Does the Stochastic RSI strategy beat buy & hold on BNB? (BNB · backtested honestly)
Stochastic RSI applies the Stochastic formula to RSI instead of to price: it shows where the current RSI sits within its own recent high-low range, on a 0 to 1 scale (below 0.2 'oversold', above 0.8 'overbought'). Because it stretches an already-smoothed indicator, it is faster and noisier than plain RSI - it hits the extremes more often and whipsaws more. Buy when it is oversold, betting on a bounce, and exit when it becomes overbought. Like the RSI Reversion rule already in this library, it is a mean-reversion oscillator that fights the trend, so a strong move can run it over (a falling knife); it reads how stretched momentum is, not a prediction of a turn.
Run it yourself
Change the parameters and the window, then re-run — no account needed.
A live badge that re-runs itself and links back here. Free to embed on any blog, newsletter or forum — it shows the honest result, beat or lagged.
<iframe src="https://stratsemble.com/embed/bnb-stoch-rsi-backtest" width="360" height="252" style="border:0;border-radius:12px;max-width:100%" loading="lazy" title="Does the Stochastic RSI strategy beat buy & hold on BNB?"></iframe>- • The strategy line is Stochastic RSI on BNB; the dashed line is simply buying and holding BNB. Beating the dashed line is the whole point — many strategies don't.
- • Max drawdown is the worst peak-to-trough fall you'd have sat through. A higher return with a much deeper drawdown is not obviously better.
- • Every fill assumes next-open execution with costs & slippage on — no acting on prices you couldn't have known.
- • A small number of trades means a small sample. Treat a great-looking result on a handful of trades with suspicion.
This is a hypothetical backtest of a well-known mechanism on past data. It is not advice, not a prediction, and not a claim that the strategy works. I hold no funds and place no orders. The value here is the ability to test an idea honestly — see where it would have helped, and where it would have hurt — before you ever risk real money on your own broker.
How this is computed → · who's behind it · where a backtest fits