I Ran a 4-Strategy AI Trading Tournament in Paper Trading — Here's Who Won

The Tournament Idea Every algo trader has opinions about which strategy is better. RSI mean reversion? MACD crossover? Momentum? Everyone argues. Nobody runs the experiment. So I set up a controlled paper trading tournament inside TradeSight: four strategies, same universe of stocks, same starting capital ($500 each), running in parallel for 30 days. No cherry-picking. No curve-fitting. Just run them and see. Here's what happened. The Competitors Strategy 1: RSI Mean Reversion Buy when RSI < 30 (oversold). Sell when RSI > 70 (overbought) or after 5 days. Classic momentum fade. Works in range-bound markets. Gets destroyed in trends. Strategy 2: MACD Crossover Buy when MACD line crosses above signal line. Sell on reverse cross or 10% trailing stop. Trend-following. Slower to enter, slower to exit. Less noise, more whipsaw. Strategy 3: Bollinger Band Squeeze Buy when price crosses above lower band after a squeeze (bands tighten). Exit on upper band touch. Volatility-based. Works well afte