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  • Exponential RSI - Back Testing

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    DummY Name
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    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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    Exponential RSI – Back Testing

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    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.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    14 views1 page

    Exponential RSI - Back Testing

    Uploaded by

    DummY Name
    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.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    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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