⚠ This strategy is no longer active
Retired 2026-06. Across the bulk sample (NETTO-Zahlen (Per-Side-Fee 0,10 % Crypto / 0,05 % Aktien+ETF, Slippage 0), 1d, Crypto 2018→2026 / Aktien+ETF 2015→2026, Default-Params, ohne Filter (Worst-Case-Turnover). Audit `scripts/audit-net-of-cost.ts`, Single-Source `src/lib/fees/netOfCost.ts`, strategy-reviewer-Gate grün. Median Net-CAGR −2,1 %, 16/28 Zellen netto negativ, 0/28 schlagen B&H netto. Commodities/Forex (Elite-only) nicht separat gesampelt — dieselbe Turnover-Mechanik gilt. Abschalt-Grund = Kosten-Ballast (zu schwach vs Roster + nach Kosten negativ), nicht ein Logikfehler.) only 0 of 28 assets beat Avg B&H — avg strategy +1.1% vs B&H +21% (avg ΔCAGR -19.9%). The data stays visible; it is no longer offered in the backtester.
A faster RSI variant — the Stochastic RSI crosses its own moving average. More trades, more sensitivity, ideal for active markets.
Default parameters · BTCUSDT · 1d · 4 years · B&H +31.0%
The Stochastic RSI is an indicator of an indicator: it computes the RSI, then applies the Stochastic formula to that RSI. The result oscillates between 0 and 1 (or 0–100) but reacts much faster to price changes than the regular RSI — sometimes too fast.
This strategy applies the same SMA-cross logic as RSI/SMA Cross, but uses the Stoch-RSI as its base instead of the plain RSI.
Entry signal: when the Stoch-RSI crosses above its SMA, momentum has flipped bullish — a buy signal.
Exit signal: when the Stoch-RSI crosses below its SMA, momentum is fading — a sell signal.
Because the Stoch-RSI is more sensitive, you'll get many more signals than with regular RSI. That's a strength in fast-moving, choppy markets where trends are short. It's a weakness in calm, trending markets where the extra signals are noise. The smoothing SMA period is critical here — too low and you get a whipsaw machine, too high and you lose the speed advantage.
| Name | Default | Range | Description |
|---|---|---|---|
| RSI Period | 14 | 2–50 | Number of candles for the underlying RSI calculation. Default 14. |
| Stoch Period | 14 | 2–50 | Lookback for the Stochastic transform applied to the RSI. |
| SMA Period | 3 | 1–50 | Smoothing period applied to the Stoch-RSI. Lower = more reactive, more whipsaws. |
BTCUSDT · 1d · 4 years · default parameters · refreshed daily
Run with my own parameters →Top-10 assets by average CAGR (1d interval), aggregated from community + platform backtests. Actual results depend on parameters and period.
| Asset | CAGR | vs B&H | ★ | Runs |
|---|---|---|---|---|
| STOUSDC | +129.5% | +188.7pp | 74 | 1 |
| FTMUSDT | +53.3% | -76.6pp | — | 10 |
| DOGEUSDT | +45.9% | -33.4pp | — | 12 |
| SOLUSDT | +38.7% | -25.9pp | 62 | 12 |
| SANDUSDT | +36.0% | +39.6pp | — | 12 |
| EGLDUSDT | +34.0% | +60.5pp | — | 12 |
| AVAXUSDT | +33.3% | +28.7pp | — | 13 |
| BNBUSDT | +28.8% | -51.1pp | — | 14 |
| PEPEUSDC | +27.4% | +81.8pp | 57 | 1 |
| MANAUSDT | +27.1% | +24.1pp | — | 11 |
// Compute Stochastic RSI
rsi_series = RSI(closes, rsi_period)
stoch_rsi = Stochastic(rsi_series, stoch_period)
stoch_sma = SMA(stoch_rsi, sma_period)
// Entry
if stoch_rsi crosses_above stoch_sma:
if position.is_flat:
BUY
// Exit
if stoch_rsi crosses_below stoch_sma:
if position.is_long:
SELLChoppy, short-cycle markets where price swings rapidly between local extremes. The Stoch-RSI catches turns faster, which is essential when you don't have weeks to wait for a regular RSI to confirm. The trade-off: more whipsaws in calm markets.
3 is the literature standard and a good starting point. Increase to 5–7 if you want fewer trades; reduce to 2 only if you really know what you're doing — at 2, the SMA is barely smoothing anything.
Yes, and it actually works well there — the Stoch-RSI's noise on daily timeframes gets smoothed out at the weekly level. You get fewer but higher-conviction trades. For Bitcoin specifically, weekly Stoch-RSI/SMA Cross has historically tracked major cycle turns within 1–2 weeks.
A momentum signal that triggers when the RSI crosses its own moving average — combining oversold detection with trend confirmation.
The textbook RSI strategy — buy when oversold (RSI < 30), sell when overbought (RSI > 70). Best in sideways markets.
Apply MACD logic to On-Balance Volume — combining volume confirmation with trend signals. Volume tells you the truth that price hides.
Check out our Strategy Insights Reports — pre-baked deep-dives with historical results, comparisons, and market context.