Historical simulationStocksDaily barsLong onlyOvernight allowed

AAPL: RSI oversold recovery, daily (2024-04-04 to 2026-04-03)

TradesViz example study: RSI oversold recovery on AAPL.US, daily bars, 2024-04-04 through 2026-04-03. This is a historical simulation with preset rules, not a live account or an optimized strategy. Tests buying a recovery out of RSI oversold territory and exiting when RSI falls back below 70. Entry: [CROSSED(input_col=RSI(14), input_col2=30, direction=above)] Exit: [CROSSED(input_col=RSI(14), input_col2=70, direction=below)] Settings: long only; next-bar-open fills; 25,000 starting equity in quote currency; 25% of current equity per position; 14-period ATR, 2 ATR initial stop, 3R target, 3 ATR trailing stop, and a 100-bar maximum holding period. Daily bars; no intraday session filter. Positions may remain open across sessions. Assumed costs: 0.01% of traded value commission per side and 0.01 points slippage per market fill. These are illustrative fixed assumptions, not broker quotes. Funding, financing, borrow fees, varying spreads, and market impact are not separately modeled. Limitations: An oversold recovery can fail during sustained declines, and the exit threshold may not be reached. The catalog includes preset markets and periods without selecting winners. This earlier-daily window is a separate study, not out-of-sample proof. Data availability, gaps and ambiguous intrabar fills must be checked in the completed report. Requested period: 2024-04-04 to 2026-04-03. Available test data: 2024-04-04 to 2026-04-02, 501 bars (America/New_York dates). Simulated historical strategy test for AAPL.US using daily bars from 2024-04-04 to 2026-04-03. Asset class: stocks. Indicators and functions used: CROSSED, RSI; Box 1 condition: [CROSSED(input_col=RSI(14), input_col2=30, direction=above)]; Box 2 condition: [CROSSED(input_col=RSI(14), input_col2=70, direction=below)]. Long only. Fills at the next bar's open. Opposite signal reverses the position. Starting equity: 25,000. Position size: 25 % of equity. Stop loss: 2 ATR. Take profit: 3 R. Trailing stop: 3 ATR. Commission per side: 0.01 %. Slippage per fill: 0.01 points. Maximum holding period: 100 bars. Risk-setting ATR period: 14. Session: 09:30 to 16:00 (exchange time). Saved results. Trades: 5; Net P&L: 228.378002; Return: 0.913512%; Win rate: 60%.

Shared by pk78 · Published 2026-10-15 · Snapshot 2026-10-15 · Report revision 1

Test your versionLoads these rules and settings. Review them before starting a new test.

What was tested

Market: AAPL.US
Timeframe: Daily bars
Test window: 2024-04-04 – 2026-04-03
Engine: tv-engine-3

Simulated historical results, not live trading performance. Historical results do not predict future returns. Shared sections are selected by the author; hidden sections have not been independently verified. The author controls which sections are visible. This is a saved result; market data revisions or engine updates can change a later rerun.

Result and evidence

Too few trades

Only 5 trades, which is not enough to judge the strategy. Test a longer period.

Net P&L: 228.38
Return: 0.91%
Trades: 5
Win rate: 60.0%
Profit factor: 1.52
Maximum drawdown: -2.24%
Average trade: 45.68
Average R: -0.04R
Sharpe ratio: 0.15
Commission paid: 6.14
Chance a no-edge strategy does this well: 36.8%
P&L without the 2 best trades: -349.47

Read before trusting the numbers

Only 5 trades. That is too few to tell skill from luck; test a longer period or a faster timeframe.
1 stop exit filled at the open because price gapped past the stop, so it closed beyond the stop price (worst -0.59R).

The luck check is a statistical estimate for this sample, not the probability of future success. Costs, sample size and testing many variants affect how much confidence a result deserves.

Full performance statistics

Compare the full run with its long and short trades.

Statistics from the saved run, for All, Long and Short trades. N/A means unavailable or not applicable.
Metric	All	Long	Short
Performance
Net P&L	228.38	228.38	N/A
Return on starting equity	0.91%	N/A	N/A
Profit factor	1.52	1.52	N/A
Average trade (expectancy)	45.68	45.68	N/A
Average R per trade	-0.04R	-0.04R	N/A
Total R	-0.18R	-0.18R	N/A
Annualized return	0.46%	N/A	N/A
Buy & hold return (same period)	50.28%	N/A	N/A
Trades
Trades	5	5	0
Win rate	60.00%	60.00%	N/A
Average win	222.36	222.36	N/A
Average loss	-219.35	-219.35	N/A
Average win / average loss	1.01	1.01	N/A
Largest win	481.60	481.60	N/A
Largest loss	-229.15	-229.15	N/A
Most wins in a row	1	1	N/A
Most losses in a row	1	1	N/A
Average bars in trade	23.40	23.40	N/A
Average time in trade	32d 14h	32d 14h	N/A
Average adverse excursion (MAE)	176.97	176.97	N/A
Average favorable excursion (MFE)	473.11	473.11	N/A
Risk
Max drawdown	-574.96	N/A	N/A
Max drawdown %	-2.24%	N/A	N/A
Longest drawdown	254d	N/A	N/A
Sharpe ratio (daily, annualized)	0.15	N/A	N/A
Sortino ratio (daily, annualized)	0.09	N/A	N/A
Calmar ratio	0.20	N/A	N/A
Time in the market	22.36%	N/A	N/A
Costs
Commission paid	6.14	6.14	N/A
Same-bar exits assumed stop-first	0	N/A	N/A
Luck check
Chance a no-edge strategy does this well	37%	N/A	N/A
Net P&L without the 2 best trades	-349.47	N/A	N/A

N/A means the metric is unavailable or does not apply to that side. Colors describe individual metrics, not the reliability of the strategy.

Strategy rules

Entry / long entry

[CROSSED(input_col=RSI(14), input_col2=30, direction=above)]

Exit / short entry

[CROSSED(input_col=RSI(14), input_col2=70, direction=below)]

Execution and risk settings

Direction: Long only
Signal mode: Entry and exit
Order fills: Next bar's open
Opposite signal: Reverse position
Starting equity: 25,000.00
Position size: 25.00 % of equity
Stop loss: 2.00 ATR
Take profit: 3.00 R
Trailing stop: 3.00 ATR
Move stop to breakeven at R: Not set
Maximum bars in trade: 100.00
Flat at session end: No
Commission per side: 0.01 %
Slippage per fill: 0.01 points
Session: 09:30 – 16:00 (exchange time)

Equity and drawdown

Saved simulated equity across this test window. Drag the range control to inspect a period.

Simulated trades

5 trades in this snapshot. All times are UTC.

#	Side	Entry	Exit	Size	Entry price	Exit price	Net P&L	Exit reason
1.0	Long	2025-01-23	2025-02-03	27.00	224.7400	228.3500	96.25	trailing_stop
2.0	Long	2025-03-17	2025-04-03	29.00	213.3700	205.5100	-229.15	trailing_stop
3.0	Long	2025-04-10	2025-08-01	31.00	189.1750	204.7500	481.60	trailing_stop
4.0	Long	2026-01-14	2026-01-20	24.00	259.5000	250.8200	-209.54	stop_loss
5.0	Long	2026-01-27	2026-02-12	24.00	259.1500	262.9200	89.23	trailing_stop