The Ledger · Public record

RSI-2 Mean Reversion

Spec frozenspec 05cb…3e91 ✓deployed 2026-08-03by houseForward-tested 2 days1d

Execution model · Paper trading on end-of-day data: signals are evaluated on the daily close and filled per the strategy's entry price field with the same slippage assumption as backtests. The deployed spec is frozen (hash-verified); the ledger is append-only.

Share on X

Original backtest (in-sample, 2016 →)

CAGR: 5.25%
Total return: +72%
Max drawdown: 11.2%
Sharpe: 0.77

Live forward test (out-of-sample, since 2026-08-03)

Forward return: +0.29%
Max drawdown: 0.0%
Days live: 2
Ledger signals: 3

Forward paper equity

Drawdown

Open paper positions

AAPL — 32 shares since 2026-08-03 @ 303.57

Signals ledger

append-only — rows can never be edited or deleted

Date	Action	Symbol	Price	Shares	Reason
2026-08-03	Entry	AAPL	303.57	32	RULE_LONG
2026-08-03	Entry	V	365.85	27	RULE_LONG
2026-08-04	Exit	V	369.41	27	RULE_EXIT

Frozen strategy rules (immutable since deployment)

{
  "backtest_timeframe": "1d",
  "description": "Connors-style: rsi_2 < 10 in an uptrend, exit on close > sma_5.",
  "entry_price_field": "close",
  "entry_rule_long": "(rsi_2 < 10) & (close > sma_200)",
  "exit_rule": "close > sma_5",
  "indicators": [
    {
      "length": 2,
      "name": "rsi_2",
      "source": "close",
      "type": "rsi"
    },
    {
      "length": 5,
      "name": "sma_5",
      "source": "close",
      "type": "sma"
    },
    {
      "length": 200,
      "name": "sma_200",
      "source": "close",
      "type": "sma"
    }
  ],
  "max_holding_days": 10,
  "max_positions": 5,
  "name": "RSI-2 Mean Reversion",
  "position_size_mode": "notional_pct",
  "position_size_pct": 10,
  "stop_loss_pct": 0,
  "symbols": [
    "AAPL",
    "MSFT",
    "AMZN",
    "GOOGL",
    "META",
    "NVDA",
    "JPM",
    "V",
    "HD",
    "UNH"
  ],
  "take_profit_pct": 0
}

Forward testing has no survivorship bias — signals are recorded as they happen, on the symbols the strategy actually watches. Historical simulation for research and education. Not financial advice. Past performance does not predict future results.