RSI 2 SPX Strategy Statistics

    RSI 2 SPX Strategy Statistics

    Posted by matt on 11th of Apr 2012 at 10:07 pm

    I had a few typos in the RSI stats:  here's the corrected stats

    - going back 25 years, the market was up the next day 84% of the time.  

    - Average gain was 0.8%.  Average losing trade was -0.22%.  

    The largest winning trade was 2.75%. The largest losing trade was -0.46%

    not bad.  This is only holding the trade for one day.  Please note this only occurred 23 times out of 23.5 years, therefore this is a rare occurrence!

    funny, the system would have only been in the market for 1 month 12 days over 23 years LOL

     

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