EQUITIES
US
SPY
SPY RSI-14 Momentum
Buys SPY when the market is oversold (RSI below 30) and sells when overbought (RSI above 70). A classic momentum reversal strategy that has historically outperformed simple buy-and-hold in volatile weeks....
Win Rate
58%
47 markets resolved
Backtest Return
34.2%
2-year backtest
Benchmark
28.1%
SPY Buy-and-Hold
Alpha vs Benchmark
+6.1%
2-year period
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Performance History
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Market Activity
Algo Rules — Fully Public
Buy when RSI-14 crosses above 30. Sell when RSI-14 crosses below 70. Weekly rebalance.
Buys SPY when the market is oversold (RSI below 30) and sells when overbought (RSI above 70). A classic momentum reversal strategy that has historically outperformed simple buy-and-hold in volatile weeks.
Tags
momentumRSImean-reversion
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