RSI Reversion
Buy SPY when RSI(14) < 30, sell when RSI > 70.
- CAGR: 0.0521
- Sharpe: 0.41
- Max Drawdown: -0.2874
SMA Momentum
A simple trend-following strategy that goes long on SPY when the price is above its 50-day SMA.
- CAGR: 0.0511
- Sharpe: 0.54
- Max Drawdown: -0.2146