RSI on crypto: buying strength beat buying oversold
Buying when RSI was strong made money with all 36 settings on 4-hour bars, a median of +40.4% a year after costs. Buying when it was oversold, the textbook use, won 59% of trades and still had a median of −6.3%.
How it works
The Relative Strength Index compares the size of recent gains with recent losses on a scale of 0 to 100, smoothed over n bars (14 by default). Above 70 is called overbought and below 30 oversold.
It can be traded in two opposite ways. The textbook way buys oversold readings and sells when RSI recovers, betting on a bounce. Trend followers do the reverse: they buy when RSI climbs above a high level and sell when the momentum fades.
What we tested
- Buying strength: RSI over 7, 14 or 21 bars; buy above 55, 60, 65 or 70; sell below 40, 45 or 50: 36 settings.
- Buying oversold: RSI over 7, 14 or 21 bars; buy below 20, 25, 30 or 35; sell above 50, 55, 60 or 70: 48 settings.
Every setting was run on eight bar lengths, from 1 minute to 4 hours, on Upbit's Korean-won market: 12 large coins from January 2024 to October 2026 (from January 2025 on 5- and 10-minute bars; 8 coins from April 2026 on 1- and 3-minute bars). Signals are taken at a bar's close and filled at the next bar's open, spot buying only, with equal money in each coin. Every trade pays Upbit's 0.05% fee plus one price tick of slippage. That makes 84 single-indicator settings, and 6,241 more combinations where the best of them were given a filter or an exit rule. Full method.
Results by setting and bar length
Each cell is the yearly return after costs over the whole period. An outlined cell passed the two-period test: at least +10% a year in both the first and the second period, with the second keeping at least half of the first.
Return per year after costs, %
Sea level (0) is break-even after costs: blue is under water, green to brown is land.
RSI momentum (buy strength)
Settings above water after costs: 36 of 36 on 4-hour bars, 14 of 36 on 1-hour bars, 5 of 36 on 30-minute bars, 2 of 36 on 15-minute bars, and none on 10-minute bars or shorter. Passed the two-period test: 3 on 30-minute bars, 7 on 1-hour bars, 9 on 4-hour bars.
| Top 16 of 36 on 4-hour bars | 1m | 3m | 5m | 10m | 15m | 30m | 1h | 4h |
|---|---|---|---|---|---|---|---|---|
| RSI(21) buy above 60, sell below 50 | −100.0 | −99.7 | −98.5 | −89.6 | −68.5 | −29.5 | +6.2 | +53.5 |
| RSI(14) buy above 65, sell below 50 | −100.0 | −99.6 | −98.7 | −90.3 | −73.7 | −36.9 | −0.6 | +53.2 |
| RSI(14) buy above 65, sell below 45 | −100.0 | −99.3 | −97.7 | −87.9 | −64.4 | −27.5 | −0.1 | +52.9 |
| RSI(21) buy above 60, sell below 45 | −100.0 | −99.0 | −96.5 | −81.7 | −52.2 | −20.7 | +9.3 | +52.2 |
| RSI(21) buy above 65, sell below 45 | −99.5 | −87.8 | −81.5 | −52.6 | −22.4 | +2.5 | +27.3 | +51.0 |
| RSI(21) buy above 55, sell below 50 | −100.0 | −100.0 | −100.0 | −99.5 | −94.3 | −71.1 | −25.9 | +50.0 |
| RSI(14) buy above 60, sell below 45 | −100.0 | −100.0 | −99.9 | −97.1 | −85.1 | −53.5 | −15.6 | +48.5 |
| RSI(21) buy above 65, sell below 50 | −99.7 | −90.6 | −85.2 | −61.7 | −39.2 | −0.1 | +16.1 | +47.6 |
| RSI(14) buy above 60, sell below 50 | −100.0 | −100.0 | −100.0 | −98.8 | −91.9 | −65.1 | −26.5 | +46.8 |
| RSI(21) buy above 70, sell below 45 | −91.4 | −63.5 | −44.6 | −12.1 | +5.0 | +16.8 | +35.7 | +46.8 |
| RSI(14) buy above 70, sell below 45 | −99.9 | −92.7 | −87.0 | −66.2 | −39.9 | −2.5 | +7.6 | +46.2 |
| RSI(14) buy above 70, sell below 50 | −99.9 | −93.5 | −89.0 | −68.7 | −49.2 | −10.9 | +6.0 | +45.5 |
| RSI(21) buy above 55, sell below 45 | −100.0 | −100.0 | −99.8 | −95.9 | −81.0 | −47.9 | −9.0 | +45.4 |
| RSI(14) buy above 65, sell below 40 | −100.0 | −98.7 | −96.1 | −81.4 | −53.3 | −21.0 | +3.2 | +45.3 |
| RSI(14) buy above 55, sell below 45 | −100.0 | −100.0 | −100.0 | −99.7 | −95.8 | −75.6 | −38.0 | +42.4 |
| RSI(21) buy above 70, sell below 50 | −91.7 | −64.7 | −51.4 | −24.1 | −12.2 | +18.4 | +24.8 | +42.4 |
All 36 settings
| Setting | 1m | 3m | 5m | 10m | 15m | 30m | 1h | 4h |
|---|---|---|---|---|---|---|---|---|
| RSI(7) buy above 55, sell below 40 | −100.0 | −100.0 | −100.0 | −100.0 | −99.7 | −93.8 | −70.0 | +14.2 |
| RSI(7) buy above 55, sell below 45 | −100.0 | −100.0 | −100.0 | −100.0 | −100.0 | −97.6 | −80.0 | +6.7 |
| RSI(7) buy above 55, sell below 50 | −100.0 | −100.0 | −100.0 | −100.0 | −100.0 | −99.3 | −88.3 | +0.7 |
| RSI(7) buy above 60, sell below 40 | −100.0 | −100.0 | −100.0 | −100.0 | −98.9 | −88.1 | −56.9 | +26.0 |
| RSI(7) buy above 60, sell below 45 | −100.0 | −100.0 | −100.0 | −100.0 | −99.6 | −93.1 | −65.0 | +24.6 |
| RSI(7) buy above 60, sell below 50 | −100.0 | −100.0 | −100.0 | −100.0 | −99.9 | −96.2 | −74.1 | +20.9 |
| RSI(7) buy above 65, sell below 40 | −100.0 | −100.0 | −100.0 | −99.7 | −96.7 | −78.4 | −40.4 | +29.6 |
| RSI(7) buy above 65, sell below 45 | −100.0 | −100.0 | −100.0 | −99.9 | −98.0 | −85.0 | −47.9 | +30.1 |
| RSI(7) buy above 65, sell below 50 | −100.0 | −100.0 | −100.0 | −100.0 | −98.9 | −88.8 | −55.3 | +28.4 |
| RSI(7) buy above 70, sell below 40 | −100.0 | −100.0 | −100.0 | −98.4 | −91.1 | −63.4 | −25.2 | +40.8 |
| RSI(7) buy above 70, sell below 45 | −100.0 | −100.0 | −100.0 | −98.9 | −93.0 | −70.5 | −32.2 | +38.9 |
| RSI(7) buy above 70, sell below 50 | −100.0 | −100.0 | −100.0 | −99.3 | −94.6 | −75.9 | −35.4 | +38.0 |
| RSI(14) buy above 55, sell below 40 | −100.0 | −100.0 | −99.9 | −97.9 | −87.4 | −59.9 | −24.1 | +37.5 |
| RSI(14) buy above 55, sell below 45 | −100.0 | −100.0 | −100.0 | −99.7 | −95.8 | −75.6 | −38.0 | +42.4 |
| RSI(14) buy above 55, sell below 50 | −100.0 | −100.0 | −100.0 | −100.0 | −99.4 | −89.2 | −55.9 | +33.4 |
| RSI(14) buy above 60, sell below 40 | −100.0 | −100.0 | −99.4 | −93.3 | −74.8 | −39.0 | −7.8 | +40.0 |
| RSI(14) buy above 60, sell below 45 | −100.0 | −100.0 | −99.9 | −97.1 | −85.1 | −53.5 | −15.6 | +48.5 |
| RSI(14) buy above 60, sell below 50 | −100.0 | −100.0 | −100.0 | −98.8 | −91.9 | −65.1 | −26.5 | +46.8 |
| RSI(14) buy above 65, sell below 40 | −100.0 | −98.7 | −96.1 | −81.4 | −53.3 | −21.0 | +3.2 | +45.3 |
| RSI(14) buy above 65, sell below 45 | −100.0 | −99.3 | −97.7 | −87.9 | −64.4 | −27.5 | −0.1 | +52.9 |
| RSI(14) buy above 65, sell below 50 | −100.0 | −99.6 | −98.7 | −90.3 | −73.7 | −36.9 | −0.6 | +53.2 |
| RSI(14) buy above 70, sell below 40 | −99.8 | −92.2 | −84.4 | −58.9 | −29.0 | −2.5 | +15.1 | +41.3 |
| RSI(14) buy above 70, sell below 45 | −99.9 | −92.7 | −87.0 | −66.2 | −39.9 | −2.5 | +7.6 | +46.2 |
| RSI(14) buy above 70, sell below 50 | −99.9 | −93.5 | −89.0 | −68.7 | −49.2 | −10.9 | +6.0 | +45.5 |
| RSI(21) buy above 55, sell below 40 | −100.0 | −99.0 | −97.4 | −85.5 | −62.2 | −28.3 | +3.6 | +28.0 |
| RSI(21) buy above 55, sell below 45 | −100.0 | −100.0 | −99.8 | −95.9 | −81.0 | −47.9 | −9.0 | +45.4 |
| RSI(21) buy above 55, sell below 50 | −100.0 | −100.0 | −100.0 | −99.5 | −94.3 | −71.1 | −25.9 | +50.0 |
| RSI(21) buy above 60, sell below 40 | −100.0 | −95.4 | −92.1 | −70.0 | −37.8 | −9.5 | +15.8 | +34.9 |
| RSI(21) buy above 60, sell below 45 | −100.0 | −99.0 | −96.5 | −81.7 | −52.2 | −20.7 | +9.3 | +52.2 |
| RSI(21) buy above 60, sell below 50 | −100.0 | −99.7 | −98.5 | −89.6 | −68.5 | −29.5 | +6.2 | +53.5 |
| RSI(21) buy above 65, sell below 40 | −98.9 | −84.1 | −76.1 | −43.6 | −18.4 | +8.3 | +29.6 | +37.9 |
| RSI(21) buy above 65, sell below 45 | −99.5 | −87.8 | −81.5 | −52.6 | −22.4 | +2.5 | +27.3 | +51.0 |
| RSI(21) buy above 65, sell below 50 | −99.7 | −90.6 | −85.2 | −61.7 | −39.2 | −0.1 | +16.1 | +47.6 |
| RSI(21) buy above 70, sell below 40 | −89.6 | −59.7 | −40.1 | −2.5 | +4.7 | +24.1 | +37.1 | +35.1 |
| RSI(21) buy above 70, sell below 45 | −91.4 | −63.5 | −44.6 | −12.1 | +5.0 | +16.8 | +35.7 | +46.8 |
| RSI(21) buy above 70, sell below 50 | −91.7 | −64.7 | −51.4 | −24.1 | −12.2 | +18.4 | +24.8 | +42.4 |
RSI mean reversion (buy oversold)
Settings above water after costs: 18 of 48 on 4-hour bars, 15 of 48 on 1-hour bars, 15 of 48 on 30-minute bars, 15 of 48 on 15-minute bars, 11 of 48 on 3-minute bars, 4 of 48 on 1-minute bars, and none on 10-minute and 5-minute bars. Passed the two-period test: 2 on 3-minute bars.
| Top 16 of 48 on 4-hour bars | 1m | 3m | 5m | 10m | 15m | 30m | 1h | 4h |
|---|---|---|---|---|---|---|---|---|
| RSI(21) buy below 25, sell above 55 | −28.8 | +1.1 | −14.6 | −15.9 | +12.4 | +12.3 | +18.2 | +21.8 |
| RSI(14) buy below 20, sell above 60 | −50.7 | −3.6 | −16.8 | −12.3 | +7.8 | +8.7 | +17.7 | +18.0 |
| RSI(21) buy below 25, sell above 60 | −30.8 | +3.8 | −13.1 | −16.7 | +15.4 | +17.0 | +11.2 | +17.5 |
| RSI(21) buy below 25, sell above 50 | −29.4 | −1.6 | −11.2 | −10.3 | +12.9 | +6.5 | +13.7 | +15.8 |
| RSI(14) buy below 20, sell above 55 | −53.0 | −8.4 | −14.8 | −8.6 | +6.3 | +6.3 | +13.9 | +13.4 |
| RSI(14) buy below 20, sell above 50 | −57.5 | −7.1 | −15.5 | −7.6 | +5.3 | +7.9 | +7.7 | +11.9 |
| RSI(21) buy below 30, sell above 55 | −74.9 | −19.4 | −27.9 | −22.8 | −0.4 | +2.2 | 0.0 | +10.6 |
| RSI(14) buy below 20, sell above 70 | −41.6 | +16.7 | −16.3 | −20.9 | +14.8 | +8.6 | +8.3 | +10.0 |
| RSI(14) buy below 25, sell above 50 | −92.1 | −35.7 | −36.4 | −23.1 | −3.4 | +3.6 | −2.8 | +7.3 |
| RSI(21) buy below 30, sell above 50 | −79.4 | −26.4 | −25.8 | −19.7 | +3.1 | −4.0 | −2.4 | +7.0 |
| RSI(21) buy below 20, sell above 70 | +5.7 | +2.3 | −10.3 | −10.0 | +9.1 | +9.4 | +5.8 | +6.9 |
| RSI(21) buy below 20, sell above 55 | −2.4 | +0.2 | −0.8 | −5.3 | +9.4 | +13.9 | +11.0 | +6.7 |
| RSI(14) buy below 25, sell above 60 | −86.1 | −25.6 | −32.1 | −23.7 | +0.5 | −2.7 | +2.6 | +6.4 |
| RSI(21) buy below 20, sell above 60 | −4.7 | +1.6 | −2.9 | −2.0 | +11.3 | +17.7 | +7.5 | +6.3 |
| RSI(14) buy below 25, sell above 55 | −89.1 | −34.2 | −32.8 | −22.8 | +0.5 | −3.5 | +1.7 | +5.2 |
| RSI(21) buy below 20, sell above 50 | −5.0 | +0.3 | −1.4 | −1.7 | +10.1 | +8.6 | +12.0 | +4.3 |
All 48 settings
| Setting | 1m | 3m | 5m | 10m | 15m | 30m | 1h | 4h |
|---|---|---|---|---|---|---|---|---|
| RSI(7) buy below 20, sell above 50 | −100.0 | −96.2 | −86.7 | −64.1 | −32.7 | −19.1 | −10.2 | −6.2 |
| RSI(7) buy below 20, sell above 55 | −100.0 | −95.1 | −84.9 | −60.3 | −28.6 | −16.7 | −17.2 | −8.7 |
| RSI(7) buy below 20, sell above 60 | −100.0 | −94.0 | −83.4 | −56.7 | −26.2 | −13.8 | −18.0 | −8.2 |
| RSI(7) buy below 20, sell above 70 | −100.0 | −89.7 | −77.5 | −57.4 | −25.4 | −22.4 | −18.7 | −7.9 |
| RSI(7) buy below 25, sell above 50 | −100.0 | −99.9 | −98.3 | −87.1 | −59.5 | −35.7 | −20.7 | −20.2 |
| RSI(7) buy below 25, sell above 55 | −100.0 | −99.7 | −97.5 | −83.3 | −54.5 | −33.9 | −24.5 | −22.4 |
| RSI(7) buy below 25, sell above 60 | −100.0 | −99.5 | −96.5 | −79.6 | −52.0 | −30.6 | −25.1 | −22.9 |
| RSI(7) buy below 25, sell above 70 | −100.0 | −97.7 | −92.5 | −74.7 | −47.3 | −34.6 | −23.9 | −22.3 |
| RSI(7) buy below 30, sell above 50 | −100.0 | −100.0 | −99.9 | −97.2 | −81.5 | −55.7 | −32.9 | −30.5 |
| RSI(7) buy below 30, sell above 55 | −100.0 | −100.0 | −99.8 | −95.1 | −75.8 | −52.4 | −35.2 | −33.3 |
| RSI(7) buy below 30, sell above 60 | −100.0 | −100.0 | −99.5 | −92.4 | −70.4 | −46.1 | −34.9 | −32.6 |
| RSI(7) buy below 30, sell above 70 | −100.0 | −99.6 | −97.2 | −84.0 | −59.0 | −44.7 | −28.6 | −31.3 |
| RSI(7) buy below 35, sell above 50 | −100.0 | −100.0 | −100.0 | −99.7 | −94.7 | −75.3 | −47.7 | −36.1 |
| RSI(7) buy below 35, sell above 55 | −100.0 | −100.0 | −100.0 | −99.1 | −90.3 | −69.0 | −45.5 | −38.7 |
| RSI(7) buy below 35, sell above 60 | −100.0 | −100.0 | −100.0 | −97.9 | −84.4 | −62.4 | −42.1 | −38.7 |
| RSI(7) buy below 35, sell above 70 | −100.0 | −99.9 | −98.9 | −90.4 | −65.7 | −50.5 | −34.2 | −37.1 |
| RSI(14) buy below 20, sell above 50 | −57.5 | −7.1 | −15.5 | −7.6 | +5.3 | +7.9 | +7.7 | +11.9 |
| RSI(14) buy below 20, sell above 55 | −53.0 | −8.4 | −14.8 | −8.6 | +6.3 | +6.3 | +13.9 | +13.4 |
| RSI(14) buy below 20, sell above 60 | −50.7 | −3.6 | −16.8 | −12.3 | +7.8 | +8.7 | +17.7 | +18.0 |
| RSI(14) buy below 20, sell above 70 | −41.6 | +16.7 | −16.3 | −20.9 | +14.8 | +8.6 | +8.3 | +10.0 |
| RSI(14) buy below 25, sell above 50 | −92.1 | −35.7 | −36.4 | −23.1 | −3.4 | +3.6 | −2.8 | +7.3 |
| RSI(14) buy below 25, sell above 55 | −89.1 | −34.2 | −32.8 | −22.8 | +0.5 | −3.5 | +1.7 | +5.2 |
| RSI(14) buy below 25, sell above 60 | −86.1 | −25.6 | −32.1 | −23.7 | +0.5 | −2.7 | +2.6 | +6.4 |
| RSI(14) buy below 25, sell above 70 | −70.3 | +2.8 | −33.1 | −34.0 | −4.0 | −7.2 | −5.9 | −6.4 |
| RSI(14) buy below 30, sell above 50 | −99.8 | −79.6 | −70.1 | −43.6 | −20.0 | −10.1 | −13.2 | −3.6 |
| RSI(14) buy below 30, sell above 55 | −99.4 | −76.6 | −64.4 | −42.0 | −14.7 | −13.8 | −12.7 | −5.3 |
| RSI(14) buy below 30, sell above 60 | −98.6 | −70.2 | −61.4 | −42.2 | −15.4 | −14.7 | −14.6 | −6.2 |
| RSI(14) buy below 30, sell above 70 | −84.7 | −5.8 | −52.7 | −42.7 | −17.9 | −20.0 | −17.0 | −13.4 |
| RSI(14) buy below 35, sell above 50 | −100.0 | −98.2 | −93.9 | −75.2 | −46.4 | −30.3 | −24.5 | −21.5 |
| RSI(14) buy below 35, sell above 55 | −100.0 | −95.7 | −89.3 | −70.4 | −42.1 | −30.5 | −23.3 | −22.8 |
| RSI(14) buy below 35, sell above 60 | −100.0 | −91.7 | −84.1 | −67.0 | −39.4 | −30.8 | −27.6 | −21.1 |
| RSI(14) buy below 35, sell above 70 | −94.5 | −28.3 | −61.3 | −56.7 | −28.5 | −22.5 | −25.5 | −20.1 |
| RSI(21) buy below 20, sell above 50 | −5.0 | +0.3 | −1.4 | −1.7 | +10.1 | +8.6 | +12.0 | +4.3 |
| RSI(21) buy below 20, sell above 55 | −2.4 | +0.2 | −0.8 | −5.3 | +9.4 | +13.9 | +11.0 | +6.7 |
| RSI(21) buy below 20, sell above 60 | −4.7 | +1.6 | −2.9 | −2.0 | +11.3 | +17.7 | +7.5 | +6.3 |
| RSI(21) buy below 20, sell above 70 | +5.7 | +2.3 | −10.3 | −10.0 | +9.1 | +9.4 | +5.8 | +6.9 |
| RSI(21) buy below 25, sell above 50 | −29.4 | −1.6 | −11.2 | −10.3 | +12.9 | +6.5 | +13.7 | +15.8 |
| RSI(21) buy below 25, sell above 55 | −28.8 | +1.1 | −14.6 | −15.9 | +12.4 | +12.3 | +18.2 | +21.8 |
| RSI(21) buy below 25, sell above 60 | −30.8 | +3.8 | −13.1 | −16.7 | +15.4 | +17.0 | +11.2 | +17.5 |
| RSI(21) buy below 25, sell above 70 | +17.2 | +6.7 | −21.8 | −26.2 | +11.4 | +6.7 | +0.4 | +1.1 |
| RSI(21) buy below 30, sell above 50 | −79.4 | −26.4 | −25.8 | −19.7 | +3.1 | −4.0 | −2.4 | +7.0 |
| RSI(21) buy below 30, sell above 55 | −74.9 | −19.4 | −27.9 | −22.8 | −0.4 | +2.2 | 0.0 | +10.6 |
| RSI(21) buy below 30, sell above 60 | −69.8 | −11.1 | −25.6 | −22.3 | −1.9 | +0.3 | −2.1 | +0.9 |
| RSI(21) buy below 30, sell above 70 | +7.8 | +1.3 | −31.5 | −38.9 | −5.7 | −6.5 | −9.4 | −12.4 |
| RSI(21) buy below 35, sell above 50 | −98.8 | −69.1 | −62.7 | −40.6 | −12.5 | −17.6 | −11.3 | −6.3 |
| RSI(21) buy below 35, sell above 55 | −96.8 | −57.9 | −57.9 | −39.6 | −14.2 | −12.3 | −13.9 | −6.3 |
| RSI(21) buy below 35, sell above 60 | −92.1 | −34.9 | −53.9 | −40.8 | −20.1 | −18.9 | −14.8 | −11.2 |
| RSI(21) buy below 35, sell above 70 | +19.4 | +41.3 | −46.7 | −45.8 | −15.5 | −22.0 | −17.9 | −14.6 |
Adding filters and exit rules
On each bar length, the settings with the best first-period results were combined with up to two filters (trend on a longer chart, ADX, volume, RSI range, Bitcoin's trend) or one filter and an exit rule (stop-loss, trailing stop, take-profit, time limit). Combinations were only built where this indicator ranked among the leaders in the first period.
RSI momentum (buy strength)
| Bars | Combinations that traded | Passed | Best that passed | Return a year | Worst fall | Second period |
|---|---|---|---|---|---|---|
| 5-minute | 579 | 0 | None passed. Best overall: +2.9% a year | |||
| 10-minute | 579 | 1 | RSI(21) buy above 65, sell below 40 + 4-hour chart above EMA 200 + RSI(14) below 70 | +10.5% | −17.8% | +10.1% |
| 15-minute | 579 | 0 | None passed. Best overall: +14.9% a year | |||
| 30-minute | 579 | 191 | RSI(21) buy above 70, sell below 40 + 4-hour chart above EMA 50 + volume above its 20-bar average | +33.0% | −20.4% | +24.9% |
| 1-hour | 579 | 282 | RSI(21) buy above 70, sell below 40 + 4-hour chart above EMA 200 + volume above its 20-bar average | +44.3% | −16.5% | +34.2% |
| 4-hour | 519 | 208 | RSI(21) buy above 55, sell below 50 + close above EMA 200 + volume above 1.5× its 20-bar average | +60.2% | −19.6% | +40.9% |
RSI mean reversion (buy oversold)
| Bars | Combinations that traded | Passed | Best that passed | Return a year | Worst fall | Second period |
|---|---|---|---|---|---|---|
| 1-minute | 76 | 6 | RSI(21) buy below 35, sell above 70 + 15-min chart above EMA 200 | +50.2% | −10.6% | +76.7% |
| 3-minute | 417 | 22 | RSI(14) buy below 20, sell above 70 + ADX(14) above 20 + volume above its 20-bar average | +17.8% | −4.9% | +15.7% |
| 5-minute | 402 | 0 | None passed. Best overall: +0.8% a year | |||
| 10-minute | 478 | 0 | None passed. Best overall: +1.2% a year | |||
| 15-minute | 385 | 0 | None passed. Best overall: +16.9% a year | |||
| 30-minute | 369 | 0 | None passed. Best overall: +17.9% a year | |||
| 1-hour | 381 | 0 | None passed. Best overall: +17.7% a year | |||
| 4-hour | 319 | 0 | None passed. Best overall: +24.4% a year | |||
What we learned
- Buying strength worked on 4-hour bars (all 36 settings above water, 9 passed the two-period test) and partly on 1-hour bars (7 passed). The best single setting was RSI(21) buy above 60, sell below 50: +53.5% a year, worst fall −24.5%.
- A slower RSI was better. On 1-hour bars, buying strength with a 21-bar RSI had a median of +16.0% a year; with a 7-bar RSI, −56.1%.
- Buying oversold won often and earned little. On 4-hour bars, the deepest threshold did best: buying below 20 had a median of +6.5%, buying below 35 a median of −21.3%.
- Buying oversold looked good on 3-minute bars, where 2 settings passed. But April to October 2026 was a rising window in which holding the coins made +154% a year, so a rule that buys dips had the wind behind it.
- With filters, RSI momentum was the most robust rule on 30-minute and 1-hour bars: 191 and 282 combinations passed. On 1-hour bars the best was RSI(21) buy above 70, sell below 40 + 4-hour chart above EMA 200 + volume above its 20-bar average: +44.3% a year, worst fall −16.5%.
- This matches a 2023 study of ten cryptocurrencies, in which 30/70 RSI reversal trading did worse than buy-and-hold while RSI used as trend confirmation above 50 beat it (Zatwarnicki et al., Sensors).
Questions
What are the best RSI settings for crypto?
In our tests on 4-hour bars: a 14- or 21-bar RSI, buying above 60 to 65 and selling below 50. RSI(21) 60/50 made +53.5% a year after costs and RSI(14) 65/50 made +53.2%. Neighbouring settings did almost as well, which matters more than the single best number.
Does buying RSI below 30 work on crypto?
Rarely after costs. On 4-hour bars, buying below 30 had a median of −9.3% a year. It wins often, because small bounces are common, but the trades that keep falling are large.
What timeframe is best for RSI?
4-hour bars, then 1-hour bars with a slow, 21-bar RSI. On 15-minute bars or shorter, almost every momentum setting lost money after costs.
Every setup with this indicator in the explorer: 4h 1h 30m 15m