56.6 points behind buy and hold after costs; 3 of 4 checks run · 2 passed.
RSI(2) mean reversion · 12 large European companies
It returned +8.1% in total over the test, after costs; buying and holding over the same period returned +64.7%, 56.6 points more. The checks test whether the result holds up (on the unseen years, nearby settings and shuffled trades); they don't compare it with buying and holding. It kept making money on the years it wasn't tuned on (+2.1%). The nearby-settings check wasn't run (it isn't run on a group of stocks), so this doesn't show whether the result depends on the exact settings. With the trades in a worse order, the worst fall was much deeper. 410 trades, enough to judge.
The rules: Enters after a sharp short-term drop (2-day RSI under 10) while the price is above its 200-day average; leaves when the 2-day RSI is back above 70.
StratLab ran these rules through its own backtest on every stock in the group, after costs, and through four checks: unseen years, nearby settings, a bad-luck drawdown and enough trades. The page shows the return beside buy and hold and the result of each check. A verdict describes the past, not what comes next, and nothing here is investment advice.