565,567,569,571,573,575,577,579,581,583,585,587,589,591,593,595,597,599,601,603,605,607,609,611,613,615,617,619,621,623,625,627,629,631,633,635,637,639,641,643,645,647,649,651,653,655,657,659,661,663,665,667,668,670,672,674,676,678,680,682,684,686,688,690,692,694,696,698,699,701,703,705,707,709,711,713,715,717,719,721,723,725,727,729,731,733,735,737,739,741,743,745,747,749,751,753,755,757,759,761,763,765,767,769,771,773,775,777,779,781,783,785,787,789,791,793,795,797,799,801,803,805,807,809,811,813,815,817,819,821,823,825,827,829,831,833,835,837,839,841,843,845,847],[78,79],[81,538],1.0463,[83,540],1.0606,[86,542],1.0843,[88,544],1.0953,[91,546],1.1043,[94,548],1.107,[97,550],1.1345,[100,552],1.1444,[103,554],1.1478,[106,556],1.1305,[109,558],1.1514,[112,560],1.1653,[115,562],1.1772,[118,564],1.1928,[121,566],1.2103,[123,568],1.2062,[126,570],1.2264,[129,572],1.2386,[132,574],1.2374,[135,576],1.2358,[138,578],1.2632,[141,580],1.2674,[144,582],1.256,[147,584],1.2382,[150,586],1.1993,[153,588],1.2317,[156,590],1.2395,[159,592],1.2617,[161,594],1.2822,[164,596],1.2832,[167,598],1.2782,[170,600],1.2936,[173,602],1.3149,[176,604],1.3237,[179,606],1.3234,[182,608],1.3476,[185,610],1.3612,[188,612],1.3352,[191,614],1.3229,[194,616],1.2951,[197,618],1.2955,[200,620],1.3475,[203,622],1.3662,[206,624],1.3693,[209,626],1.3124,[212,628],1.366,[215,630],1.3852,[218,632],1.3932,[221,634],1.3968,[224,636],1.4134,[227,638],1.4254,[230,640],1.412,[233,642],1.3933,[236,644],1.4589,[239,646],1.4297,[242,648],1.4529,[245,650],1.4693,[248,652],1.4825,[251,654],1.473,[254,656],1.4483,[257,658],1.456,[260,660],1.4479,[263,662],1.4208,[266,664],1.4619,[268,666],1.4871,[271,654],[274,669],1.4707,[277,671],1.4912,[280,673],1.4686,[283,675],1.4531,[286,677],1.4082,[289,679],1.3757,[292,681],1.3846,[295,683],1.3632,[298,685],1.2407,[301,687],1.3112,[304,689],1.2921,[307,691],1.3511,[310,693],1.3909,[313,695],1.3847,[316,697],1.4577,[319,662],[322,700],1.4488,[325,702],1.4698,[328,704],1.4655,[331,706],1.465,[334,708],1.5122,[337,710],1.5391,[339,712],1.5346,[342,714],1.5446,[345,716],1.5675,[347,718],1.5304,[350,720],1.5686,[353,722],1.5829,[356,724],1.5881,[359,726],1.5871,[361,728],1.5923,[364,730],1.6178,[367,732],1.638,[370,734],1.6334,[373,736],1.6518,[376,738],1.6115,[379,740],1.6395,[382,742],1.6709,[385,744],1.6829,[388,746],1.6565,[391,748],1.6576,[394,750],1.6274,[396,752],1.6866,[398,754],1.6927,[401,756],1.6834,[403,758],1.6843,[406,760],1.7085,[408,762],1.6919,[411,764],1.7178,[414,766],1.7122,[416,768],1.7055,[418,770],1.7117,[420,772],1.7086,[423,774],1.6878,[426,776],1.7059,[429,778],1.6976,[432,780],1.6639,[434,782],1.6386,[437,784],1.6109,[440,786],1.5724,[443,788],1.6277,[446,790],1.6856,[449,792],1.7625,[452,794],1.7723,[455,796],1.7886,[458,798],1.83,[461,800],1.832,[464,802],1.8502,[467,804],1.8783,[470,806],1.8299,[473,808],1.8407,[476,810],1.8583,[479,812],1.8204,[482,814],1.8524,[485,816],1.8788,[488,818],1.8481,[491,820],1.8383,[494,822],1.8594,[497,824],1.9237,[500,826],1.9312,[503,828],1.905,[506,830],1.9143,[509,832],1.9162,[512,834],1.9019,[515,836],1.9016,[518,838],1.9243,[521,840],1.9202,[524,842],1.9421,[527,844],1.9024,[530,846],1.8958,[533,848],1.886,1794261303665]