搜尋
產品
社群
市場
新聞
經紀商
更多
TW
立即開始
社群
/
投資想法
/
Simple RSI-MA Algo Beats DOW By Huge Margin Over Past 100 Years!
道瓊工業平均指數
Simple RSI-MA Algo Beats DOW By Huge Margin Over Past 100 Years!
由Stable_Camel提供
關注
關注
2015年11月3日
2
8
4
4
2015年11月3日
This simple RSI-MA long/short algorithm beats the Dow by a FREAKING HUGE margin over the past century (excluding dividends and trading costs).
The algorithm uses a fast SMA of the RSI as a buy/cover signal and a slow SMA of the RSI as a sell/short signal.
Backtest period = 09/17/1916 - 11/02/2015
DJIA = 98 --> 17,830 = +18,094% = 5.38% CAGR
Algorithm = net profit + open P/L = +43,349% = 6.31% CAGR
Notice how the algorithm dodged both the 30s' Great Depression and the 2008 Crisis. Pretty cool huh? :)
ALGORITHM'S FORMULA (use weekly chart):
Buy/Cover = MA10(RSI10) cross> 50
Sell/Short = MA50(RSI10) cross< 50
STRATEGY TESTER'S SETTINGS:
- Initial cash = $10,000
- Pyramiding disabled
- Re-investment enabled (order size = 100% of equity)
- Trade re-calculations disabled
DISCLAIMER: None of my ideas and posts are investment advice. Past performance is not an indication of future results. This strategy was constructed with the benefit of hindsight and its future performance cannot be guaranteed.
DIA
djia
DOW
DOW Industrials (DOWI)
dowjones
long_short
long-term
Momentum Indicator (MOM)
Moving Averages
outperformer
Relative Strength Index (RSI)
rsi-ma
tactical
timing
Stable_Camel
關注
Kory Hoang (stably.io)
更多:
相關出版品
SPX Long/Short Momentum Algorithm Beats S&P500 By A Huge Margin!
由Stable_Camel提供
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在
使用條款
閱讀更多資訊。