Close<MA(20) Close<MA(50) CLOSE<MA(100) CLOSE<MA(200)
Results are for various RSI buy and RSI sell signals
| Stock | RSI buy | RSI sell | Trades/Year | Avg Profit | Avg Days | Profitability |
| SPY | 10 | 60 | 10.5381 | 0.7997 | 4.6169 | 72.08% |
| SPY | 10 | 70 | 10.5381 | 0.9248 | 5.8896 | 73.38% |
| SPY | 10 | 80 | 10.4697 | 1.3439 | 8.5359 | 74.51% |
| SPY | 10 | 90 | 10.4697 | 1.9559 | 14.4967 | 77.78% |
| SPY | 8 | 60 | 8.759 | 0.947 | 4.5156 | 72.66% |
| SPY | 8 | 70 | 8.759 | 1.0596 | 5.7656 | 75.00% |
| SPY | 8 | 80 | 8.759 | 1.4313 | 8.5 | 75.00% |
| SPY | 8 | 90 | 8.759 | 2.2003 | 14.5859 | 79.69% |
| SPY | 5 | 60 | 5.9534 | 1.0836 | 4.4368 | 73.56% |
| SPY | 5 | 70 | 5.9534 | 1.1488 | 6.046 | 73.56% |
| SPY | 5 | 80 | 5.9534 | 1.592 | 8.6667 | 74.71% |
| SPY | 5 | 90 | 5.9534 | 2.5139 | 14.3563 | 83.91% |
| SPY | 2 | 60 | 2.1897 | 1.8783 | 3.5312 | 87.50% |
| SPY | 2 | 70 | 2.1897 | 2.0091 | 5.875 | 87.50% |
| SPY | 2 | 80 | 2.1897 | 2.8984 | 8.5 | 87.50% |
| SPY | 2 | 90 | 2.1897 | 3.624 | 13.75 | 87.50% |
Currently the SPY has an RSI(2) of 4.46. Historically if you bought under these conditions and sold when RSI(2)>80, you would have gained 1.6% in 8.67 TRADING days with a probability of profitability 74.7%.
