Blumengasse miniSP500 daily strategy

• 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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