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BACKTEST · Strategy research

Trades behind the oversold study

Review each stock’s signal date, entry date and completed holding-period return. These are simulated historical records; positions still open at the cutoff are marked separately.

Oversold 5-day recovery · Research cutoff

Research portfolio+293.0%
SPY+109.3%
QQQ+172.8%

2023-01-03 → 2026-09-04 · 0.1% cost on each traded side

Losses in the 2022 backtest In 2022, the portfolio returned -40.1%, versus -18.5% for SPY and -32.8% for QQQ. Maximum drawdown in the charted period was 35.2%.

Individual positions

Each completed position shows the entry-open to exit-close return after trading costs. It is not its contribution to the daily equal-weight portfolio. Open positions have no realized return here.

Test period from 2023 2023-01-03 → 2026-09-0495 completed positions · 3 still open, marked to market
Test period from 2023 · All completed and open positions included
StockSignal dateEntry dateEntry open (adjusted)Exit datePosition return (after costs)Status
ON$61.12 +30.6%Completed
BE$20.63 +18.3%Completed
GOOGL$85.17 +18.5%Completed
TTMI$13.98 -11.8%Completed
AMKR$24.26 -0.3%Completed
INTC$24.61 +26.1%Completed
NFLX$30.48 +12.3%Completed
TTMI$12.79 -2.4%Completed
BE$18.29 -1.9%Completed
AMKR$24.43 -14.8%Completed
AMKR$21.27 +16.7%Completed
ON$74.89 +19.1%Completed
TTMI$11.82 +19.1%Completed
BE$16.45 -12.8%Completed
BE$14.38 +14.7%Completed
BE$15.26 +0.8%Completed
AMKR$24.72 -12.3%Completed
TTMI$13.24 -4.5%Completed
AMKR$21.54 -6.0%Completed
NFLX$37.71 +8.3%Completed
BE$11.84 -16.1%Completed
TTMI$12.65 +13.1%Completed
INTC$34.89 +23.3%Completed
ON$73.29 -6.4%Completed
NFLX$40.92 +16.8%Completed
AMKR$21.58 +23.9%Completed
BE$10.52 +30.8%Completed
TTMI$14.59 +5.4%Completed
ON$70.45 +20.4%Completed
BE$11.99 -26.5%Completed
TTMI$14.15 +6.6%Completed
BE$9.20 +17.7%Completed
BE$9.82 +55.0%Completed
INTC$34.20 -8.8%Completed
ON$65.55 +16.7%Completed
META$435.48 +5.9%Completed
INTC$30.28 -0.4%Completed
BE$12.32 -12.4%Completed
META$467.88 +9.7%Completed
AMKR$29.25 -5.1%Completed
GOOGL$158.68 -4.8%Completed
INTC$20.08 -5.6%Completed
BE$11.56 -16.1%Completed
TTMI$17.98 -5.4%Completed
AVGO$145.65 +20.9%Completed
TTMI$17.98 +2.6%Completed
AMKR$28.93 -0.3%Completed
BE$10.59 -2.8%Completed
INTC$19.43 +19.1%Completed
GOOGL$154.35 +4.1%Completed
BE$9.49 +176.6%Completed
AMKR$26.13 -0.2%Completed
INTC$20.60 -6.0%Completed
ON$55.00 +2.1%Completed
AMKR$24.59 -15.1%Completed
GOOGL$169.52 -9.1%Completed
AMKR$19.73 -11.8%Completed
ON$44.34 -12.8%Completed
AVGO$187.21 -23.7%Completed
META$617.20 -7.3%Completed
NFLX$91.30 +1.9%Completed
TTMI$21.75 -11.6%Completed
BE$20.55 -8.5%Completed
AMKR$17.44 +0.5%Completed
AVGO$173.62 +19.2%Completed
GOOGL$155.81 -1.7%Completed
INTC$20.68 +2.3%Completed
META$573.17 +4.7%Completed
NFLX$93.19 +22.8%Completed
ON$36.58 +10.2%Completed
TTMI$19.27 +49.2%Completed
INTC$20.12 +18.3%Completed
ON$48.00 +1.6%Completed
NFLX$113.32 -3.8%Completed
META$626.37 +3.3%Completed
NFLX$96.02 -5.2%Completed
NFLX$91.24 -13.5%Completed
META$643.62 +1.0%Completed
AVGO$329.56 +5.2%Completed
NFLX$77.75 +21.1%Completed
ON$58.24 +18.5%Completed
AVGO$312.87 +32.3%Completed
GOOGL$290.48 +28.4%Completed
META$579.59 +6.5%Completed
NFLX$86.57 -5.6%Completed
NFLX$81.87 -9.9%Completed
META$593.65 +13.9%Completed
GOOGL$353.64 -5.6%Completed
TTMI$148.00 -5.4%Completed
NFLX$69.29 +15.6%Completed
GOOGL$334.46 +3.4%Completed
BE$230.77 -6.7%Completed
INTC$96.72 -6.9%Completed
AMKR$47.76 +0.2%Completed
META$581.50 -4.2%Completed
AVGO$373.60Not yet exited —Still open
ON$81.50Not yet exited —Still open
TTMI$138.99Not yet exited —Still open

Compare rules across research periods

Earlier periods are available as summary statistics. Individual positions on this page cover the test period shown above. Negative-return rules and losing periods are retained.

Rule2019 to 2021 rule selection2022 validation periodTest period from 2023
Daily RSI ≤30+99.8%-13.0%+25.5%
Weekly RSI ≤35-22.8%+20.7%+98.0%
Oversold 5-day recovery+100.3%-40.1%+293.0%
Calculation method and research limits

The rule was selected from three fixed rules using 2019-2021 returns, then evaluated separately in 2022 and from 2023 onward. Each period starts in cash. Stock weights reset equally at each open; idle cash earns no interest and open positions are marked at the close.

Trigger: daily RSI(14) ≤35 and a drawdown of at least 15% from the 252-session high on a day within the prior ten sessions, followed by a close crossing above the 5-session average. Act only when the rule switches from false to true.

Price-only research in nine stocks selected today. Historical IV/HV and fundamental checks are not yet included; this is not a validated live strategy.

Retrospective research using a universe selected today, with selection and survivorship bias. Historical IV/HV, fundamentals and option walls are not included. This is a price-only baseline, not live performance or validation of the complete strategy. All triggered positions and losses are retained.

Data source and download

Prices come from Yahoo Finance adjusted daily bars. The download retains the research cutoff and version so the same observations can be checked again.

oversold-basket-v1 · 2026-09-04

Download the source research data