Buy the Nasdaq 100 Trust (QQQ) when the 5-day Relative Strength Index (RSI) closes below 30.0.
Sell the Nasdaq 100 Trust (QQQ) when the 5-day Relative Strength Index (RSI) closes above 50.0.
Assumptions:
The Nasdaq 100 Trust is purchased at the market closing price on the day the RSI buy signal is generated.
The Nasdaq 100 Trust is sold at the market closing price on the day the RSI sell signal is generated.
Total proceeds from one trade are reinvested into the following trade.
The 5-day RSI strategy has a tendency to underperform the buy-and-hold strategy when the market is strong and outperform when the market is weak, and it's best used as a way to supplement/hedge existing investment income. Commissions and SEC fees were not included in the calculations. Past performance is not necessarily an indication of future performance. This page is intended for informational purposes only.
| Buy | Sell | Held | Trade | Year | Cumul. | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Year # | Buy Date | NDX Close | RSI | Sell Date | NDX Close | RSI | NDX G/L | Days | % G/L | % G/L | % G/L |
| 1 | 01/03/91 | 196.39 | 27.63 | 01/10/91 | 195.99 | 52.99 | 0.40 | 5 | 0.20% | 0.20% | 0.20% |
| 2 | 04/29/91 | 266.14 | 22.71 | 05/09/91 | 271.24 | 68.57 | 5.10 | 8 | 1.92% | 1.72% | 1.72% |
| 3 | 05/15/91 | 258.11 | 18.33 | 05/22/91 | 265.69 | 60.87 | 7.58 | 5 | 2.94% | 4.71% | 4.71% |
| 4 | 06/10/91 | 268.39 | 26.80 | 07/01/91 | 259.06 | 57.98 | 9.33 | 15 | 3.48% | 1.06% | 1.06% |
| 1 | 01/03/91 | 196.39 | 27.63 | 01/10/91 | 195.99 | 52.99 | 0.40 | 5 | 0.20% | 0.20% | 0.20% |
| 2 | 04/29/91 | 266.14 | 22.71 | 05/09/91 | 271.24 | 68.57 | 5.10 | 8 | 1.92% | 1.72% | 1.72% |
| 3 | 05/15/91 | 258.11 | 18.33 | 05/22/91 | 265.69 | 60.87 | 7.58 | 5 | 2.94% | 4.71% | 4.71% |
| 4 | 06/10/91 | 268.39 | 26.80 | 07/01/91 | 259.06 | 57.98 | 9.33 | 15 | 3.48% | 1.06% | 1.06% |
| 5 | 07/24/91 | 257.84 | 28.57 | 07/26/91 | 264.22 | 58.05 | 6.35 | 2 | 2.46% | 3.55% | 3.55% |
| 6 | 08/19/91 | 271.96 | 28.38 | 08/21/91 | 286.06 | 68.56 | 14.10 | 2 | 5.18% | 8.91% | 8.91% |
| 7 | 09/06/91 | 279.96 | 28.06 | 09/12/91 | 285.55 | 63.67 | 5.59 | 4 | 2.00% | 11.09% | 11.09% |
| 8 | 10/03/91 | 280.41 | 27.89 | 10/11/91 | 281.50 | 52.96 | 1.09 | 6 | 0.39% | 11.52% | 11.52% |
| 9 | 10/25/91 | 282.94 | 27.30 | 10/29/91 | 290.08 | 56.84 | 7.14 | 1 | 2.52% | 14.33% | 14.33% |
| 10 | 11/15/91 | 284.52 | 25.79 | 12/02/91 | 293.93 | 70.93 | 9.41 | 10 | 3.31% | 18.12% | 18.12% |
| 1 | 01/21/92 | 328.04 | 20.69 | 01/22/92 | 346.32 | 54.70 | 18.28 | 1 | 5.57% | 5.57% | 24.70% |
| 2 | 03/05/92 | 337.52 | 27.65 | 03/10/92 | 340.32 | 52.41 | 2.80 | 3 | 0.83% | 6.45% | 25.73% |
| 3 | 03/26/92 | 333.29 | 24.25 | 04/14/92 | 320.55 | 54.46 | 12.74 | 13 | 3.82% | 2.38% | 20.93% |
| 4 | 04/27/92 | 299.65 | 24.54 | 04/30/92 | 307.86 | 54.88 | 8.21 | 3 | 2.74% | 5.19% | 24.24% |
| 5 | 05/14/92 | 304.54 | 26.85 | 05/20/92 | 309.55 | 60.68 | 5.01 | 4 | 1.65% | 6.92% | 26.29% |
| 6 | 06/09/92 | 304.85 | 21.20 | 04/14/92 | 300.79 | 63.02 | 4.06 | 14 | 1.33% | 5.50% | 24.61% |
| 7 | 08/12/92 | 300.95 | 24.86 | 08/27/92 | 299.46 | 59.60 | 1.49 | 11 | 0.50% | 4.97% | 23.99% |
| 8 | 09/28/92 | 307.87 | 26.40 | 10/12/92 | 308.10 | 51.09 | 0.23 | 10 | 0.07% | 5.05% | 24.08% |
| 9 | 12/15/92 | 346.94 | 24.34 | 12/17/92 | 356.84 | 64.85 | 9.90 | 10 | 2.85% | 8.04% | 27.61% |
| 1 | 02/05/93 | 369.00 | 29.13 | 02/25/93 | 351.66 | 53.51 | 17.34 | 13 | 4.70% | 4.70% | 21.61% |
| 2 | 03/19/93 | 351.55 | 22.43 | 03/25/93 | 354.37 | 54.65 | 2.82 | 4 | 0.80% | 3.94% | 22.59% |
| 3 | 04/02/93 | 341.18 | 23.92 | 04/12/93 | 349.00 | 54.62 | 7.82 | 5 | 2.29% | 1.74% | 25.39% |
| 4 | 04/19/93 | 337.45 | 28.01 | 04/28/93 | 339.66 | 56.03 | 2.21 | 7 | 0.65% | 1.10% | 26.21% |
| 5 | 06/08/93 | 360.74 | 26.51 | 06/14/93 | 367.14 | 61.04 | 6.40 | 4 | 1.77% | 0.65% | 28.44% |
| 6 | 06/18/93 | 357.96 | 25.26 | 06/25/93 | 362.22 | 60.55 | 4.26 | 5 | 1.19% | 1.85% | 29.97% |
| 7 | 07/07/93 | 357.86 | 29.39 | 07/09/93 | 362.46 | 53.13 | 4.60 | 2 | 1.29% | 3.06% | 31.65% |
| 8 | 07/16/93 | 351.07 | 19.11 | 07/26/93 | 356.40 | 55.03 | 5.33 | 6 | 1.52% | 4.63% | 33.65% |
| 9 | 09/08/93 | 364.84 | 28.41 | 09/10/93 | 370.63 | 55.47 | 5.79 | 2 | 1.59% | 6.30% | 35.77% |
| 10 | 11/04/93 | 377.46 | 23.24 | 11/10/93 | 392.98 | 65.48 | 15.52 | 4 | 4.11% | 10.66% | 41.35% |
| 11 | 11/19/93 | 380.56 | 27.42 | 11/24/93 | 385.03 | 53.21 | 4.47 | 3 | 1.17% | 11.96% | 43.01% |
| 12 | 12/14/93 | 382.83 | 26.40 | 12/17/93 | 388.93 | 52.12 | 6.10 | 2 | 1.59% | 13.74% | 45.28% |
| 1 | 02/04/94 | 397.48 | 19.29 | 02/14/94 | 405.11 | 54.91 | 7.63 | 6 | 1.92% | 1.92% | 48.07% |
| 2 | 03/24/94 | 403.92 | 19.88 | 04/07/94 | 390.97 | 52.13 | 12.95 | 9 | 3.21% | 1.35% | 43.32% |
| 3 | 04/12/94 | 375.46 | 25.31 | 04/21/94 | 367.02 | 50.06 | 8.44 | 7 | 2.25% | 3.57% | 40.09% |
| 4 | 05/11/94 | 365.18 | 19.88 | 05/18/94 | 368.59 | 56.33 | 3.41 | 5 | 0.93% | 2.68% | 41.40% |
| 5 | 06/08/94 | 371.00 | 25.33 | 06/14/94 | 377.38 | 56.93 | 6.38 | 4 | 1.72% | 1.00% | 43.83% |
| 6 | 06/20/94 | 367.83 | 26.56 | 07/12/94 | 361.31 | 58.67 | 6.52 | 15 | 1.77% | 2.75% | 41.28% |
| 7 | 09/23/94 | 390.20 | 27.87 | 09/30/94 | 393.85 | 54.88 | 3.65 | 5 | 0.94% | 1.84% | 42.61% |
| 8 | 10/04/94 | 382.71 | 21.46 | 10/10/94 | 392.85 | 60.45 | 10.14 | 4 | 2.65% | 0.76% | 46.39% |
| 9 | 11/07/94 | 400.19 | 28.96 | 11/08/94 | 407.44 | 57.44 | 7.25 | 1 | 1.81% | 2.59% | 49.04% |
| 10 | 11/22/94 | 397.93 | 21.50 | 11/29/94 | 409.10 | 62.45 | 11.17 | 4 | 2.81% | 5.47% | 53.23% |
| 11 | 12/08/94 | 386.30 | 19.09 | 12/15/94 | 393.70 | 52.21 | 7.40 | 5 | 1.92% | 7.49% | 56.17% |
| 1 | 01/30/95 | 401.71 | 23.70 | 02/02/95 | 411.15 | 60.82 | 9.44 | 3 | 2.35% | 2.35% | 59.84% |
| 2 | 04/04/95 | 441.86 | 28.16 | 04/10/95 | 449.36 | 59.18 | 7.50 | 5 | 1.70% | 4.09% | 62.56% |
| 3 | 05/30/95 | 482.08 | 29.67 | 06/02/95 | 492.65 | 53.04 | 10.57 | 3 | 2.19% | 6.37% | 66.12% |
| 4 | 08/28/95 | 566.05 | 26.20 | 09/05/95 | 595.36 | 72.05 | 7.50 | 5 | 5.18% | 11.88% | 74.72% |
| 5 | 09/26/95 | 580.77 | 25.07 | 09/28/95 | 595.44 | 57.95 | 14.67 | 2 | 2.53% | 14.71% | 79.14% |
| 6 | 10/04/95 | 558.99 | 22.12 | 10/12/95 | 573.10 | 57.36 | 14.10 | 6 | 2.52% | 17.60% | 83.66% |
| 7 | 11/20/95 | 571.67 | 18.83 | 11/28/95 | 598.00 | 66.01 | 26.33 | 5 | 4.61% | 23.02% | 92.12% |
| 8 | 12/14/95 | 566.29 | 24.20 | 12/19/95 | 575.01 | 50.39 | 8.72 | 3 | 1.54% | 24.92% | 95.08% |
| 1 | 01/09/96 | 534.42 | 16.50 | 01/18/96 | 554.32 | 55.02 | 19.90 | 7 | 3.72% | 3.72% | 102.34% |
| 2 | 03/01/96 | 604.76 | 20.15 | 03/13/96 | 614.75 | 56.92 | 9.99 | 7 | 1.65% | 5.43% | 105.68% |
| 3 | 03/25/96 | 597.82 | 29.37 | 03/29/96 | 609.69 | 50.41 | 11.87 | 4 | 1.99% | 7.53% | 109.77% |
| 4 | 04/11/96 | 604.07 | 27.31 | 04/15/96 | 611.08 | 54.77 | 7.01 | 2 | 1.16% | 8.78% | 112.20% |
| 5 | 06/17/96 | 666.07 | 19.59 | 06/24/96 | 677.17 | 52.13 | 11.10 | 4 | 1.67% | 10.59% | 115.75% |
| 6 | 07/11/96 | 635.78 | 18.47 | 07/18/96 | 643.74 | 55.22 | 7.96 | 5 | 1.25% | 11.98% | 118.44% |
| 7 | 07/23/96 | 598.34 | 24.27 | 07/26/96 | 633.39 | 58.26 | 35.05 | 3 | 5.86% | 18.54% | 131.24% |
| 8 | 09/05/96 | 652.32 | 24.03 | 09/09/96 | 671.98 | 56.48 | 19.66 | 2 | 3.01% | 22.11% | 138.20% |
| 9 | 10/22/96 | 736.64 | 23.43 | 10/31/96 | 751.99 | 60.65 | 15.35 | 7 | 2.08% | 24.65% | 143.16% |
| 10 | 12/16/96 | 804.62 | 24.84 | 12/18/96 | 834.13 | 53.68 | 29.51 | 2 | 3.68% | 29.23% | 152.11% |
| 1 | 02/21/97 | 864.30 | 24.16 | 03/05/97 | 872.07 | 55.09 | 7.77 | 8 | 0.90% | 0.90% | 154.38% |
| 2 | 03/07/97 | 841.03 | 28.85 | 03/26/97 | 834.38 | 61.70 | 6.65 | 13 | 0.79% | 0.10% | 152.37% |
| 3 | 04/02/97 | 783.92 | 25.50 | 04/04/97 | 822.40 | 60.78 | 38.48 | 2 | 4.91% | 5.02% | 164.76% |
| 4 | 06/03/97 | 929.81 | 29.66 | 06/06/97 | 944.98 | 51.90 | 15.17 | 3 | 1.63% | 6.73% | 169.08% |
| 5 | 08/15/97 | 1076.67 | 27.17 | 08/19/97 | 1121.18 | 63.69 | 44.51 | 2 | 4.13% | 11.14% | 180.19% |
| 6 | 08/28/97 | 1070.57 | 25.28 | 09/02/97 | 1102.74 | 56.37 | 32.17 | 2 | 3.00% | 14.47% | 188.60% |
| 7 | 09/15/97 | 1080.29 | 27.52 | 09/16/97 | 1116.52 | 58.99 | 36.23 | 1 | 3.35% | 18.31% | 198.26% |
| 8 | 10/16/97 | 1099.38 | 21.43 | 10/21/97 | 1110.55 | 51.00 | 11.17 | 3 | 1.02% | 19.51% | 201.31% |
| 9 | 10/24/97 | 1057.34 | 23.88 | 11/03/97 | 1050.72 | 53.23 | 6.62 | 6 | 0.63% | 18.76% | 199.41% |
| 10 | 11/12/97 | 980.14 | 20.15 | 11/14/97 | 1027.85 | 56.05 | 47.71 | 2 | 4.87% | 24.55% | 213.99% |
| 11 | 12/11/97 | 1001.88 | 24.85 | 12/29/97 | 978.53 | 55.17 | 23.35 | 11 | 2.33% | 21.64% | 206.67% |
| 1 | 01/09/98 | 956.19 | 27.86 | 01/13/98 | 995.05 | 56.37 | 38.86 | 2 | 4.06% | 4.06% | 219.12% |
| 2 | 03/05/98 | 1126.83 | 23.45 | 03/12/98 | 1163.27 | 54.01 | 36.44 | 5 | 3.23% | 7.42% | 229.43% |
| 3 | 04/07/98 | 1182.13 | 26.96 | 04/13/98 | 1202.97 | 50.03 | 20.84 | 3 | 1.76% | 9.31% | 235.23% |
| 4 | 05/22/98 | 1214.13 | 26.77 | 06/05/98 | 1206.70 | 57.23 | 7.43 | 9 | 0.61% | 8.65% | 233.18% |
| 5 | 07/29/98 | 1380.08 | 28.59 | 07/30/98 | 1422.05 | 56.04 | 41.97 | 1 | 3.04% | 11.95% | 243.31% |
| 6 | 08/04/98 | 1317.24 | 21.93 | 08/17/98 | 1367.79 | 58.07 | 50.55 | 9 | 3.84% | 16.25% | 256.49% |
| 7 | 08/27/98 | 1312.28 | 23.66 | 09/08/98 | 1286.47 | 59.12 | 25.81 | 7 | 1.97% | 13.96% | 249.47% |
| 8 | 10/01/98 | 1273.74 | 26.37 | 10/12/98 | 1243.40 | 55.21 | 30.34 | 7 | 2.38% | 11.25% | 241.16% |
| 1 | 03/23/99 | 1961.31 | 27.83 | 03/25/99 | 2083.35 | 62.71 | 122.04 | 2 | 6.22% | 6.22% | 262.38% |
| 2 | 04/14/99 | 2103.63 | 28.60 | 04/21/99 | 2105.82 | 51.83 | 2.19 | 5 | 0.10% | 6.33% | 262.74% |
| 3 | 05/24/99 | 2060.59 | 27.43 | 05/28/99 | 2089.70 | 51.00 | 29.11 | 4 | 1.41% | 7.83% | 267.86% |
| 4 | 07/22/99 | 2281.81 | 29.29 | 07/28/99 | 2333.80 | 52.43 | 51.99 | 4 | 2.28% | 10.28% | 276.24% |
| 5 | 08/04/99 | 2204.26 | 26.24 | 08/11/99 | 2241.43 | 54.66 | 37.17 | 5 | 1.69% | 12.15% | 282.60% |
| 6 | 10/15/99 | 2403.81 | 27.82 | 10/20/99 | 2466.29 | 56.54 | 62.48 | 3 | 2.60% | 15.06% | 292.55% |
| 1 | 01/06/00 | 3340.81 | 24.07 | 01/10/00 | 3717.41 | 63.97 | 376.60 | 2 | 11.27% | 11.27% | 336.79% |
| 2 | 01/28/00 | 3446.13 | 26.47 | 02/01/00 | 3701.78 | 57.39 | 255.65 | 2 | 7.42% | 19.53% | 369.20% |
| 3 | 03/15/00 | 4130.01 | 26.47 | 03/16/00 | 4353.33 | 51.51 | 223.32 | 1 | 5.41% | 25.99% | 394.58% |
| 4 | 03/30/00 | 4250.19 | 27.38 | 04/07/00 | 4291.53 | 55.74 | 41.34 | 6 | 0.97% | 27.21% | 399.38% |
| 5 | 04/12/00 | 3633.63 | 20.63 | 04/25/00 | 3621.56 | 51.04 | 12.07 | 8 | 0.33% | 26.79% | 397.73% |
| 6 | 05/10/00 | 3244.73 | 23.90 | 05/15/00 | 3512.11 | 53.61 | 267.38 | 3 | 8.24% | 37.24% | 438.74% |
| 7 | 05/23/00 | 3023.42 | 19.37 | 05/30/00 | 3414.03 | 62.83 | 390.61 | 4 | 12.92% | 54.97% | 508.35% |
| 8 | 07/27/00 | 3681.63 | 29.99 | 08/07/00 | 3710.39 | 58.20 | 28.76 | 7 | 0.78% | 56.18% | 513.09% |
| 9 | 09/11/00 | 3706.74 | 27.68 | 09/19/00 | 3756.40 | 52.03 | 49.66 | 6 | 1.34% | 58.28% | 521.31% |
| 10 | 09/26/00 | 3582.59 | 29.15 | 09/28/00 | 3725.15 | 58.42 | 142.56 | 2 | 3.98% | 64.58% | 546.04% |
| 11 | 10/02/00 | 3457.97 | 28.94 | 10/13/00 | 3277.77 | 50.70 | 180.20 | 9 | 5.21% | 56.00% | 512.38% |
| 12 | 11/08/00 | 3059.09 | 27.08 | 11/15/00 | 3076.70 | 51.12 | 17.61 | 5 | 0.58% | 56.91% | 515.93% |
| 13 | 11/20/00 | 2792.41 | 26.78 | 12/05/00 | 2852.87 | 67.70 | 60.46 | 10 | 2.17% | 60.31% | 529.30% |
| 14 | 12/15/00 | 2549.48 | 29.42 | 12/27/00 | 2460.21 | 50.21 | 89.27 | 7 | 3.5% | 54.70% | 507.27% |
| 1 | 01/02/01 | 2128.78 | 22.00 | 01/03/01 | 2528.38 | 59.16 | 399.60 | 1 | 18.77% | 18.77% | 621.26% |
| 2 | 02/02/01 | 2472.18 | 27.01 | 02/15/01 | 2371.04 | 51.92 | 101.14 | 9 | 4.09% | 13.91% | 591.76% |
| 3 | 02/20/01 | 2095.11 | 23.93 | 03/07/01 | 1996.23 | 50.36 | 98.88 | 11 | 4.72% | 8.54% | 559.11% |
| 4 | 03/09/01 | 1813.02 | 25.33 | 03/27/01 | 1735.63 | 55.96 | 77.39 | 12 | 4.27% | 3.90% | 530.96% |
| 5 | 04/02/01 | 1516.58 | 25.94 | 04/10/01 | 1597.87 | 61.66 | 81.29 | 6 | 5.36% | 9.47% | 564.78% |
| 6 | 05/30/01 | 1779.00 | 25.00 | 06/05/01 | 1923.90 | 60.69 | 144.90 | 4 | 8.15% | 18.39% | 618.96% |
| 7 | 06/14/01 | 1711.39 | 21.10 | 06/21/01 | 1751.22 | 50.11 | 39.83 | 5 | 2.33% | 21.15% | 635.71% |
| 8 | 07/06/01 | 1668.59 | 21.10 | 07/12/01 | 1750.13 | 58.08 | 81.54 | 4 | 4.89% | 27.08% | 671.69% |
| 9 | 07/24/01 | 1604.86 | 28.85 | 07/26/01 | 1673.39 | 53.25 | 68.53 | 2 | 4.27% | 32.50% | 704.64% |
| 10 | 08/08/01 | 1626.20 | 26.56 | 08/24/01 | 1579.62 | 57.86 | 46.58 | 12 | 2.86% | 28.71% | 681.63% |
| 11 | 08/30/01 | 1453.90 | 26.82 | 10/03/01 | 1249.41 | 68.95 | 204.49 | 19 | 14.06% | 10.61% | 571.73% |
| 12 | 12/20/01 | 1557.36 | 27.99 | 12/27/01 | 1606.48 | 51.55 | 49.12 | 4 | 3.15% | 14.10% | 592.89% |
| 1 | 01/16/02 | 1558.98 | 22.52 | 02/13/02 | 1486.75 | 54.14 | 72.23 | 19 | 4.63% | 4.63% | 560.81% |
| 2 | 02/19/02 | 1387.27 | 22.44 | 03/01/02 | 1435.41 | 61.59 | 48.14 | 8 | 3.47% | 1.32% | 583.74% |
| 3 | 04/03/02 | 1394.21 | 28.93 | 04/16/02 | 1413.93 | 64.56 | 19.72 | 9 | 1.41% | 0.07% | 593.38% |
| 4 | 04/23/02 | 1322.81 | 26.47 | 05/08/02 | 1282.41 | 63.23 | 40.40 | 11 | 3.05% | 2.98% | 572.23% |
| 5 | 05/29/02 | 1218.68 | 29.83 | 06/17/02 | 1149.91 | 55.18 | 68.77 | 13 | 5.64% | 8.45% | 534.39% |
| 6 | 06/20/02 | 1062.45 | 23.98 | 07/05/02 | 1060.89 | 60.09 | 1.56 | 10 | 0.15% | 8.59% | 533.37% |
| 7 | 07/22/02 | 939.10 | 26.14 | 07/29/02 | 970.13 | 56.72 | 31.03 | 5 | 3.30% | 5.58% | 554.27% |
| 8 | 08/05/02 | 857.08 | 25.24 | 08/07/02 | 919.08 | 50.61 | 62.00 | 2 | 7.23% | 1.25% | 601.57% |
| 9 | 08/28/02 | 944.83 | 29.72 | 09/10/02 | 947.72 | 55.44 | 2.89 | 8 | 0.31% | 1.57% | 603.75% |
| 10 | 09/19/02 | 865.93 | 20.73 | 09/25/02 | 880.44 | 50.70 | 14.51 | 4 | 1.68% | 3.27% | 615.57% |
| 11 | 09/30/02 | 832.52 | 26.77 | 10/01/02 | 870.63 | 51.98 | 38.11 | 1 | 4.58% | 8.00% | 648.34% |
| 12 | 10/04/02 | 815.40 | 29.15 | 10/10/02 | 849.57 | 60.61 | 34.17 | 4 | 4.19% | 12.53% | 679.70% |
| 13 | 12/09/02 | 1014.84 | 24.32 | 12/23/02 | 1032.30 | 53.12 | 17.46 | 10 | 1.72% | 14.46% | 693.10% |
| 1 | 12/30/02 | 989.89 | 27.36 | 01/02/03 | 1027.86 | 61.14 | 37.97 | 2 | 3.84% | 3.84% | 723.56% |
| 2 | 01/17/03 | 1017.58 | 27.37 | 02/14/03 | 982.09 | 59.92 | 35.49 | 19 | 3.49% | 0.22% | 694.81% |
| 3 | 03/11/03 | 958.82 | 27.03 | 03/13/03 | 1029.79 | 74.99 | 70.97 | 2 | 7.40% | 7.63% | 753.63% |
| 4 | 03/31/03 | 1018.66 | 27.80 | 04/02/03 | 1063.46 | 60.12 | 44.80 | 2 | 4.40% | 12.37% | 791.19% |
| 5 | 06/24/03 | 1191.70 | 29.52 | 06/26/03 | 1214.68 | 53.62 | 22.98 | 2 | 1.93% | 14.54% | 808.31% |
| 6 | 08/05/03 | 1229.72 | 25.39 | 08/12/03 | 1240.70 | 54.45 | 10.98 | 5 | 0.89% | 15.55% | 816.39% |
| 7 | 09/26/03 | 1309.31 | 26.25 | 10/03/03 | 1375.32 | 65.51 | 66.01 | 5 | 5.04% | 21.38% | 862.58% |
| 8 | 11/18/03 | 1364.70 | 21.51 | 11/24/03 | 1419.31 | 63.42 | 54.61 | 4 | 4.00% | 26.23% | 901.13% |
| 1 | 01/28/04 | 1491.57 | 27.46 | 02/06/04 | 1498.95 | 55.27 | 7.38 | 7 | 0.49% | 0.49% | 906.04% |
| 2 | 02/23/04 | 1463.75 | 27.76 | 03/01/04 | 1489.49 | 60.50 | 25.74 | 5 | 1.76% | 2.26% | 923.74% |
| 3 | 03/08/04 | 1441.12 | 27.10 | 03/17/04 | 1428.89 | 50.64 | 12.23 | 7 | 0.85% | 1.39% | 915.04% |
| 4 | 03/22/04 | 1381.39 | 27.57 | 03/25/04 | 1425.86 | 62.43 | 44.47 | 3 | 3.22% | 4.66% | 947.72% |
| 5 | 04/29/04 | 1431.36 | 28.89 | 05/11/04 | 1421.89 | 50.39 | 9.47 | 8 | 0.66% | 3.96% | 940.81% |
| 6 | 05/17/04 | 1379.90 | 24.32 | 05/21/04 | 1408.17 | 55.39 | 28.27 | 4 | 2.05% | 6.10% | 962.15% |
| 7 | 07/06/04 | 1445.71 | 24.67 | 07/29/04 | 1398.55 | 52.46 | 47.16 | 17 | 3.26% | 2.64% | 927.52% |
| 8 | 08/05/04 | 1353.44 | 24.45 | 08/17/04 | 1335.72 | 51.68 | 17.72 | 8 | 1.31% | 1.29% | 914.06% |
| 9 | 09/27/04 | 1385.55 | 27.43 | 09/29/04 | 1410.86 | 56.95 | 25.31 | 2 | 1.83% | 3.15% | 932.62% |
| 1 | 01/04/05 | 1571.83 | 16.55 | 01/18/05 | 1573.49 | 55.70 | 1.66 | 9 | 0.11% | 0.11% | 933.76% |
| 2 | 01/20/05 | 1514.56 | 23.86 | 01/31/05 | 1519.63 | 53.96 | 5.07 | 7 | 0.33% | 0.44% | 937.17% |
| 3 | 02/22/05 | 1494.07 | 25.54 | 02/24/05 | 1517.71 | 51.87 | 23.64 | 2 | 1.58% | 2.03% | 953.55% |
| 4 | 03/16/05 | 1486.23 | 26.66 | 03/30/05 | 1491.74 | 62.18 | 5.51 | 9 | 0.35% | 2.38% | 957.24% |
| 5 | 04/14/05 | 1441.13 | 24.60 | 04/21/05 | 1447.37 | 55.65 | 6.24 | 5 | 0.43% | 2.82% | 961.79% |
| 6 | 06/23/05 | 1515.95 | 23.50 | 07/05/05 | 1506.35 | 50.26 | 9.60 | 7 | 0.63% | 2.18% | 955.10% |
| 7 | 08/24/05 | 1561.71 | 25.17 | 08/31/05 | 1581.71 | 61.96 | 20.00 | 5 | 1.28% | 3.48% | 968.60% |
| 8 | 09/21/05 | 1561.84 | 22.66 | 09/29/05 | 1589.93 | 68.31 | 28.09 | 6 | 1.80% | 5.35% | 987.84% |
| 9 | 10/06/05 | 1552.94 | 24.93 | 10/17/05 | 1549.88 | 50.66 | 3.06 | 7 | 0.20% | 5.14% | 985.66% |
| 10 | 12/19/05 | 1664.36 | 22.58 | 12/22/05 | 1683.35 | 51.74 | 18.99 | 3 | 1.14% | 6.34% | 998.09% |
| 1 | 12/29/05 | 1655.36 | 23.92 | 01/03/06 | 1679.93 | 59.19 | 24.57 | 2 | 1.48% | 1.48% | 1014.34% |
| 2 | 01/20/06 | 1676.38 | 24.41 | 01/27/06 | 1711.11 | 58.71 | 34.73 | 5 | 2.07% | 3.58% | 1037.41% |
| 3 | 02/03/06 | 1664.53 | 23.77 | 02/15/06 | 1673.15 | 55.62 | 8.62 | 8 | 0.52% | 4.12% | 1043.32% |
| 4 | 03/09/06 | 1645.09 | 24.96 | 03/14/06 | 1681.15 | 65.59 | 36.06 | 3 | 2.19% | 6.40% | 1068.36% |
| 5 | 05/11/06 | 1657.48 | 19.16 | 05/26/06 | 1606.37 | 52.00 | 51.11 | 11 | 3.08% | 3.12% | 1032.38% |
| 6 | 06/09/06 | 1550.97 | 25.56 | 06/15/06 | 1573.08 | 61.80 | 22.11 | 4 | 1.43% | 4.60% | 1048.57% |
| 7 | 07/10/06 | 1520.90 | 28.91 | 07/25/06 | 1489.52 | 54.23 | 31.38 | 12 | 2.06% | 2.45% | 1024.98% |
| 1 | 12/21/06 | 1766.28 | 27.29 | 01/04/07 | 1792.91 | 73.47 | 26.63 | 7 | 1.51% | 1.51% | 1041.97% |
| 2 | 01/22/07 | 1779.02 | 28.89 | 01/24/07 | 1802.63 | 53.57 | 23.61 | 2 | 1.33% | 2.86% | 1057.16% |
| 3 | 02/27/07 | 1756.27 | 17.72 | 03/12/07 | 1756.42 | 53.06 | 0.15 | 9 | 0.01% | 2.87% | 1057.27% |
| 4 | 06/07/07 | 1882.17 | 26.01 | 06/13/07 | 1913.87 | 56.01 | 31.70 | 4 | 1.68% | 4.60% | 1076.72% |
| 5 | 07/27/07 | 1956.19 | 20.86 | 08/07/07 | 1961.64 | 50.25 | 5.45 | 7 | 0.28% | 4.89% | 1080.01% |
| 6 | 08/15/07 | 1864.92 | 22.37 | 08/21/07 | 1910.99 | 53.64 | 46.07 | 4 | 2.47% | 7.48% | 1109.16% |
| 7 | 11/08/07 | 2106.16 | 24.46 | 11/27/07 | 2033.76 | 50.52 | 72.40 | 12 | 3.44% | 3.78% | 1067.56% |
| 8 | 12/17/07 | 2020.80 | 23.44 | 12/20/07 | 2069.68 | 53.91 | 48.88 | 3 | 2.42% | 6.29% | 1095.78% |
| 1 | 01/02/08 | 2049.71 | 29.57 | 01/31/08 | 1841.42 | 57.56 | 208.49 | 21 | 10.16% | 10.16% | 974.29% |
| 2 | 02/05/08 | 1773.49 | 28.61 | 02/11/08 | 1793.09 | 51.09 | 19.60 | 4 | 1.11% | 9.16% | 986.21% |
| 3 | 02/29/08 | 1745.27 | 28.03 | 03/11/08 | 1740.95 | 53.77 | 4.32 | 7 | 0.25% | 9.39% | 983.49% |
| 4 | 05/21/08 | 1956.80 | 29.15 | 05/27/08 | 1995.44 | 57.30 | 38.64 | 3 | 1.97% | 7.61% | 1004.84% |
| 5 | 06/11/08 | 1924.33 | 23.30 | 06/16/08 | 1984.76 | 55.89 | 60.43 | 3 | 3.14% | 4.71% | 1039.54% |
| 6 | 06/24/08 | 1903.74 | 29.05 | 07/08/08 | 1871.28 | 55.95 | 32.46 | 9 | 1.71% | 6.34% | 1020.05% |
| 7 | 09/02/08 | 1850.14 | 26.55 | 09/19/08 | 1745.06 | 54.05 | 105.08 | 13 | 5.68% | 11.66% | 956.43% |
| 8 | 09/29/08 | 1496.15 | 18.30 | 10/13/08 | 1429.54 | 55.37 | 66.61 | 10 | 4.45% | 15.59% | 909.42% |
| 9 | 10/24/08 | 1202.27 | 27.66 | 10/28/08 | 1297.57 | 56.71 | 95.30 | 2 | 7.93% | 8.90% | 989.47% |
| 10 | 11/12/08 | 1165.38 | 22.91 | 11/24/08 | 1154.34 | 52.88 | 11.04 | 8 | 0.95% | 9.77% | 979.12% |
| 1 | 01/14/09 | 1163.42 | 23.16 | 01/26/09 | 1184.56 | 50.57 | 21.14 | 7 | 1.82% | 1.82% | 998.76% |
| 2 | 02/17/09 | 1187.04 | 29.67 | 03/10/09 | 1112.44 | 56.15 | 74.60 | 15 | 6.28% | 4.57% | 929.76% |
| 3 | 05/13/09 | 1339.83 | 20.46 | 05/18/09 | 1392.73 | 60.20 | 52.90 | 3 | 3.95% | 0.80% | 970.44% |
| 4 | 06/16/09 | 1443.25 | 24.68 | 06/19/09 | 1471.23 | 55.15 | 27.98 | 3 | 1.94% | 1.12% | 991.21% |
| 5 | 06/22/09 | 1426.61 | 28.97 | 06/25/09 | 1475.82 | 63.09 | 49.21 | 3 | 3.45% | 4.61% | 1028.86% |
| 6 | 07/07/09 | 1404.78 | 19.04 | 07/13/09 | 1447.70 | 59.77 | 42.92 | 4 | 3.06% | 7.81% | 1063.40% |
| 7 | 08/17/09 | 1564.89 | 27.79 | 08/20/09 | 1614.22 | 58.31 | 49.33 | 3 | 3.15% | 11.21% | 1100.05% |
| 8 | 09/01/09 | 1595.84 | 26.90 | 09/04/09 | 1638.07 | 64.87 | 42.23 | 3 | 2.65% | 15.07% | 1131.85% |
| 9 | 10/01/09 | 1666.41 | 25.13 | 10/06/09 | 1705.25 | 57.25 | 38.84 | 3 | 2.33% | 17.75% | 1160.57% |
| 10 | 10/27/09 | 1722.46 | 27.86 | 11/05/09 | 1721.09 | 62.19 | 1.37 | 7 | 0.08% | 17.66% | 1159.56% |
| 1 | 01/22/10 | 1794.82 | 20.89 | 02/11/10 | 1775.74 | 58.17 | 19.08 | 14 | 1.06% | 1.06% | 1147.21% |
| 2 | 05/06/10 | 1893.75 | 19.20 | 05/12/10 | 1975.58 | 56.83 | 81.83 | 4 | 4.32% | 3.21% | 1201.09% |
| 3 | 05/20/10 | 1800.12 | 17.95 | 05/27/10 | 1862.71 | 55.91 | 62.59 | 5 | 3.48% | 6.80% | 1246.37% |
| 4 | 06/09/10 | 1778.92 | 28.14 | 06/10/10 | 1830.09 | 52.23 | 51.17 | 1 | 2.88% | 9.88% | 1285.15% |
| 5 | 06/25/10 | 1838.52 | 27.84 | 07/07/10 | 1789.72 | 55.23 | 48.80 | 7 | 2.65% | 6.97% | 1248.44% |
| 6 | 08/11/10 | 1845.38 | 26.01 | 09/01/10 | 1820.05 | 61.91 | 25.33 | 15 | 1.37% | 5.51% | 1229.97% |
| 7 | 11/15/10 | 2131.48 | 28.39 | 11/18/10 | 2134.77 | 50.06 | 3.29 | 3 | 0.15% | 5.67% | 1231.97% |
| 1 | 02/22/11 | 2322.86 | 22.66 | 02/25/11 | 2346.29 | 50.24 | 23.43 | 3 | 1.01% | 1.01% | 1245.93% |
| 2 | 03/10/11 | 2284.29 | 27.04 | 03/21/11 | 2262.70 | 50.21 | 21.59 | 7 | 0.95% | 0.05% | 1233.14% |
| 3 | 04/11/11 | 2298.30 | 25.06 | 04/20/11 | 2357.76 | 75.39 | 59.46 | 6 | 2.59% | 2.64% | 1267.67% |
| 4 | 05/16/11 | 2337.85 | 24.81 | 05/31/11 | 2372.54 | 68.72 | 34.69 | 10 | 1.48% | 4.16% | 1287.91% |
| 5 | 06/06/11 | 2274.48 | 26.36 | 06/21/11 | 2251.82 | 61.48 | 22.66 | 11 | 1.00% | 3.12% | 1272.68% |
| 6 | 08/02/11 | 2292.85 | 17.31 | 08/14/11 | 2214.12 | 54.10 | 78.73 | 9 | 3.43% | 0.42% | 1225.60% |
| 7 | 08/18/11 | 2073.03 | 28.25 | 08/23/11 | 2129.27 | 51.23 | 56.24 | 3 | 2.71% | 2.28% | 1267.22% |
| 8 | 09/22/11 | 2184.59 | 27.99 | 09/27/11 | 2253.55 | 55.62 | 68.96 | 3 | 3.16% | 5.51% | 1310.42% |
| 9 | 09/30/11 | 2139.18 | 23.94 | 10/05/11 | 2182.77 | 51.56 | 43.59 | 3 | 2.04% | 7.66% | 1339.19% |
| 10 | 11/17/11 | 2272.09 | 29.91 | 11/30/11 | 2295.20 | 65.38 | 23.11 | 9 | 1.02% | 8.76% | 1353.87% |
| 11 | 12/14/11 | 2233.03 | 29.41 | 12/20/11 | 2281.94 | 59.53 | 48.91 | 4 | 2.19% | 11.11% | 1385.71% |
| Period | 5-Day RSI Strategy | Nasdaq 100 Index |
|---|---|---|
| 1991 | 18.13% | 64.99% |
| 1992 | 8.04% | 8.87% |
| 1993 | 13.74% | 10.42% |
| 1994 | 7.49% | 1.65% |
| 1995 | 24.92% | 42.43% |
| 1996 | 29.93% | 42.54% |
| 1997 | 21.64% | 20.63% |
| 1998 | 11.25% | 85.24% |
| 1999 | 15.06% | 102.03% |
| 2000 | 54.70% | 36.84% |
| 2001 | 14.10% | 32.65% |
| 2002 | 14.46% | 37.58% |
| 2003 | 26.23% | 49.12% |
| 2004 | 3.15% | 10.44% |
| 2005 | 6.34% | 1.49% |
| 2006 | 2.45% | 6.79% |
| 2007 | 6.29% | 17.80% |
| 2008 | 9.77% | 41.89% |
| 2009 | 17.66% | 53.54% |
| 2010 | 5.67% | 19.22% |
| 2011 | 11.11% | 2.89% |
| 1991-2011 | 1385.71% | 1037.95% |