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RSI 2 Nasdaq 100

Nasdaq 100 (index) daily — mean reversion (Connors): long when the 2 RSI drops below 10 above the 200-day average, short when it rises above 90 below it; exit on a close through the 5-day average.
agent−0.43%
XYZ100 held−6.69%
gap+6.26 pt
worst loss−2.96%