Public
Technical dip buy
Too few
“If [TICKER] RSI drops below 30 and price is above its 200-day SMA, buy $[X]. Stop-loss at 2x ATR.”
From Public
As tested: On SPY (the card leaves the ticker blank): 14-day RSI crosses under 30 while SPY is above its 200-day → buy at the next open, stop about 2× the average daily range (2.5%) below, out after 20 sessions. Compared with buying SPY on any day.
Edge per trade-1.39%% vs buying SPY on any day, per trade
t-stat-1.2795% range -3.53 to +0.76
Trades6Sep 1, 2016 – Oct 12, 2026
Win rate33%beat the comparison
Last 12 months—0 signals
Why too few
- 6 closed trades. Needs at least 15 to call.
Year by year
2016
+3.83%1
2018
-2.96%2
2019
+0.40%1
2020
-2.96%1
2023
-3.67%1
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Oct 3, 2023 | -2.60% | +1.07% | -3.67% |
| Feb 25, 2020 | -2.88% | +0.08% | -2.96% |
| Aug 5, 2019 | +1.59% | +1.19% | +0.40% |
| Oct 10, 2018 | -2.60% | +0.51% | -3.11% |
| Feb 5, 2018 | -2.60% | +0.20% | -2.80% |
| Nov 3, 2016 | +5.02% | +1.19% | +3.83% |