EXP-010 verdict — Connors RSI(2) daily, generalization across symbols
- Run date: 2026-09-04
- Execution model:
gpt-5.6-luna / high - Verdict:
hold
The A069500 control and the 6 symbols that passed data quality were tested with the same RSI(2) daily rule. Under the provisional baseline costs, 6 of 7 symbols were positive at baseline and the mean OOS return was +12.07%, but OOS trades per symbol were few (4~10) and the median CAGR was about +6.79%. At 2bp one-way slippage, 6/7 symbols were still positive with a mean of +11.86%, so the direction held, but the adoption criteria were not met.
RSI(2) daily is therefore recorded not as "meaningless" but as "an exploratory signal suggesting it may generalize across symbols". It is not promoted to more symbols or to live trading; hold remains until longer rolling OOS, a point-in-time universe, a benchmark and trade-concentration checks are done.
Detailed results are in the 0 , and the design is in the 1 .
Source and migration evidence
Source: reports/verdicts/EXP-010-connors-rsi2-daily-basket.md
Original SHA-256: 34a8fc85fe6e34dc6980d6ef1d699e94cc495af7140e938cd0274c36af6e8e3c
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.