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Oscillator indicator

Laguerre RSI: what it's actually best at

Ehlers' fast, smooth RSI — buy up through 0.2, exit above 0.8.

8

assets where it was the #1 edge

0.2

average Sharpe across all tests

Oscillator

indicator family

Best fits

Assets where Laguerre RSI won

30Y T-Bond (ZB) +1.4%BXP, Inc. (BXP) +-1.8%CoStar Group (CSGP) +-3.8%Delta Air Lines (DAL) +6.8%Elevance Health (ELV) +-6.9%GE HealthCare (GEHC) +15.2%Honeywell (HON) +-3.8%Schlumberger (SLB) +-1.1%

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