Strategy Backtester
Backtesting: RSI Three Strikes
Author: Glitch
This Strategy buys when three different RSI (Relative Strength Index) indicators are oversold. The Strategy uses 35 as the oversold level. The periods used are 14, 10, and 4. The sell signal is RSI4 reaching 70 or above.
DataSet
Go to My DataSets to define your own DataSets (subscribers only!)
Data Range & Scale
The Web Backtester currently uses a Data Range of 10 years of daily data. We'll offer more options here in a future update.
Scale
Position Sizing
Starting Capital
Benchmark Symbol
Margin Factor
Sizing Method
Percent
| Metric | Strategy Results | Benchmark Results (SPY) |
|---|---|---|
| Starting Capital | 0.00 | 0.00 |
| Profit | 0.00 | 0.00 |
| Profit % | 0.00% | 0.00% |
| CAGR (Annualized % Return) | 0.00% | 0.00% |
| Exposure % | 0.00% | 0.00% |
| Sharpe Ratio | 0.00% | 0.00% |
| WealthLab Score | 0.00% | 0.00% |
| Number of Positions | 0.00% | 0.00% |
| Average Profit % | 0.00% | 0.00% |
| Profit Factor | 0.00% | 0.00% |
| Payoff Ratio | 0.00% | 0.00% |
| Average Bars Held | 0.00% | 0.00% |
| NSF (Non-Sufficient Funds) Position Count | 0.00% | 0.00% |
| Maximum Drawdown | 0.00% | 0.00% |
| Maximum Drawdown % | 0.00% | 0.00% |
| Recovery Factor | 0.00% | 0.00% |
| Win % | 0.00% | 0.00% |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|
The most recent 100 Positions out of 1,234 total are presented here.
| Symbol | Position | Quantity | Entry Date | Entry Price | Exit Date | Exit Price | Bars Held | Profit | Profit % |
Signals are available to subscribers only. Click here to learn more about Wealth-Lab subscription options!