A bounce when the 14-day RSI drops into oversold territory (below 30).
When RSI(14) falls below 30, the name is 'oversold' and a mean-reversion bounce becomes more likely. Like all mean-reversion, it fights the trend, so context (regime) and reward/risk decide whether the edge is real.
We are measuring this pattern on survivorship-free data (delisted names included). Numbers appear here once the study completes.
Win% = share of occurrences with a positive forward return. Avg win / avg loss show the reward-to-risk, which matters as much as the hit rate — a high win rate with a bad reward/risk still loses.
Full data reportEvery setup & factor base rate — the complete measured tables, survivorship-free →