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
The Web Backtester currently uses a Data Range of 10 years of daily data. We'll offer more options here in a future update.
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%
APR (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!