# Cumulative RSI

This strategy was taken from chapter 9 of [*Short Term Trading Strategies That Work*](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work) (2008) by Larry Connors.

It is based on the [Cumulative RSI indicator](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/indicators/cumulative-rsi) described in the book.

## Rules

1. The asset (e.g., SPY) is above its 200-day moving average.
2. If the 2-day cumulative 3-period RSI is below 45 (or 35, etc.), enter a long position.
3. Exit the position when the 2-period RSI is above 65.

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