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EXP-014 RSI event path report

Same-date RSI(2) event comparison with 1/3/5/10-day paths: +0.16% excess effect with a CI that includes 0, so inconclusive.

Original record: 2026-09-17 · Migrated: 2026-10-27 · Translated from Korean: 2026-10-27
A historical record, not rerun in this migration.

The figures, hypotheses and verdicts of the time are preserved. A past positive result or candidate mention does not mean validated profitability today or a live-trading recommendation. Validation periods that were already used are not treated as new independent validation.

This is an English translation of a preserved Korean original. It describes conditions at the time of writing, not current provider specifications, costs or regulations.

EXP-014 RSI event path report

  • run date: 2026-09-17

| generated_at | 2026-09-17T00:00:00+09:00 |

  • signal status: inconclusive
  • primary: history_B × generalization23 × proxy_slip2 × 5-day open-to-open
  • events / signal days / months: 181 / 181 / 43
  • mean signal / same-date control / excess: 0.1759% / 0.2175% / 0.1562%
  • 21-day bootstrap CI: [-0.5120%, 0.9187%]
  • 63-day bootstrap CI: [-0.6722%, 0.7919%]
  • fee/slippage 2x mean excess: 0.1561%; 5bp slippage mean excess: 0.1561%

The event ledger includes 1/3/5/10-day paths and is date-weighted when simultaneous signals occur. The current-listing universe remains survivorship-biased.

Source and migration evidence

Source: reports/experiments/EXP-014-rsi-event-path.md

Original SHA-256: a35c3951e8d94853aea94721195ce81d9c443bbe142f74b31230f474b9a46432

Raw data and account information are not part of the public package. The original results do not replace statistical or scientific revalidation. The English text is a translation; numbers, tables and charts are carried over unchanged.

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EXP-012 — Connors RSI(2) signal effect and standalone operability

A +2.99% mean event effect with a positive bootstrap interval, but low exposure, so signal_positive and standalone_hold.

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EXP-015 universe pre-audit

Pre-audit showing the fixed basket has 27 verifiable common stocks, too few for the monthly top-100 universe, so data_hold.

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EXP-014 verdict

Recorded verdict for the EXP-014 RSI(2) event revalidation: inconclusive, so the shared-capital experiment was not promoted.

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EXP-014 — RSI signal revalidation and the path where returns arise

Preregistered design comparing RSI(2) signals against same-date uptrend stocks, with open-to-open paths, bootstrap and branches.

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