RSI mean-reversion strategy
How has a rebound-after-weak-momentum rule performed historically?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 153.73 Start = 100
- Change over period
- 53.73 %
- Period high
- 163.28 Start = 100
- Period low
- 100 Start = 100
RSI mean-reversion strategy
Strategy net asset value (100) (Line)
Benchmark / after-cost return (%)
Benchmark / after-cost return (%) (Bar)
Event detail and data date
Strategy net asset value (100) and Benchmark / after-cost return (%) (Table)
Sample data rows
| Trading day/observation period | Strategy net asset value (100) | Benchmark / after-cost return (%) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 100 | 1.08 | 2025-10-16 |
| 2025-11-03 | 111.26 | 16.6 | 2025-11-03 |
| 2025-11-17 | 118.39 | 4.03 | 2025-11-17 |
| 2025-12-03 | 125.72 | 16.1 | 2025-12-03 |
| 2025-12-19 | 116.01 | 9.39 | 2025-12-19 |
| 2026-01-02 | 120.52 | 10.44 | 2026-01-02 |
| 2026-01-20 | 133.72 | 9.3 | 2026-01-20 |
| 2026-02-05 | 137.94 | 2.67 | 2026-02-05 |
| 2026-02-23 | 137.52 | 21.41 | 2026-02-23 |
| 2026-03-09 | 135.01 | 4.23 | 2026-03-09 |
| 2026-03-25 | 138.42 | 9.5 | 2026-03-25 |
| 2026-04-10 | 153.55 | 6.83 | 2026-04-10 |
| 2026-04-24 | 143.61 | 4.37 | 2026-04-24 |
| 2026-05-12 | 147.35 | 14.13 | 2026-05-12 |
| 2026-05-28 | 143.2 | 6.05 | 2026-05-28 |
| 2026-06-11 | 140.88 | 2.13 | 2026-06-11 |
| 2026-06-29 | 136.87 | 11.22 | 2026-06-29 |
| 2026-07-15 | 133.17 | 25.09 | 2026-07-15 |
| 2026-07-31 | 136.86 | 4.41 | 2026-07-31 |
| 2026-08-14 | 151.32 | 13.68 | 2026-08-14 |
| 2026-09-01 | 159.55 | 2.69 | 2026-09-01 |
| 2026-09-17 | 159.11 | 4.97 | 2026-09-17 |
| 2026-10-01 | 161.1 | 8.98 | 2026-10-01 |
| 2026-10-16 | 153.73 | 2.76 | 2026-10-16 |