Blumengasse miniSP500 daily strategy

Pere · Mon, 29 Jan 2018 08:42:10 +0000

This is a simple strategy for the miniSP500 using the cumulated RSI of 2 periods, starting with a low capital like 3.000€. The results since 2011 are spectacular, and the drawdown does not exceed the 10%. The same strategy can also be used in other indices, optimizing the values of the two moving average and the entry point.

This topic has 2 replies, 3 voices, and was last updated 7 years ago by Nicolas.

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01/29/2018 at 9:42 AM #60588

Pere

This is a simple strategy for the miniSP500 using the cumulated RSI of 2 periods, starting with a low capital like 3.000€.

The results since 2011 are spectacular, and the drawdown does not exceed the 10%.

The same strategy can also be used in other indices, optimizing the values of the two moving average and the entry point.

Pere
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01/29/2018 at 11:07 AM #60817

Sonia

Super Pere, thank you

Sonia
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01/29/2018 at 11:46 AM #60827

Nicolas

Hi @Pere, I moved your code submission from the Library to this topic for a better comprehension of how you found your variables periods.

Mean reverting strategy built with RSI2 are indeed very effective in a strong bullish market, and of course way better with optimized variables, but did you try a simple 70/30% validation for them?

Nicolas
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