RSI/ROC Flip
Median 1M return: +4.0%, 83% win rate.
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Rapid OB↔OS reversals on RSI and Rate-of-Change.
- 29 signals since 2000-01-01.
- Median 1M return: +4.0%, 83% win rate.
- RSI 47.9, ROC -1.2% — no flip.
RSI
47.9
65.0/35.0 bounds
ROC
-1.2%
8.0/-8.0% bounds
Flip Events
29
total
When to run this study
Track RSI and Rate of Change flips — rapid reversals from overbought (RSI>=65, ROC>=8%) to oversold (RSI<=35, ROC<=-8%) or vice versa within 10 days. These spikes often precede mean-reversion moves.
Historical results
Forward Returns by Flip Type
| Flip Type | N | 1W Win% | 1W Median% | 1W Min% | 1W Max% | 2W Win% | 2W Median% | 2W Min% | 2W Max% | 1M Win% | 1M Median% | 1M Min% | 1M Max% | 3M Win% | 3M Median% | 3M Min% | 3M Max% | 6M Win% | 6M Median% | 6M Min% | 6M Max% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RSI_OB_TO_OS | 10 | 90 | 1.82 | -0.68 | 5.98 | 40 | -0.74 | -16.60 | 6.63 | 60 | 2.56 | -14.32 | 8.11 | 100 | 3.20 | 0.40 | 11.09 | 100 | 9.88 | 3.06 | 18.79 |
| RSI_OS_TO_OB | 3 | 100 | 1.16 | 0.32 | 1.39 | 100 | 0.81 | 0.32 | 2.48 | 100 | 3.59 | 0.29 | 6.89 | 100 | 8.63 | 3.35 | 8.97 | 100 | 8.72 | 6.95 | 10.50 |
| ROC_OB_TO_OS | 1 | 100 | 0.28 | 0.28 | 0.28 | 100 | 5.26 | 5.26 | 5.26 | 100 | 2.74 | 2.74 | 2.74 | 0 | -10.34 | -10.34 | -10.34 | 100 | 8.57 | 8.57 | 8.57 |
| ROC_OS_TO_OB | 15 | 80 | 2.63 | -7.73 | 11.07 | 86.70 | 2.44 | -8.20 | 13.46 | 93.30 | 6.72 | -2.72 | 15.31 | 80 | 15.36 | -19.53 | 28.31 | 93.30 | 28.80 | -2.80 | 40.57 |