Quiet-Market Dip Buyer

The claim

The popular refinement of dip-buying: RSI dips are only buyable when volatility is low, because dips in violent markets keep falling. Long-only, like most retail dip strategies.

Where it comes from

Folk wisdom found across trading forums and 'buy the dip, but safely' content — usually claimed, never measured. We measured it.

The exact rule we graded

Long while RSI(14) < 35, only while the market's ATR%% sits in its lowest historical tercile (calm regime). No shorts. Exits: 2% stop, 3% target, 72-bar time exit.

• ✕OOS net expectancy > 0
• ✕Clears the cost hurdle
• ✕Robust, not lucky
• ✕Survivable drawdown
• ✓Not overfit

The backtest above is history. Since publication, this exact spec also runs in our nightly forward-test harness (the same one behind /forward-tests): only trades entered after publication count, open positions are never force-closed, and the record publishes either way.

No closed forward trades recorded yet — the record accrues nightly as trades complete their full exit windows.

Honest port notes

• The low-volatility regime is computed from the training window's own ATR% terciles — no hindsight calibration on test data.

{
  "name": "Quiet-Market Dip Buyer",
  "universe": [
    "BTC/USDT:USDT",
    "ETH/USDT:USDT",
    "SOL/USDT:USDT",
    "BNB/USDT:USDT",
    "XRP/USDT:USDT",
    "DOGE/USDT:USDT",
    "LINK/USDT:USDT",
    "AVAX/USDT:USDT"
  ],
  "risk": {
    "risk_per_trade_pct": 1,
    "leverage_cap": 3,
    "max_daily_loss_pct": 5,
    "max_dd_halt_pct": 25
  },
  "sleeves": [
    {
      "name": "main",
      "timeframe": "1h",
      "entry": {
        "type": "rule",
        "logic": "all",
        "long": [
          {
            "indicator": "rsi",
            "period": 14,
            "op": "<",
            "value": 35
          }
        ],
        "short": []
      },
      "exit": {
        "stop_loss_pct": 2,
        "take_profit_pct": 3,
        "time_exit_bars": 72
      },
      "regime": {
        "atr_pct_tercile": "low"
      }
    }
  ]
}