Hypotheses
Chio MACD–RSI Six-Day Oversold Confirmation on US ETFs
Faithful port of Table 4's MACD&RSI trading rules, retaining MACD 12/26/9, Wilder RSI 14, entry threshold 35 and exit threshold 70. Every one of the six RSI observations must satisfy the relevant threshold; this is not…
Hypothesis
Faithful port of Table 4's MACD&RSI trading rules, retaining MACD 12/26/9, Wilder RSI 14, entry threshold 35 and exit threshold 70. Every one of the six RSI observations must satisfy the relevant threshold; this is not an any-observation test or an RSI crossing rule. Trade DIA, QQQ and SPY daily as independent one-third-capital sleeves, investing 95% of each sleeve when signaled, rounded down to whole shares. The ETF universe and reduced sleeve exposure are disclosed adaptations of the paper's constituent-level, all-capital experiments. Use split-adjusted prices, no dividends in PnL, no shorts and leverage 1. Close-derived decisions execute at the next session open. Preserve signal-only exits without adding a stop, target or holding-period cap. Claimed source results are unverified.
Analysis
A comparative study of the MACD-base trading strategies: evidence from the US stock market
Backtest and paper results are hypothetical. Trading involves risk of loss.