Technical Analysis Data Backtest Statistics: RSI

RSI Fear Greed Signals Backtest Results:

Trading strategy 1: Buy at the RSI first Fear Signal, Sell at the RSI first Greed Signal.
Stock: SPY
Data: RSI, daily data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 24
Win rate: 91.67% (Winning trades: 22, Losing trades: 2) 
Total return: 232.11%
Median holding time: 60 days
Sharpe Ratio: 0.63

Trading strategy 2: Buy at the RSI first Very Fear Signal, Sell at the RSI first Very Greed Signal.
Stock: SPY
Data: RSI, daily data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 10
Win rate: 100% (Winning trades: 10, Losing trades: 0) 
Total return: 249.2%
Median holding time: 145 days
Sharpe Ratio: 0.33

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