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The Setup Lab · Test 2 · Bitcoin

Buying Bitcoin when RSI drops under 30

14.4%Per year
−67.0%Max drawdown
71.4%Win rate
21Trades
RSI under 30 on Bitcoin, 2014–2026 · buy-and-hold over the same days: 57.5% a year, max drawdown −83.4%

An RSI under 30 is the textbook definition of “oversold”, and “buy when it’s oversold” is probably the first rule anyone learns about Bitcoin. The textbook also tells you to sell when RSI goes over 70.

I ran exactly that on Bitcoin’s daily closes since 2014: 21 closed trades.

The rules

  • Buy when the 14-day RSI closes below 30 (the textbook “oversold” line).
  • Sell when the 14-day RSI closes above 70 (the textbook “overbought” line).
  • Wilder’s RSI on the daily close. Long only; in cash between trades.

Market: Bitcoin in US dollars (BTC-USD), trades every day.

The result

10×100× 201620182020202220242026
RSI under 30 test Buy-and-hold Growth of 1, log scale. Oct 2014 – Sep 2026.
RSI under 30Buy-and-hold
Annual return14.39%57.48%
Total return400%22875%
Max drawdown−67.0%−83.4%
Worst fall, from – toMay 2021 – Nov 2022Dec 2017 – Dec 2018
Time in the market42%100%
TradesValue
Closed trades21
Winners15 (71.4%)
Average winner+24.59%
Average loser−21.33%
Win/loss ratio1.15
Profit factor2.88
Best / worst trade+73.2% / −39.2%
Average holding time87 days

My read

Most trades worked: 71% winners, average winner 24.6%. The trouble is the losers. They averaged a 21.3% loss, because nothing in the rule says “you were wrong”. The worst one bought in May 2022 and only saw RSI 70 again in Jan 2023, 247 days later, when it sold for a 39% loss.

Over the whole period it made 14.4% a year. Holding Bitcoin made 57.5% a year. It was in the market 42% of the days, and it still had a 67% fall, against 83% for holding.

“Oversold” describes the past two weeks. It says nothing about the next two. In a strong downtrend RSI can sit under 30 for a long time, and a rule with no stop has to sit there with it.

My read: RSI under 30 on its own is not a setup. At most it is a reason to look at the chart, and the chart has to give you the stop.

Every trade

21 closed trades, newest first
BoughtPriceSoldPriceResult
2025-11-1595,5492026-08-2073,033−23.6%
2025-02-2784,7042025-05-0395,892+13.2%
2024-06-2561,8052024-10-2167,368+9.0%
2023-08-1826,0502023-10-2129,918+14.9%
2023-03-1020,1872023-03-1826,966+33.6%
2022-05-1031,0232023-01-1218,870−39.2%
2021-12-1149,3632022-03-3047,063−4.7%
2021-04-2654,0222021-07-2940,008−25.9%
2020-03-135,5642020-04-308,659+55.6%
2019-09-258,4872020-01-158,807+3.8%
2018-11-155,6482019-02-204,000−29.2%
2018-05-297,4732018-07-248,424+12.7%
2018-02-067,7542018-04-258,846+14.1%
2017-09-153,6382017-10-135,647+55.2%
2017-07-161,9302017-08-093,342+73.2%
2016-08-035662016-10-12636+12.3%
2016-01-163882016-04-21449+16.0%
2015-08-192272015-10-16263+16.0%
2015-04-152242015-06-17249+11.4%
2014-12-183112015-03-12294−5.5%
2014-10-043292014-11-13421+27.9%

How it was tested

  • Signals are read on the daily close; each trade happens at the next day’s close. No look-ahead.
  • Long only, fully in or fully out. No commissions, slippage, interest or dividends.
  • The test starts on the first day every indicator has a value (Oct 2, 2014); buy-and-hold covers the same days.
  • Prices: Yahoo Finance daily data (BTC-USD), snapshot btc-2026-09-23.csv. Checked by a second, independent program before publishing.

Not financial advice. This is educational content, shared for information and entertainment only, and it is not a recommendation to buy or sell any asset. Backtests and past results do not guarantee future results, and the numbers or charts here may contain mistakes. Trading carries risk, including losing all the money you put in. Do your own research before you make any decision.