SPY RSI2 Pullback Research

Proof challenge finished with something to look at.

Research summary

Return

+2.6%

Worst drop

−14.0%

Trades

MAR ratio

0.19

Research record

2Feasibility+34.4% over 5000 bars · worst drop −15.0% · 81 tradesPassed
3Walk-forward9 of 12 rounds profitable out of sample · mean +2.6% per roundPassed
4Best settingsNo summary recordedNot run
5Robustness6 of 6 scenarios passedPassed
5Proof challenge7 of 8 proof checks passedAsk me