RSI Reversion Strategy

This strategy attempts to exploit mean-reverting behavior in SPY by entering when the market is oversold and exiting when it becomes overbought.

Entry Rules

• Buy when RSI(14) < 30
• Sell when RSI(14) > 70

Observations

• Performs best in sideways or choppy markets
• Can underperform in strong trends

Possible Improvements

• Use SMA filter to only trade in range-bound environments
• Add stop-loss or trailing exit