# RSI 25 / 75

This strategy was taken from chapter 3 of [*High Probability ETF Trading*](https://moshferatu.dev/moshferatu/high-probability-etf-trading) (2009) by Larry Connors.

## Rules

**Long**

1. The ETF (e.g., SPY) is trading above its 200-day moving average.
2. If the 4-period RSI closes under 25, enter a long trade.
3. **(Optional Aggressive Version)** Enter another long trade if at any time while in the first trade the 4-period RSI closes under 20.
4. Exit the trade when the 4-period RSI closes above 55.

**Short**

1. The ETF is trading below its 200-day moving average.
2. If the 4-period RSI is above 75, enter a short trade.
3. **(Optional Aggressive Version)** Enter another short trade if the 4-period RSI closes above 80.
4. Exit the trade when the 4-period RSI closes under 45.

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