# TR-RSI-Supertrend — Rules (own words, not a transcript copy)

- Source video: Trading Rush, "I Tested RSI + Supertrend Trading Strategy 100 Times" (YouTube
  watch URL `https://www.youtube.com/watch?v=1eRYKQYRUro`).
- Official companion article (author-published text used as transcript):
  `https://tradingrush.net/i-tested-rsi-supertrend-trading-strategy-100-times-so-you-dont-have-to/`
- Accessed: 2026-09-28. Local transcript: `transcript.txt` in this folder (gitignored,
  read-only, not quoted at length here). Its header notes YouTube captions were unavailable;
  the body is the author's official article text.
- Scope of this file: what the video was observed to say, what we freeze as assumptions, and
  what stays open. No claim of exact replication of the video's manual test.

## Video claim (as stated in the video, not our measurement)

- 100 manual backtest trades tracked in the author's own app, fixed 1.5:1 reward-to-risk on
  every trade; reported win rate approximately 45%, with 8 wins in a row and 12 losses in a row.
- Profit path described as: fast rise over roughly the first 20 trades, sideways from ~21 to
  ~60, then almost straight down. Still presented as ending profitable overall.
- Context claims: the earlier separate RSI test had ~49% at 1.5R; Supertrend alone had an
  average/profitable win rate. Combined-signal quality is rated slightly below Supertrend alone.
- TR score 26.3/50 (win rate 5/10, ease 6.5/10, reliability 4/10, consistency 4.5/10,
  trade quality 6.3/10); ranked 15th, above Stochastic, below Bollinger Bands.
- We report all of this as the video's claim. Our own measurement: vectorbtpro run on
  Dukascopy H1 Bid, see RESULTS.md. No exact replication of the video is claimed.

## Observed strategy rules (paraphrased)

1. Indicators: RSI plus the Supertrend line (ATR-based line below price in up-moves, above in
   down-moves). No 200-period moving average — the video states this explicitly as a deliberate
   change from the earlier separate tests.
2. Long entry: RSI crosses ABOVE 70, but only while Supertrend shows an uptrend.
3. Short entry: RSI crosses BELOW 30, but only while Supertrend shows a downtrend.
4. This is RSI-as-momentum, NOT classic RSI mean reversion. Do not confuse the two: the classic
   use buys below 30 / sells above 70; this setup does the opposite (buys strength above 70,
   sells weakness below 30) and relies on Supertrend for trend context and the stop.
5. Initial stop: beyond the Supertrend line — below it for longs, above it for shorts.
6. Exit in the 100-trade test: fixed target at 1.5 times the entry-to-stop distance (1.5R) with
   the fixed stop from rule 5. No trailing or alternative exit is described for this test.
7. Author's own observations (not rules, but test-relevant): RSI fires many signals in a short
   window during strong trends (early winners came in clusters); slow/choppy phases mix wins
   and losses; and RSI>70 crosses almost always coincide with Supertrend-up (likewise <30 with
   Supertrend-down), so Supertrend acted more as a stop-loss anchor than as a discriminating
   trend filter. In live trading, the author notes, nobody would take a second trade a few
   candles after the first — a realism caveat for the clustered-signal phases.

## Explicit frozen assumptions for this test

| # | Point | Frozen default | Reason |
|---|-------|----------------|--------|
| A1 | RSI period / applied price / levels | 14 / close / 70 and 30 | Platform-standard RSI; video's stated levels |
| A2 | RSI cross definition | Strict cross on closed bars: long needs prior closed RSI ≤ 70 and signal closed RSI > 70; short needs prior ≥ 30 and signal < 30 | Literal reading of "crosses above/below" |
| A3 | Supertrend ATR period / multiplier | 10 / 3.0 | Widely used platform default; video gives no values |
| A4 | Supertrend price input | Median price (high+low)/2 | Standard Supertrend definition |
| A5 | Supertrend direction timing | Direction of the signal bar (bar 1); no requirement on earlier bars | Literal reading; stricter alignment is a variant |
| A6 | Chart timeframe | H1 | Assignment scope (EURUSD H1, EURJPY H1); video states no timeframe |
| A7 | Bar decision timing | Closed bars only: signal confirmed on bar 1 close; fill at the next bar's open | Avoids intra-bar repaint; testable and reproducible |
| A8 | Stop placement | Exactly at the Supertrend value of the signal bar, no extra offset (offset input defaults to 0 points) | Literal reading of "below/above the supertrend indicator" |
| A9 | Target | 1.5 × (entry − stop) for longs, mirrored for shorts, set at order time | Video's stated 1.5:1 ratio |
| A10 | Overlapping signals | One position per symbol at a time; new signals ignored while a position is open | Prevents compounding ambiguity; stacking/reversal are variants |
| A11 | Exit on opposite Supertrend flip | No (positions exit only at SL/TP in the base run) | Video describes fixed-SL/TP exits only |
| A12 | Cooldown between entries | None (0 bars) | Video took clustered signals as they came; spacing is a variant |
| A13 | Session filter | None (24h) | Video states none |
| A14 | Lot sizing | Fixed 0.01 lots | Keeps trade counts/win-rate comparable without money-management effects |
| A15 | Costs | Fixed assumed costs (bid-only data): spread EURUSD 1.0 pip / EURJPY 1.2 pip (half-spread adverse per fill) plus $7/lot round trip ($0.07 at 0.01 lot); EURJPY commission converted at fixed USDJPY 140 | Assumptions, not measured costs |
| A16 | Period / split | Full Dukascopy H1 window from 2017 per symbol, predeclared IS/OOS split at 2024-01-01 00:00 UTC+2 (trades assigned by exit time) | W7-TEST requires an explicit IS/OOS boundary |

## Open points and variant plan (at most three single-dimension variants)

| # | Open point (video silent or ambiguous) | Base (above) | Variant (`test.py` id) |
|---|----------------------------------------|--------------|------------------------|
| V1 | RSI period unknown | 14 | `rsi7`: RSI period 7 — rerun both symbols |
| V2 | Cross vs level-hold (does RSI just need to be above 70 / below 30?) | Strict cross (A2) | `hold`: closed-bar RSI > 70 (long) / < 30 (short), no cross required |
| V3 | Supertrend ATR period / multiplier unknown | 10 / 3.0 | `st72`: 7 / 2.0 — rerun both symbols |

No variant changes two dimensions at once; each variant reruns the full two-symbol battery so the
reported range reads "depending on open point X, the measured win rate lies between A and B".
Comparison is win rate only, against the video's approximate 45%. No exact replication
is claimed (manual 100-trade sample, unknown dates/spread).

Reproduce with `py -3.11 test.py` (vectorbtpro). Outputs are in `results/`.