ForexMT4Indicators: Open Position with Stoch and RSI MT4 Indicator v1
strategy 49659, version 1 · source: https://forexmt4indicators.com/open-position-with-stoch-and-rsi-mt4-indicator/ · not in any portfolio's latest version
rules: (none)
DONE run 374321 of v1 started 2026-10-14 22:45:46
How it invests
Buy when RSI has been below the oversold level (commonly 30) and turns up while the Stochastic Oscillator is also oversold and crossing up, with a bullish candle or reversal pattern; stop just below the recent swing low, take profit near resistance. Sells mirrored (RSI above the overbought level turning down, Stochastic overbought and crossing down).
Cupel does not run this strategy: the source does not give the whole rule: the RSI and stochastic settings and the timeframe are not stated.
Key metrics
Quality
C unproven: no out-of-sample period
Hypothetical: a backtest of a published rule. The results include commissions and leave out the spread, market impact and taxes; that overstates them.
| Evidence: is there an edge beyond what index funds and cash give, since the rule was published? | ||
|---|---|---|
| rule fidelity | A | the rule as stated (the rule as stated) |
| published | - | |
| out of sample from | 2026-10-07 | 0.0 years |
| edge before | 2.8% | a year over cash, against the sleeve's index fund and bond fund, t 1.5 |
| edge after (out of sample) | - | |
| with any one year left out | - | read from two years out of sample |
| three-year windows with an edge | - | needs four windows |
| edge after 2021-08-14 | 0.1% | the fixed 15 + 5 year check, t 0.0 |
| beta | 0.39 | against the sleeve's index fund, whole run |
| deflated Sharpe | 0.00 | chance the Sharpe (0.76) beats the luck of 18278 independent tries; shown, no longer part of the grade |
| decades with positive edge | 2 of 3 | 2003-09, 2010-19, 2020-; shown, no longer part of the grade |
| fees a year | 0.0% | share of the starting capital |
| Outlook: what is it likely to earn a year on money put in it? A projection, not a record | ||
| outlook | C | 7.3% a year: at or above cash's |
| share of the edge kept | 40% | the decay curve, 0.75 × T / (T + 6) ÷ (1 + 0.5 × (k − 1)): a record of T = 23.5 years, k = 2 numbers in the rule; a negative edge keeps half. The average over many rules like this one: single rules land far from it both ways |
| withdrawal alone | 3.85% | a year of the starting capital for 30 years at 5% ruin, raised 2% a year, the edge cut by the decay curve; 4.36% with all of it kept |
| Risk: how much could I lose? | ||
| worst fall | 23.9% | from 2022-01-03 to 2023-03-15, on daily values |
| risk level | Medium | the regulators' scale: monthly returns over the last ten years spread 11.8% a year |
| risk index | 0.77 | that spread against the index's (the index is 1.00) |
| Protection: what does it do when stocks fall? | ||
| protection | C | cushion: -3.4% a month on average in the index's worst tenth of months, 46% of the index's own loss |
| Fit: does a slice of it leave an index holding better off? | ||
| fit | neutral | +0.06% a year: a fifth of the index replaced by this run, rebalanced monthly, against the index at the index's own risk (the edge cut by the decay curve) |
| lift over index | +0.10% | what the same fifth adds to the index's 30-year withdrawal; +0.22% with all of the edge kept |
| most similar | 1.000 | its highest correlation of monthly returns with another strategy's run in the same sleeve |
family: not available (the relations could not be read)
trial count: counted as one try with 11965 other runs that move with it: BestFolio: 200-Day SMA Trend (Meb Faber), A Trend Following Strategy (18% Annually Since 1926), A Trend Following Strategy (18% Annually Since 1926), A Trend Following Strategy (18% Annually Since 1926), A Trend Following Strategy (18% Annually Since 1926), and others
Equity
no equity rows
Variations
Working out the variations against the latest runs (from 15 seconds to a minute or so)…
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Versions
A change to the strategy's name, source or rules makes a new version; a portfolio version keeps the one its run used.
| Version | Recorded | Name | Rules |
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