Stoch-RSI + RSI Double Confirmation — Disproof verdict

"Two oscillators agreeing is a high-probability trade" — the classic confluence pitch, sold as filtering out the false signals a single oscillator gives.

Verdict: dead — grade F, 0 of 2 markets survived, tested on BTCUSDT from 2023-05-16 to 2026-08-30.

At zero cost: -34.6%
With real costs (15bps + 2bps slippage): -38.3%
Out-of-sample: -42.0%
Buy and hold over the same window: +190.9% (the strategy is 229.2 points behind buy and hold)

Rules tested

strategy "Stoch-RSI + RSI Double Confirmation"  (long)
indicators:
  k = stoch_k(14)
  r = rsi(14)

entry: when k crosses above 20 and r < 50
exit:  when k crosses below 80
# fills next open · fees+slippage on · 70/30 OOS · deflated-Sharpe gate

How this was reconstructed

Entry when Stochastic RSI %K crosses up out of oversold (20) while RSI(14) is still below its midline; exit when %K crosses back down through 80. Note the engine's stoch_k is Stochastic RSI (the oscillator applied to RSI), which is the version these bundles ship.