As of 06/01/2020
  Indus: 25,475 +91.91 +0.4%  
  Trans: 8,966 -3.88 0.0%  
  Utils: 815 +8.41 +1.0%  
  Nasdaq: 9,552 +62.18 +0.7%  
  S&P 500: 3,056 +11.42 +0.4%  
YTD
-10.7%  
-17.8%  
-7.3%  
 +6.5%  
-5.4%  
  Targets    Overview: 05/29/2020  
  Up arrow27,000 or 24,000 by 06/15/2020
  Up arrow9,800 or 8,200 by 06/15/2020
  Up arrow850 or 750 by 06/15/2020
  Up arrow9,800 or 9,000 by 06/15/2020
  Up arrow3,200 or 2,850 by 06/15/2020
CPI (updated daily): Arrows on 5/15/20
As of 06/01/2020
  Indus: 25,475 +91.91 +0.4%  
  Trans: 8,966 -3.88 0.0%  
  Utils: 815 +8.41 +1.0%  
  Nasdaq: 9,552 +62.18 +0.7%  
  S&P 500: 3,056 +11.42 +0.4%  
YTD
-10.7%  
-17.8%  
-7.3%  
 +6.5%  
-5.4%  
  Targets    Overview: 05/29/2020  
  Up arrow27,000 or 24,000 by 06/15/2020
  Up arrow9,800 or 8,200 by 06/15/2020
  Up arrow850 or 750 by 06/15/2020
  Up arrow9,800 or 9,000 by 06/15/2020
  Up arrow3,200 or 2,850 by 06/15/2020
CPI (updated daily): Arrows on 5/15/20

Bulkowski's RSI Test Portfolio

 

As of 5/18/2016, I discontinued support for this because of errors in the database related to stocks changing their names or no longer trading (mergers).

This page shows a test portfolio based on the Welles Wilder relative strength index, commonly called the RSI. You can find background information and what my tests revealed on the RSI indicator here. I highly recommend you look at the link because it details how awful the RSI is.

Warning: I am not recommending that you use this portfolio to build a trading system or to trade the stocks listed in the portfolio. I just show this model as an experiment of how an RSI based portfolio would do in real life. Some of the stocks have made large gains but the draw down also tends to be huge. That means you can lose a substantial amount of money following this portfolio.

You should conduct your own research to verify this trading idea and performance before relying on the results. Historical testing may not reflect real-time trading and past performance does not guarantee future results. See Privacy/Disclaimer for more information.

Portfolio Construction Rules
Trading Tips
The Portfolio
See Also

RSI Portfolio: Construction Rules

I used the following guidelines to construct and maintain the portfolio.

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RSI: Trading Tips

One of the things that I have noticed is that when multiple buy signals occur on the same day, the general market may be close to a bottom. That is useful to know when timing the entry of your own trades, whether based on the relative strength index or not. The S&P made a low on January 23, 2008, for example, and several buy signals occurred that day to be executed at the open the following morning (that signal occurred when the buy threshold was 20).

Also notice that the max loss column is (as of this update on June 14, 2008) negative for all stocks. That suggests you wait longer for the stock to bottom before buying. Again, this applies to when the buy threshold was set at 20.

RSI: Portfolio

In the table, the Buy/Sell columns show the dates when shares were purchased/sold at the opening price. The Net Change column is the profit or loss of the trade, expressed as a percentage (shares x sell price - commission - SEC fee) - (shares x buy price + commission). If the trade is still open, the closing price as of the date the list was created is used as the sale price. The S&P Change column is the change in the S&P 500 index between the Buy and Sell dates, using the same Net Change calculation as for the stock. The Max Loss column shows the largest drop below the buy price during the time the stock was held.

The following portfolio is updated as transactions appear, but only the most recent two years are listed. Thus, the list may provide a misleading representation of how the portfolio performs in all market conditions. Again, this is a TEST portfolio, an experiment, not a model portfolio that should be traded.

-- Thomas Bulkowski

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This list is no longer supported

See Also

 

Support this site! Clicking any of the books (below) takes you to Amazon.com. If you buy ANYTHING while there, they pay for the referral.

My novels:  Bumper's Story Head's Law

Chart Patterns: After the Buy Getting Started in Chart Patterns, Second Edition Trading Basics Fundamental Analysis and Position Trading Swing and Day Trading Visual Guide to Chart Patterns Encyclopedia of Candlestick Charts Encyclopedia of Chart Patterns 2nd Edition Trading Classic Chart Patterns

Copyright © 2005-2019 by Thomas N. Bulkowski. All rights reserved.
Disclaimer: You alone are responsible for your investment decisions. See Privacy/Disclaimer for more information.
Some pattern names are registered trademarks of their respective owners.

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