Premium Market Analysis

Premium Insights

Does a 4-day RSI Forecast 3-Day Forward Returns? [Premium Insights]

In this article we look at whether a 4-day RSI forecasts 3-day forward returns when the indicator is used in mean-reversion mode. Walk Forward Optimization is used to determine out of sample performance. Comparisons with other strategies are made. Access to article requires Premium Insights or All in One subscription . . .

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