A 5-Day RSI Momentum Rule on Bitcoin: 12 Years of Daily Data (2014-2026)

MetaDuro — Sat, 14 Nov 2026 10:55:11 +0000

This test looks at a momentum rule on BTC/USD daily data from Coinbase: 4,314 daily bars, from 1 December 2014 to 26 October 2026. The rule uses the 5-day Relative Strength Index (RSI), which compares smoothed average gains against smoothed average losses over the last five daily closes. The question is whether being invested only when recent gains strongly outweigh recent losses beats holding through everything.

The rule is mechanical. Be long only when the RSI(5) is strictly above 70 - at exactly 70 it is out of the market; sit in cash otherwise. Signals are read on completed daily closes, and exposure starts from the next interval, so the signal day's own move is never part of the result. In practice the rule is invested only when five-day gains dominate five-day losses strongly enough to push the RSI past 70, and stands aside the rest of the time.

Verified results

Metric	Rule	Buy and hold
Days in market	1,016 of 4,313 daily moves (23.6%), across 249 entries	-
Total return	+33,887.8%	+21,473.2%
CAGR	63.2%	57.1%
$10,000 becomes	$3.40M	$2.16M
Winning days	54.9% of days in market (daily metric, not per trade)	-
Profit factor	1.71 (daily returns on days in market, not per trade)	-
Best / worst day in market	+23.4% / -13.7%	-
Max drawdown	-25.3%	-83.8%

The selectivity changes the ride more than the destination. The rule was invested less than a quarter of all days, its worst peak-to-trough loss was -25.3% against -83.8% for holding, and at the end of the sample it sits -6.5% below its own peak (September 2026) while bitcoin trades -36.0% below its all-time high of October 2025. Most of the 2025-2026 decline simply happened while the rule was in cash.

Costs and limitations

Zero fees assumed - and here it matters. The published model assumes no fees and no slippage, with about 21 entries per year (249 in the sample). Costs change the picture sharply: at 0.1% per side the final return falls by 39.2% to +20,550.8% - no longer ahead of buy and hold - and at 0.5% per side it falls by 91.8%. These cost scenarios are illustrative; actual results depend on fees, slippage and execution.

This is one asset, one period, one rule and one threshold; 70 is a choice, not a law. Historical results are not a forecast or a guarantee. This research is for information only, not investment advice.

All figures were reproduced independently from the raw daily data - the same 4,314-bar series the site's model runs on (1 Dec 2014 to 26 Oct 2026). Buy and hold here means compounding every daily close-to-close move across the whole sample, equivalent to the price ratio 79,820.92 / 370.00 = 215.73x. The site's own panel shows slightly different numbers: +35,215.4% strategy return, 55.2% winning days, profit factor 1.72, and +21,481.4% for buy and hold. The re-run gives +33,887.8%, 54.9%, 1.71 and +21,473.2%. The residual gaps are small and their exact cause was not isolated - a plausible source is different RSI warmup handling in the earliest bars and a different first-interval convention for the benchmark, but that is a hypothesis, not a proven cause. Days in market (1,016), the best and worst days and the maximum drawdown all match the published model exactly. The Sharpe figure shown on the site was not independently verified and is not reported here.

The model and its full equity curve are public on MetaDuro, a market-research platform for seasonality statistics and rule backtests; an update covering the 2025-2026 decline is linked from that page.

Figures independently re-run 30 Oct 2026 on the site's own 4,314-bar BTC/USD daily input (1 Dec 2014 - 26 Oct 2026).

Buy-and-Hold vs. a 50-Day Moving Average Rule on Bitcoin (2014-2026)

MetaDuro — Sat, 14 Nov 2026 10:55:08 +0000

This test compares a simple timing rule with buy and hold on BTC/USD daily data from Coinbase: 4,314 daily bars, from 1 December 2014 to 26 October 2026. The question is whether filtering market exposure through a 50-day simple moving average changes the return path and the downside, compared with staying invested the whole time.

The rule is mechanical. Go long when the daily close crosses above the 50-day SMA; exit when it crosses below. Signals are read on completed daily closes, and exposure starts from the next interval, so the cross day's own move is never part of the trade. A crossover is an event; being above the average is a state. That distinction decides when trades actually happen.

Verified results

Metric	Rule	Buy and hold
Trades	104 closed trades	-
Total return	+93,483.8%	+21,481.4%
CAGR	77.7%	57.1%
$10,000 becomes	$9.36M	$2.16M
Win rate	29.8% (31 of 104 trades)	-
Average win / loss	+47.8% / -3.5%	-
Profit factor	5.79	-
Median trade	5 days; in market 56.7% of days	-
Best / worst trade	+414.7% / -12.1%	-
Max drawdown	-49.6% at trade exits; -57.6% daily	-83.8%

The rule wins rarely but big: 73 of 104 trades lose money, and the edge comes from riding a few long trends rather than calling the market often.

Costs and limitations

Zero fees assumed. The published model assumes no fees and no slippage, with about 8.7 trades per year. Costs change the picture: at 0.1% per side the final return drops by 18.8%, and at 0.5% per side by 64.8%. These cost scenarios are illustrative; actual results depend on fees, slippage and execution.

This is one asset, one period, and one rule. Sideways markets produce repeated crossovers and small losses. Historical results are not a forecast or a guarantee. This research is for information only, not investment advice.

All figures were reproduced independently from the raw daily data before writing; the reproduced equity curve matches the published model's 104 trades point for point. The original page's summary panel shows a slightly different CAGR (79.9%) that could not be reconciled, so the re-run figures are used here. The Sharpe figure shown on the site was not independently verified and is not reported here.

The model and its full equity curve are public on MetaDuro, a market-research platform for seasonality statistics and rule backtests.

Figures independently re-run 27 Oct on 4,314 Coinbase BTC/USD daily bars (1 Dec 2014 - 26 Oct 2026).

DEV Community: MetaDuro

A 5-Day RSI Momentum Rule on Bitcoin: 12 Years of Daily Data (2014-2026)

Verified results

Costs and limitations

Buy-and-Hold vs. a 50-Day Moving Average Rule on Bitcoin (2014-2026)

Verified results

Costs and limitations