Strategy Central

[zzz2maro]

Husk “Is it a relatively easy thing to look backward, and determine the biggest losses going long on such a signal? I'm wondering if we are approaching, or have exceeded previous losses after this buy signal was triggered.”

I didn't key this answer on RSI5<28 exclusively- Instead I just took and manipulated the drawdown column. So a close answer is: 130 times since 10/1/85 with an average of -6.925 drawdown. Also understand that I’m using a CSGCOS version a few months old (pre captjmj) It shows as of 5/17/06 we have a -3.53% drawdown which began 5/12/06.