SteadyTapeQuantitative Market Research

RSI Oversold

Median 1M return: +7.2%, 74% win rate.

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Daily/weekly RSI oversold events with forward return analysis.

Total Events
43
since 2000-01-01
Current RSI
49.5
threshold 30
Above 200D MA
26%
at signal time
Avg 3M Fwd Return
+6.6%
74% win rate

When to run this study

Run when RSI drops below 30 on daily or weekly timeframe. Best during corrections to identify historically high-probability bounce setups — combine with trend context (above/below 200D MA) for best results.

Historical results

Historical RSI Oversold Events (≤ 30)

DateRSI(14)VIXSPY Price200D Regime% from 52W High3D1W2W1M3M
2026-03-2728.5331.05634.09Below 200D MA-8.583.343.928.2012.24
2025-04-0423.4345.31499.55Below 200D MA-17.328.585.671.7010.5923.13
2025-03-1128.3726.92547.97Below 200D MA-9.301.240.923.83-1.028.81
2023-10-2729.2221.27398.07Below 200D MA-9.972.925.857.2910.7720.02
2023-10-0329.0219.78408.64Above 200D MA-7.581.893.073.420.2511.65
2022-09-2329.3729.92351.12Below 200D MA-22.080.70-2.93-1.402.973.95
2022-01-2126.5428.85413.17Below 200D MA-8.32-1.050.912.45-1.92-2.42
2020-03-2329.5961.59204.94Below 200D MA-33.7217.1617.3618.8025.1839.94
2020-03-0926.8454.46250.61Below 200D MA-18.95-9.52-12.54-18.22-2.7518.55
2020-02-2528.6727.85285.72Above 200D MA-7.59-5.24-3.97-7.75-20.60-3.78
2019-08-0527.9524.59256.92Above 200D MA-6.023.451.5033.608.36
2018-12-1928.7625.58224.04Below 200D MA-14.03-6.19-0.691.045.2312.28
2018-10-2424.6325.23236.58Below 200D MA-9.22-0.5525.91-0.78-0.01
2018-10-1023.5522.96248.15Above 200D MA-4.78-1.400.77-4.660.79-6.40
2018-02-0529.1437.32232.30Above 200D MA-7.90-2.390.532.833.351.54

Showing 15 of 43 rows — see the live version for all.