Hypotheses
Jesse Community RSI2 by FengkieJ: Faithful Long-Short Port on DOT Hyperliquid Daily Bars
Reproduce the supplied RSI2 trading strategy, originally implemented by FengkieJ on 2020-06-27 from Larry Connors' RSI2 concept. Preserve every strategy rule and all five defaults: fast_sma_period=5,…
Hypothesis
Reproduce the supplied RSI2 trading strategy, originally implemented by FengkieJ on 2020-06-27 from Larry Connors' RSI2 concept. Preserve every strategy rule and all five defaults: fast_sma_period=5, slow_sma_period=200, rsi_period=2, rsi_ob_threshold=90, rsi_os_threshold=10. Test DOTUSD.HYPERLIQUID on 1-DAY bars with a margin account, fixed 1.0 leverage and the source's entire-balance, fee-adjusted sizing. The source specifies neither instrument nor timeframe; these are platform research choices, not original defaults. No stop-loss, profit target, maximum holding time, funding filter or signal-strength sizing is present. Performance is unverified. Source: [pinned RSI2 implementation](https://github.com/jesse-ai/example-strategies/blob/7c91e0a37bf62165790120d730442e4f6eb00364/RSI2/__init__.py).
Analysis
RSI2
Backtest and paper results are hypothetical. Trading involves risk of loss.