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Larry Connors RSI(2)

Larry Connors said that he did not use any stop loss for his RSI strategy. Does anyone know what he did with his losers? Did he simply hold them forever?

Comments

  • For anyone that may be interested, I think that I may have found the answer. Apparently, Connor's system was used on daily SPY only. He had some huge draw-downs too. He would hold until RSI2 crossed back up above 50, even if it was a huge loser.
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