Weekly Strategy Performance Tables Using RSI Trade Simulation

Summary

This document describes an analytics tool that simulates RSI-based trades and records strategy returns by week. It compounds bar-level equity changes into weekly results, then presents them in a table with grouped periods, configurable display precision, and color-coded gains and losses. The table is intended to help identify periods of weak or strong performance and inspect cumulative results across groups. The example uses RSI(7), entering long when RSI crosses above 70 and short when it crosses below 30.

The tool is a reporting aid rather than evidence that the example trading rule is profitable. No performance findings are reported, and the published backtest covers only a month. The document warns that fees, account-size assumptions, and historical market conditions affect results, and that adjusting a strategy repeatedly to fit observed periods risks overfitting. It suggests adding stops, profit-taking, other indicators, alternative frequencies, and multi-asset reporting, while treating the table as diagnostic evidence rather than a direct basis for parameter changes.

Key ideas

• The tool groups simulated equity returns into weekly results and displays them in a configurable table.
• Its example enters long above an RSI reading of 70 and short below 30 using RSI(7).
• Grouped compounding and color coding are intended to make time-varying performance easier to inspect.
• The document reports no profitability evidence, and its published backtest spans only one month.
• Fees, capital assumptions, and overfitting can make historical statistics misleading.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.