Research method
Relative Strength Index
Relative Strength Index is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Volume-weighted RSI5 readings
Often reviewed together
Commodity Channel Index5 readings
Often reviewed together
System optimization6 readings
Often reviewed together
Moving-average crossover6 readings
Often reviewed together
Average Directional Index6 readings
Often reviewed together
Trend filter7 readings
Often reviewed together
Candlestick patterns7 readings
Often reviewed together
Exponential smoothing8 readings
Read in the archive14 readings
1992Fitting oscillator parameters to stock personality1993Relative strength index events depend on the chosen input combination1996Building a range-normalized divergence index from relative strength index1998Treat RSI as a testable filter rather than a trigger2001Constructing confirmation filters for RSI overbought and oversold extremes2003Constructing divergence-equivalent relative strength index and stochastic oscillators2003Reverse-engineered RSI as a next-close projection2003Scoring open versus resolved relative strength divergences2005Pricing entries, stops and exits in range units2008A Relative Strength Index channel for profit lock and a trailing stop for capital protection2014A ranking workflow that treated sector rotation as an abstention procedure2014A 2014 research stack as a classroom for volume-flow hypotheses2018Constructing predictive filters with RSI and walk-forward tests2020Layering Relative Strength Index, MACD, and Parabolic SAR onto relative rotation maps
This registry entry describes a research method. It is not investment advice and does not make a performance claim.