Well I downloaded OSX and XAU data yesterday and plugged them into my RSI5 tester.
Remember I was saying I wanted to spice up my returns via sectors by investing in certain sectors only at extreme points.
First test with OSX. I had data from early 1997, call it 8 years.
I did a test where I entered a long position when OSX closed lower than 13 and exited when OSX closed above 30.
Entries were laddered at 25%-50%-100%-200%, a daily doubling. But this test was set up such that the doubling only occurred if the RSI5 went down the next day. If it went up, then the ladder (rung?) stayed the same as the previous day. Unless there was an exit in which case the deployment went to zero.
With that setup, it looks like there were 3-4 plays per year. $20K turned into $32K and the W-L record seems to be 29-1. I say seems to be, because the spreadsheet is not calculating statistics. Need to do it manually so there could be errors.
I may make this spreadsheet available to the regulars on this thread (lurkers don't even ask). The spreadsheet is set up so that the user can test different RSI entry and exit points as well as change the deployment ladder.
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