Tag Archives: RSI(2)
Visual chartists, also known as noise traders, in the process of defending a method with low win rate claim that high win rate strategies do not exist. When presented with evidence to the contrary they argue that high win rate … Continue reading
Extreme conditions have developed in SPY ETF price action. For access to premium content, you must be a subscriber. Please login if you are already a subscriber or subscribe to continue reading…
We compare year-to-date performance of three mean reversion strategies for trading SPY: RSI2, WR2 and IBS. The RSI2 strategy is generating losses while the WR2 strategy outperforms the IBS strategy and also buy and hold. Since 2010, the IBS strategy … Continue reading
Year-to-date performance trading the SPY ETF: Popular RSI(2) system -2.9%, WR2 system +8.19% and PSI system -0.5%. More details with charts are included below.