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Buy when 14-day RSI crosses above 50; sell when it crosses back below 50.
Backtest of RSI 50 Momentum on Sensex from Dec 2005 to Nov 2026: CAGR 2.1%, max drawdown 45.3%, win rate 29.2% over 267 trades, vs buy-and-hold 10.9%.
As of · Hypothetical backtest by Jivani Markets on Sensex daily data; re-run weekly
| Measure | RSI 50 Momentum | Buy and hold Sensex |
|---|---|---|
| CAGR (annual return) | 2.1% | 10.9% |
| Total return | 55% | 764% |
| Max drawdown | −45.3% | −60.9% |
| ₹10 lakh became | ₹15.5 lakh | ₹86.4 lakh |
| Win rate | 29.2% | — |
| Trades (closed) | 267 | — |
| Winning / losing trades | 78 / 189 | — |
| Profit factor | 1.10 | — |
| Sharpe ratio | 0.23 | — |
| Volatility (annual) | 13.1% | — |
| Time in the market | 62% | 100% |
| Average holding | 12 sessions | — |
| Charges and slippage paid | ₹25,77,498 | — |
# RSI 50 Momentum on Sensex
universe("SENSEX", asset="index")
settings(
timeframe="1d",
entry_timing="next_open",
cost_model="retail",
slippage_model="tiered",
start="2006-01-01",
benchmark="SENSEX",
allow_short=False,
participation_ignore_zero_volume=True,
)
exit_when(crosses_below(rsi(14), 50))
buy(crosses_above(rsi(14), 50), size=percent_of_equity(100))
| Year | Strategy | Buy and hold |
|---|---|---|
| 2026* | −7.9% | −4.8% |
| 2025 | −9.8% | +9.1% |
| 2024 | −11.1% | +8.2% |
| 2023 | +8.3% | +18.7% |
| 2022 | −5.2% | +4.4% |
| 2021 | −3.3% | +22.0% |
| 2020 | +25.2% | +15.8% |
| 2019 | −3.7% | +14.4% |
| 2018 | −3.5% | +5.9% |
| 2017 | +11.5% | +27.9% |
| 2016 | −1.8% | +1.9% |
| 2015 | −15.3% | −5.0% |
| 2014 | +10.7% | +29.9% |
| 2013 | −9.9% | +9.0% |
| 2012 | −3.3% | +25.7% |
| 2011 | −17.9% | −24.6% |
| 2010 | +6.4% | +17.4% |
| 2009 | +55.0% | +81.0% |
| 2008 | −15.6% | −52.5% |
| 2007 | +24.8% | +47.1% |
| 2006 | +42.4% | +46.8% |
| Bought | At | Sold | At | Return |
|---|---|---|---|---|
| 30 Oct 2026 | 74,310.99 | 9 Nov 2026 (end of test) | 81,066.1 | +8.9% |
| 16 Oct 2026 | 74,452.59 | 22 Oct 2026 | 73,233.31 | −1.9% |
| 26 Aug 2026 | 78,008.94 | 27 Aug 2026 | 77,460.39 | −0.9% |
| 30 Jul 2026 | 77,755.32 | 18 Aug 2026 | 77,302.84 | −0.8% |
| 10 Jul 2026 | 77,511.73 | 23 Jul 2026 | 76,400.33 | −1.7% |
| 15 Jun 2026 | 76,840.36 | 9 Jul 2026 | 76,461.28 | −0.7% |
| 26 May 2026 | 76,338.48 | 27 May 2026 | 75,825.95 | −0.9% |
| 7 May 2026 | 78,456.75 | 12 May 2026 | 75,574.86 | −3.9% |
| 5 May 2026 | 77,219.37 | 6 May 2026 | 77,308.22 | −0.1% |
| 30 Apr 2026 | 77,129.73 | 4 May 2026 | 77,141.39 | −0.2% |
From 30 Dec 2005 to 9 Nov 2026, these RSI 50 Momentum rules on the Sensex index returned a CAGR of 2.1% after costs, less than the 10.9% a year from buying and holding the index, with a worst fall of 45.3% against 60.9% for buy-and-hold. It made 267 trades and was invested 62% of the time. This is a hypothetical test on past data, not a recommendation, and past performance is not indicative of future results.
29.2%: 78 of 267 closed trades made money after charges and slippage. On a ₹10 lakh account the average winning trade made ₹80,808 and the average losing trade lost ₹30,426; the profit factor (gross profit ÷ gross loss) was 1.10. A high win rate with small wins can still lose money, so read it with the CAGR and drawdown.
Buy: RSI(14) crosses above 50. Sell: RSI(14) crosses back below 50. One position at a time with all of the capital; out of the market (in cash, earning nothing) between trades. Daily candles, long only, orders filled at the next session's open.
Buying and holding the Sensex index over the same dates returned 10.9% a year with a worst fall of 60.9%; the strategy returned 2.1% a year with a worst fall of 45.3%. A strategy that is out of the market part of the time usually gives up some return in rising years in exchange for missing part of the falls; the year-by-year table on this page shows where each one gained or lost.
Retail delivery charges (STT, exchange and SEBI fees, stamp duty and GST) and size-based slippage on every buy and sell; signals are read on the daily close and filled at the next session's open; price return only, so dividends are left out of both the strategy and buy-and-hold. An index cannot be bought directly; a fund or ETF that tracks it adds its own expense ratio and tracking error, and pays dividends this price-index test leaves out.
Yes. The "Run it yourself" link opens these exact rules in the Jivani Markets backtest builder, where you can change the indicator settings, add a stop-loss, pick other stocks or indices and re-run it on the latest data.