RSI(2) on SPY (RSI Trading Strategy S&P 500)

Last Updated on January 12, 2022 by Oddmund Groette

Criteria for entry:

  1. If RSI(2) is less than 15, then enter on the close.
  2. Exit on close if today’s close is higher than yesterday’s high.

Here is the accumulated profit curve from 2005 until September 2016:

The average per trade is 0.46%.


If you would like to have the Amibroker and Tradestation code for this strategy plus 70+ other free trading strategies published on this website, please click on this link:

For more trading strategies, please click here: