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.
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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.
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