Market Regime
Rsi Mean Reversion on MSFT is rendered against the current asset snapshot: 1 month return 11.27% and 90 day volatility 32.31%.
The strategy context is a positive one-month return regime with an elevated volatility regime, aligned to the same fact-card values shown above.
Historical Pattern
When evaluating the Rsi Mean Reversion strategy within a sideways-to-sideways volatility regime transition, the analysis covers 5,968 historical scenarios. The dominant failure mode considered in this context is excessive drawdown. The mean counterfactual distance of 0.8442 measures how close the strategy's parameters are to a simulated failure point under these specific conditions. A rescue share of 1.0 indicates that in all 5,968 observed historical instances, a similar strategy configuration did not cross into a failure state defined by excessive drawdown.
Workflow Pointer
Use this information to understand the strategy's historical resilience within a specific market context. This view only shows behavior when the market remains in a sideways regime. Past performance in specific regimes does not predict future outcomes.