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| 5-Day RSI Buy/Sell Signals January 1, 1997 to February 8, 2006  Nasdaq 100 (NDX) 5-Day RSI Close: 42.5 Status: Neutral Position: Open |
No. |
Buy |
NDX Close |
RSI |
Sell |
NDX Close |
RSI |
NDX G/(L) |
Trade |
Year |
Cumul. |
1 |
02/21/97 |
864.30 |
24.2 |
03/05/97 |
872.07 |
55.1 |
7.77 |
0.9% |
0.9% |
0.9% |
2 |
03/07/97 |
841.03 |
28.9 |
03/26/97 |
834.38 |
61.7 |
(6.65) |
-0.8% |
0.1% |
0.1% |
3 |
04/02/97 |
783.92 |
26.7 |
04/04/97 |
822.40 |
58.1 |
38.48 |
4.9% |
5.0% |
5.0% |
4 |
06/03/97 |
929.81 |
29.7 |
06/06/97 |
944.98 |
51.9 |
15.17 |
1.6% |
6.7% |
6.7% |
5 |
08/15/97 |
1,076.67 |
27.2 |
08/19/97 |
1,121.18 |
63.7 |
44.51 |
4.1% |
11.1% |
11.1% |
6 |
08/28/97 |
1,070.57 |
25.3 |
09/02/97 |
1,102.74 |
56.4 |
32.17 |
3.0% |
14.5% |
14.5% |
7 |
09/15/97 |
1,080.29 |
27.5 |
09/16/97 |
1,116.52 |
59.0 |
36.23 |
3.4% |
18.3% |
18.3% |
8 |
10/16/97 |
1,099.38 |
21.4 |
10/21/97 |
1,110.55 |
51.0 |
11.17 |
1.0% |
19.5% |
19.5% |
9 |
10/24/97 |
1,057.34 |
23.9 |
11/03/97 |
1,050.72 |
53.2 |
(6.62) |
-0.6% |
18.8% |
18.8% |
10 |
11/12/97 |
980.14 |
20.2 |
11/14/97 |
1,027.85 |
56.1 |
47.71 |
4.9% |
24.6% |
24.6% |
11 |
12/11/97 |
1,001.88 |
24.9 |
12/29/97 |
978.53 |
55.2 |
(23.35) |
-2.3% |
21.7% |
21.7% |
12 |
01/09/98 |
956.19 |
27.9 |
01/13/98 |
995.05 |
56.4 |
38.86 |
4.1% |
4.1% |
26.6% |
13 |
03/05/98 |
1,126.83 |
23.5 |
03/12/98 |
1,163.27 |
54.0 |
36.44 |
3.2% |
7.4% |
30.7% |
14 |
04/07/98 |
1,182.13 |
27.0 |
04/14/98 |
1,213.12 |
59.8 |
30.99 |
2.6% |
10.2% |
34.1% |
15 |
05/22/98 |
1,214.13 |
26.8 |
06/05/98 |
1,206.70 |
57.2 |
(7.43) |
-0.6% |
9.6% |
33.3% |
16 |
07/29/98 |
1,380.08 |
28.6 |
07/30/98 |
1,422.05 |
56.1 |
41.97 |
3.0% |
12.9% |
37.3% |
17 |
08/04/98 |
1,317.24 |
21.9 |
08/17/98 |
1,367.79 |
58.1 |
50.55 |
3.8% |
17.2% |
42.6% |
18 |
08/27/98 |
1,312.28 |
23.7 |
09/08/98 |
1,286.47 |
59.1 |
(25.81) |
-2.0% |
14.9% |
39.8% |
19 |
10/01/98 |
1,273.74 |
26.4 |
10/12/98 |
1,243.40 |
55.2 |
(30.34) |
-2.4% |
12.2% |
36.5% |
20 |
03/23/99 |
1,961.31 |
27.8 |
03/25/99 |
2,083.35 |
62.7 |
122.04 |
6.2% |
6.2% |
45.0% |
21 |
04/14/99 |
2,103.63 |
28.6 |
04/21/99 |
2,105.82 |
51.8 |
2.19 |
0.1% |
6.3% |
45.1% |
22 |
05/24/99 |
2,060.59 |
27.4 |
05/28/99 |
2,089.70 |
51.0 |
29.11 |
1.4% |
7.8% |
47.2% |
23 |
07/22/99 |
2,281.81 |
29.3 |
07/28/99 |
2,333.80 |
52.4 |
51.99 |
2.3% |
10.3% |
50.5% |
24 |
08/04/99 |
2,204.26 |
26.2 |
08/11/99 |
2,241.43 |
54.7 |
37.17 |
1.7% |
12.2% |
53.1% |
25 |
10/15/99 |
2,403.81 |
27.8 |
10/20/99 |
2,466.29 |
56.5 |
62.48 |
2.6% |
15.1% |
57.0% |
26 |
01/06/00 |
3,340.81 |
24.1 |
01/10/00 |
3,717.41 |
64.0 |
376.60 |
11.3% |
11.3% |
74.8% |
27 |
01/28/00 |
3,446.13 |
26.5 |
02/01/00 |
3,701.78 |
57.4 |
255.65 |
7.4% |
19.5% |
87.7% |
28 |
03/15/00 |
4,130.01 |
26.5 |
03/16/00 |
4,353.33 |
51.5 |
223.32 |
5.4% |
26.0% |
97.9% |
29 |
03/30/00 |
4,250.19 |
27.4 |
04/07/00 |
4,291.53 |
55.7 |
41.34 |
1.0% |
27.2% |
99.8% |
30 |
04/12/00 |
3,633.63 |
20.6 |
04/25/00 |
3,621.56 |
51.0 |
(12.07) |
-0.3% |
26.8% |
99.1% |
31 |
05/10/00 |
3,244.73 |
23.9 |
05/15/00 |
3,512.11 |
53.6 |
267.38 |
8.2% |
37.2% |
115.5% |
32 |
05/23/00 |
3,023.42 |
19.4 |
05/30/00 |
3,414.03 |
62.8 |
390.61 |
12.9% |
55.0% |
143.4% |
33 |
07/28/00 |
3,477.31 |
19.6 |
08/07/00 |
3,710.39 |
58.2 |
233.08 |
6.7% |
65.4% |
159.7% |
34 |
09/11/00 |
3,706.74 |
27.7 |
09/19/00 |
3,756.40 |
52.0 |
49.66 |
1.3% |
67.6% |
163.2% |
35 |
09/26/00 |
3,582.59 |
29.2 |
09/28/00 |
3,725.15 |
58.4 |
142.56 |
4.0% |
74.2% |
173.6% |
36 |
10/02/00 |
3,457.97 |
28.9 |
10/13/00 |
3,277.77 |
50.7 |
(180.20) |
-5.2% |
65.2% |
159.4% |
37 |
11/08/00 |
3,059.09 |
27.1 |
11/15/00 |
3,076.70 |
51.1 |
17.61 |
0.6% |
66.1% |
160.9% |
38 |
11/20/00 |
2,792.41 |
26.8 |
12/05/00 |
2,852.87 |
67.7 |
60.46 |
2.2% |
69.7% |
166.5% |
39 |
12/15/00 |
2,549.48 |
29.4 |
12/27/00 |
2,460.21 |
50.2 |
(89.27) |
-3.5% |
63.8% |
157.2% |
40 |
01/02/01 |
2,128.78 |
22.0 |
01/03/01 |
2,528.38 |
59.2 |
399.60 |
18.8% |
18.8% |
205.5% |
41 |
02/02/01 |
2,472.18 |
27.0 |
02/15/01 |
2,371.04 |
51.9 |
(101.14) |
-4.1% |
13.9% |
193.0% |
42 |
02/20/01 |
2,095.11 |
23.9 |
03/07/01 |
1,996.23 |
50.4 |
(98.88) |
-4.7% |
8.5% |
179.2% |
43 |
03/09/01 |
1,813.02 |
25.3 |
03/27/01 |
1,735.63 |
56.0 |
(77.39) |
-4.3% |
3.9% |
167.2% |
44 |
04/02/01 |
1,516.58 |
25.9 |
04/10/01 |
1,597.87 |
61.7 |
81.29 |
5.4% |
9.5% |
181.6% |
45 |
05/30/01 |
1,779.00 |
25.0 |
06/05/01 |
1,923.90 |
60.7 |
144.90 |
8.1% |
18.4% |
204.5% |
46 |
06/14/01 |
1,711.39 |
21.1 |
06/21/01 |
1,751.22 |
50.2 |
39.83 |
2.3% |
21.1% |
211.6% |
47 |
07/06/01 |
1,668.59 |
21.1 |
07/12/01 |
1,750.13 |
58.1 |
81.54 |
4.9% |
27.1% |
226.8% |
48 |
07/24/01 |
1,604.86 |
28.9 |
07/26/01 |
1,673.39 |
53.3 |
68.53 |
4.3% |
32.5% |
240.8% |
49 |
08/08/01 |
1,626.20 |
26.6 |
08/24/01 |
1,579.62 |
57.9 |
(46.58) |
-2.9% |
28.7% |
231.0% |
50 |
08/30/01 |
1,453.90 |
26.8 |
10/03/01 |
1,249.41 |
68.1 |
(204.49) |
-14.1% |
10.6% |
184.4% |
51 |
12/20/01 |
1,557.36 |
28.0 |
12/27/01 |
1,606.48 |
51.6 |
49.12 |
3.2% |
14.1% |
193.4% |
52 |
01/16/02 |
1,558.98 |
22.5 |
02/13/02 |
1,486.75 |
54.1 |
(72.23) |
-4.6% |
-4.6% |
179.8% |
53 |
02/19/02 |
1,387.27 |
22.4 |
03/01/02 |
1,435.41 |
61.6 |
48.14 |
3.5% |
-1.3% |
189.5% |
54 |
04/03/02 |
1,394.21 |
28.9 |
04/16/02 |
1,413.93 |
64.6 |
19.72 |
1.4% |
0.1% |
193.6% |
55 |
04/23/02 |
1,322.81 |
26.5 |
05/08/02 |
1,282.41 |
63.2 |
(40.40) |
-3.1% |
-3.0% |
184.7% |
56 |
05/29/02 |
1,218.68 |
29.8 |
06/17/02 |
1,149.91 |
55.2 |
(68.77) |
-5.6% |
-8.5% |
168.6% |
57 |
06/20/02 |
1,062.45 |
24.0 |
07/05/02 |
1,060.89 |
60.1 |
(1.56) |
-0.1% |
-8.6% |
168.2% |
58 |
07/22/02 |
939.10 |
26.1 |
07/29/02 |
970.13 |
56.7 |
31.03 |
3.3% |
-5.6% |
177.1% |
59 |
08/05/02 |
857.08 |
25.2 |
08/07/02 |
919.08 |
50.6 |
62.00 |
7.2% |
1.3% |
197.1% |
60 |
08/28/02 |
944.83 |
29.7 |
09/10/02 |
947.72 |
55.4 |
2.89 |
0.3% |
1.6% |
198.0% |
61 |
09/19/02 |
865.93 |
20.7 |
09/25/02 |
880.44 |
50.7 |
14.51 |
1.7% |
3.3% |
203.0% |
62 |
09/30/02 |
832.52 |
26.8 |
10/01/02 |
870.63 |
52.0 |
38.11 |
4.6% |
8.0% |
216.9% |
63 |
10/04/02 |
815.40 |
29.2 |
10/10/02 |
849.57 |
60.7 |
34.17 |
4.2% |
12.5% |
230.2% |
64 |
12/09/02 |
1,014.84 |
24.3 |
12/23/02 |
1,032.30 |
53.1 |
17.46 |
1.7% |
14.5% |
235.8% |
65 |
12/30/02 |
989.89 |
27.4 |
01/02/03 |
1,027.86 |
61.1 |
37.97 |
3.8% |
18.8% |
248.7% |
66 |
01/17/03 |
1,017.58 |
27.4 |
02/14/03 |
982.09 |
59.9 |
(35.49) |
-3.5% |
-3.5% |
236.6% |
67 |
03/11/03 |
958.82 |
27.0 |
03/13/03 |
1,029.79 |
75.0 |
70.97 |
7.4% |
3.7% |
261.5% |
68 |
03/31/03 |
1,018.66 |
27.8 |
04/02/03 |
1,063.46 |
60.1 |
44.80 |
4.4% |
8.2% |
277.4% |
69 |
06/24/03 |
1,191.70 |
29.5 |
06/26/03 |
1,214.68 |
53.6 |
22.98 |
1.9% |
10.3% |
284.6% |
70 |
08/05/03 |
1,229.72 |
25.4 |
08/12/03 |
1,240.70 |
54.5 |
10.98 |
0.9% |
11.3% |
288.1% |
71 |
09/26/03 |
1,309.31 |
26.3 |
10/03/03 |
1,375.32 |
65.5 |
66.01 |
5.0% |
16.9% |
307.6% |
72 |
11/18/03 |
1,364.70 |
21.5 |
11/24/03 |
1,419.31 |
63.4 |
54.61 |
4.0% |
21.6% |
324.0% |
73 |
01/28/04 |
1,491.57 |
27.5 |
02/06/04 |
1,498.95 |
55.3 |
7.38 |
0.5% |
0.5% |
326.1% |
74 |
02/23/04 |
1,463.75 |
27.8 |
03/01/04 |
1,489.49 |
60.5 |
25.74 |
1.8% |
2.3% |
333.5% |
75 |
03/08/04 |
1,441.12 |
27.1 |
03/17/04 |
1,428.89 |
50.6 |
(12.23) |
-0.8% |
1.4% |
329.9% |
76 |
03/22/04 |
1,381.39 |
27.6 |
03/25/04 |
1,425.86 |
62.4 |
44.47 |
3.2% |
4.7% |
343.7% |
77 |
04/29/04 |
1,431.36 |
28.9 |
05/11/04 |
1,421.89 |
50.4 |
(9.47) |
-0.7% |
4.0% |
340.8% |
78 |
05/17/04 |
1,379.90 |
24.3 |
05/21/04 |
1,408.17 |
55.4 |
28.27 |
2.0% |
6.1% |
349.8% |
79 |
07/06/04 |
1,445.71 |
24.7 |
07/29/04 |
1,398.55 |
52.5 |
(47.16) |
-3.3% |
2.6% |
335.1% |
80 |
08/05/04 |
1,353.44 |
24.5 |
08/17/04 |
1,335.72 |
51.7 |
(17.72) |
-1.3% |
1.3% |
329.4% |
81 |
09/27/04 |
1,385.55 |
27.4 |
09/29/04 |
1,410.86 |
57.0 |
25.31 |
1.8% |
3.1% |
337.3% |
82 |
01/04/05 |
1,571.83 |
16.6 |
01/18/05 |
1,573.49 |
55.7 |
1.66 |
0.1% |
0.1% |
337.7% |
83 |
01/20/05 |
1,514.56 |
23.9 |
01/31/05 |
1,519.63 |
54.0 |
5.07 |
0.3% |
0.4% |
339.2% |
84 |
02/22/05 |
1,494.07 |
25.5 |
02/24/05 |
1,517.71 |
51.9 |
23.64 |
1.6% |
2.0% |
346.2% |
85 |
03/16/05 |
1,486.23 |
26.7 |
03/30/05 |
1,491.74 |
62.2 |
5.51 |
0.4% |
2.4% |
347.8% |
86 |
04/14/05 |
1,441.13 |
24.6 |
04/21/05 |
1,447.37 |
55.7 |
6.24 |
0.4% |
2.9% |
349.7% |
87 |
06/23/05 |
1,515.95 |
23.5 |
07/05/05 |
1,506.35 |
50.3 |
(9.60) |
-0.6% |
2.2% |
346.9% |
88 |
08/24/05 |
1,561.71 |
25.2 |
08/31/05 |
1,581.71 |
62.0 |
20.00 |
1.3% |
3.5% |
352.6% |
89 |
09/21/05 |
1,561.84 |
22.7 |
09/29/05 |
1,589.93 |
68.3 |
28.09 |
1.8% |
5.4% |
360.8% |
90 |
10/06/05 |
1,552.94 |
24.9 |
10/17/05 |
1,549.88 |
50.7 |
(3.06) |
-0.2% |
5.2% |
359.9% |
91 |
12/19/05 |
1,664.36 |
22.6 |
12/22/05 |
1,683.35 |
51.7 |
18.99 |
1.1% |
6.4% |
365.1% |
92 |
12/29/05 |
1,655.36 |
23.9 |
01/03/06 |
1,679.93 |
59.2 |
24.57 |
1.5% |
7.9% |
372.0% |
93 |
01/20/06 |
1,676.38 |
24.6 |
01/27/06 |
1,711.11 |
58.9 |
34.73 |
2.1% |
2.1% |
381.8% |
94 |
02/03/06 |
1,664.53 |
23.8 |
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| Signal: Buy the Nasdaq 100 Trust (QQQ) when the 5-day Relative Strength Index (RSI) closes below 30.0. Sell the Nasdaq 100 Trust (QQQ) when the 5-day Relative Strength Index (RSI) closes above 50.0. Assumptions: The Nasdaq 100 Trust is purchased during after-hours trading on the day the RSI buy signal is generated. The Nasdaq 100 Trust is sold during after-hours trading on the day the RSI sell signal is generated. The purchase price of the Nasdaq 100 Trust is equivalent to 2.5% of the closing value of the Nasdaq 100 Index (NDX). Total proceeds from one trade are reinvested into the following trade. The 5-day RSI strategy has a tendency to underperform the buy-and-hold strategy when the market is strong and outperform when the market is weak, and it's best used as a way to supplement/hedge existing investment income. Commissions and SEC fees were not included in the calculations. Past performance is not necessarily an indication of future performance. This page is intended for informational purposes only.
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