AAVEUSDTRSI mean reversion

Buys oversold conditions and shorts overbought conditions using RSI, with range and volatility filters. Positions exit on signal normalization or protective orders.

ActiveLong & Shortaaveusdt-ff62b3b11d

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)57.98%

NET RETURN793.19%

MAX MARK DRAWDOWN32.07%

BTC BUY & HOLD77.76%

Cumulative return

StrategyBTC spot buy-and-hold

Drawdown

StrategyBTC spot buy-and-hold

Daily observations. Headline Max Mark DD uses the full native-resolution simulation.

Strategy profile

Direction: Long & Short
BTC filter: No
Protective stop: Volatility-based
Signal exit: Yes
Exit rules: Signal / stop loss / take profit
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 81
Profitable trades: 75.31%
Best calendar month: 41.19%
Worst calendar month: -13.32%
Longest daily underwater spell: 562 days
Daily return volatility: 1.81%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20222.2%3.6%5.4%15.6%-0.9%6.9%7.6%1.7%-1.8%13.5%6.9%4.8%202312.9%0.0%9.9%7.5%4.8%-0.1%0.0%-1.5%4.5%0.0%15.3%3.3%20240.0%-1.6%27.1%17.4%9.2%-2.8%16.6%0.0%0.0%7.9%0.0%1.3%20258.6%-3.9%41.2%0.6%-13.3%-9.4%-2.2%4.8%-1.2%9.0%8.5%-11.0%20269.6%8.2%-4.8%0.5%-3.8%-1.9%0.0%0.6%0.0%5.4%——

Calendar-year performance

Period	Strategy	BTC hold
2022	86.68%	-64.24%
2023	71.18%	155.62%
2024	98.48%	121.29%
2025	24.14%	-6.33%
2026	13.44%	-6.18%

First and last periods may be partial. Returns are not annualized.

Reading this report

Both curves begin at zero percent on the same effective start date. BTC is a spot buy-and-hold benchmark.

Profitable trades counts fully closed positions after costs and funding. It is not the percentage of positive days.

Different start dates describe different market histories; compare periods before comparing rankings.

Methodology & limitations

Historical simulation. Closed-bar signals and next-open execution; fees, slippage and historical funding included. BTC spot benchmark includes entry costs and no perpetual funding. Account value is compounded continuously without annual resets.

Observed research periods are not untouched out-of-sample data. Active means currently in use; it does not establish safety or strategy quality. Daily analytics use QuantStats; headline financial metrics use the saved backtest. Current instrument constraints are applied retrospectively. Leveraged simulations do not model exchange liquidation. Calculation cutoff: 2026-10-16, exclusive.