Premium Market Analysis

Premium Content

RSI2 Mean-Reversion Strategy Degradation [Premium Articles]

The basic RSI mean-reversion strategy has not generated a signal in SPY since December 2  of last year. In the last four years the strategy has significantly underperformed both buy and hold. Reasons for this underperformance are listed.

For access to premium content, you must be a subscriber. Please login if you are already a subscriber or subscribe to continue reading...