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AArphra
Arphra/Tools/Hypothesis
Tools · Hypothesis

Hypothesis backtest

When rsi(14) < 30 fires on AAPL, what happens to the next-day return?

ToolsSizerHypothesisArbitrageThesisNotebookTradeOptions ↗
Firings
11
of 270 bars
Win rate
55% 
Avg next 1d
-0.13%
Median 1d
+0.13%
Sharpe (1d ann.)
-1.40
Best 1d
+2.97%
Worst -3.46%

Most recent firings

11
DateTrigger valueNext 1dNext 5d
2026-01-2322.27+2.97%+4.61%
2026-01-2222.54-0.12%+4.00%
2026-01-2120.55+0.28%+3.55%
2026-01-2017.89+0.39%+4.69%
2026-01-1625.16-3.46%-0.05%
2026-01-1528.41-1.04%-3.94%
2026-01-1229.95+0.31%-5.21%
2026-01-0927.24+0.34%-1.48%
2026-01-0826.24+0.13%-0.32%
2026-01-0727.61-0.50%-0.14%
2026-01-0629.90-0.77%-0.50%
Next-day return uses close-to-close. /issuer/AAPL