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Exponential RSI - Back Testing

This document outlines the results of backtesting a trading strategy that uses an exponential relative strength index (RSI) to generate buy and sell signals. The strategy was tested over multiple periods, with returns ranging from gains of 18 to losses of -6.8 recorded for each period based on whether the exponential RSI triggered a buy or sell signal.

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51 views1 page

Exponential RSI - Back Testing

This document outlines the results of backtesting a trading strategy that uses an exponential relative strength index (RSI) to generate buy and sell signals. The strategy was tested over multiple periods, with returns ranging from gains of 18 to losses of -6.8 recorded for each period based on whether the exponential RSI triggered a buy or sell signal.

Uploaded by

DummY Name
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Trading Strategy Results (Exponential RSI – buy, sell signals) – Back testing

12 -1.24
-3.7 3
2.4 -4.5
-2.5 -0.5
-0.8 -1.5
18 2.2
-6.1
-6.8
-1.5
1 (a bit early out: 4) -2
-3 0.5
1.1 (3.91)
3
1.55

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