Strategy Central

[jimapplesmith]

Just by eyeballing for 05-06 data, the use of "NAMO reversal" and RSI extreme can sigificantly improve the accuracy of catching market reversals.

Strong version of "NAMO reversal" uses lower peak or higher bottom:
"NAMO neg reversal" is defined as a) NAMO today < yesterday, and b) NAMO yesterday > the day before, and c) NAMO yesterday < previous 10 day maximum - 5.
"NAMO pos reversal" is defined as a) NAMO today > yesterday, and b) NAMO yesterday < the day before, and c) NAMO yesterday > previous 10 day minimum + 5.

Weak version uses a simple reversal: e.g. NAMO today < previous 10 day max - 5.

The number 10 or 5 can be optimized.
RSI 30/70 was used in eyeballing.