Tag Archives: RSI(2)

Stationary Win Rate Examples

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

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Extreme Conditions in Price Action [Premium Articles]

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…

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Performance Of Three Mean Reversion Strategies [Premium Articles]

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

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Year-To-Date Performance Of Three Mean-reversion Strategies

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.

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Fooled by Persisting Market Conditions

This article is related to the previous article on the RSI(2) but also conveys a much more general message about the impact of persisting market conditions and how they can fool trading system developers. In the case of the RSI(2) it was … Continue reading

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