Thursday, March 18, 2010

Alert Optimization and Risk Analysis Tool Results

I received some requests for examples and results of RSI analysis from our new tool. Here are some.

Nokia, NOK

Standard RSI7, 30/70:


(please click to enlarge images)

For NOK the Buy alert success rate after 30 days is 66%. The sell alert success rate is 50%. After 400 days the success rate is 66% for buys, and 90% for sells.

Nokia RSI, 9 28/60 (Buy optimal):



Now the Buy success rate after 30 and 240 days is 80%.

RSI13, 20/76, sell success rises to 100% (sell optimal):



Sell success rate after 30 days and 240 days is 100.0%



USO:

RSI 7, 30/70

Buy success: 72%, sell success: 64%

RSI5, 20/60 (buy success: 100%):



RSI7, 20/78 (sell success: 75%/100%):



VIX:

You cannot buy the VIX of course, buy be careful you understansd the VIX: buying the VIX usually means selling stocks.

RSI7, 30/70:


That is pretty good.

RSI11, 38/60 (sell success 100%, sell ROI 30/39% for holding 90/240 days)



NTRI

RSI 7, 30/70:



RSI5, 22/78 (buy optimal):



RSI5 28/80 (sell optimal):




Goldcorp, GG

RSI7, 30/70:



RSI5, 28/80 (Buy optimal)



RSI7, 20/80 (sell optimal):




BC

RSI7, 30/70:



RSI 7, 20/60 (Buy optimal)



RSI5, 20/72 (Sell optimal):



For requests of other stocks or early access to the tool, please submit a comment or email me.

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1 comment:

bobbyo85712 said...

SI,

Great job. A tool like this could make me a long term holder of equities again. As probably yourself, I can think of limitless uses for this tool. One example, if the # correlate, is having set optimal RSI buy and sell signals for sectors or classes of stocks. Materials have one optimal level. Where small caps another. Thanks again for your hard work.
Bobbyo

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