Public
SPY RSI under 35
Fragile
“Monitor the RSI on SPY daily. If it drops below 35, move $5,000 from my cash into SPY.”
From Public
As tested: SPY's 14-day RSI crosses under 35 → buy at the next open. The prompt never says when to sell, so this holds 20 sessions and compares with buying SPY on any day.
Edge per trade+0.37%% vs buying SPY on any day, per trade
t-stat0.3095% range -2.02 to +2.75
Trades25Sep 1, 2016 – Oct 12, 2026
Win rate72%beat the comparison
Last 12 months+1.64%1 signals
Why fragile
- t-stat 0.3 is inside the noise
- 36% of resamples have no edge
- only 46% of nudged versions keep the edge, so it's a lucky setting
- one half carries it (-0.69 before 2022, +1.34 after)
Year by year
2016
+1.86%2
2018
+1.24%4
2019
+0.78%2
2020
-23.82%1
2021
+1.15%1
2022
-0.22%6
2023
+2.22%4
2024
+4.79%2
2025
+1.38%2
2026
+1.64%1
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Mar 13, 2026 | +2.83% | +1.19% | +1.64% |
| Apr 3, 2025 | +8.13% | +1.19% | +6.93% |
| Feb 27, 2025 | -2.96% | +1.19% | -4.16% |
| Aug 5, 2024 | +6.23% | +1.19% | +5.03% |
| Apr 18, 2024 | +5.76% | +1.19% | +4.56% |
| Oct 23, 2023 | +7.38% | +1.19% | +6.18% |
| Sep 21, 2023 | -1.49% | +1.19% | -2.69% |
| Aug 17, 2023 | +2.57% | +1.19% | +1.37% |
| Mar 13, 2023 | +5.22% | +1.19% | +4.03% |
| Oct 12, 2022 | +7.04% | +1.19% | +5.84% |
| Sep 6, 2022 | -2.89% | +1.19% | -4.09% |
| Jun 13, 2022 | +0.86% | +1.19% | -0.33% |
| Apr 26, 2022 | -5.70% | +1.19% | -6.89% |
| Feb 23, 2022 | +8.21% | +1.19% | +7.02% |
| Jan 19, 2022 | -1.68% | +1.19% | -2.87% |
| Sep 20, 2021 | +2.34% | +1.19% | +1.15% |
| Feb 25, 2020 | -22.62% | +1.19% | -23.82% |
| Aug 5, 2019 | +1.59% | +1.19% | +0.40% |
| May 13, 2019 | +2.35% | +1.19% | +1.16% |
| Dec 17, 2018 | +1.95% | +1.19% | +0.76% |
| Oct 10, 2018 | +1.31% | +1.19% | +0.12% |
| Mar 23, 2018 | +1.59% | +1.19% | +0.40% |
| Feb 5, 2018 | +4.86% | +1.19% | +3.66% |
| Nov 2, 2016 | +4.46% | +1.19% | +3.27% |
| Sep 9, 2016 | +1.65% | +1.19% | +0.46% |