UGC Approved Journal no 63975(19)
New UGC Peer-Reviewed Rules

ISSN: 2349-5162 | ESTD Year : 2014
Volume 12 | Issue 10 | October 2025

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Published in:

Volume 12 Issue 7
July-2025
eISSN: 2349-5162

UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975

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Published Paper ID:
JETIRGZ06024


Registration ID:
567329

Page Number

120-126

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Title

EVALUATING RSI-BASED STRATEGIES IN ALGORITHMIC TRADING: A COMPARATIVE STUDY ACROSS LARGE-CAP AND SMALL-CAP STOCKS

Abstract

This study evaluates the performance of multiple Relative Strength Index (RSI) trading strategies across selected large-cap and small-cap companies in the Indian equity market. Using algorithmic back-testing through the Streak platform, the research evaluates financial performance metrics such as gross profit, net profit, maximum drawdown, and Sharpe ratio.A multivariate analysis of variance (MANOVA) with bootstrapping addresses data non-normality, while Spearman’s rho correlation quantifies signal reliability and risk mitigation potential.The study seeks to enhance understanding of the relative performance of various RSI-based trading strategies and to elucidate their application within algorithmic trading systems.

Key Words

RSI trading strategies, large-cap, small-cap, algorithmic trading, streak platform, MANOVA.

Cite This Article

"EVALUATING RSI-BASED STRATEGIES IN ALGORITHMIC TRADING: A COMPARATIVE STUDY ACROSS LARGE-CAP AND SMALL-CAP STOCKS", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.12, Issue 7, page no.120-126, July-2025, Available :http://www.jetir.org/papers/JETIRGZ06024.pdf

ISSN


2349-5162 | Impact Factor 7.95 Calculate by Google Scholar

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

Cite This Article

"EVALUATING RSI-BASED STRATEGIES IN ALGORITHMIC TRADING: A COMPARATIVE STUDY ACROSS LARGE-CAP AND SMALL-CAP STOCKS", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.12, Issue 7, page no. pp120-126, July-2025, Available at : http://www.jetir.org/papers/JETIRGZ06024.pdf

Publication Details

Published Paper ID: JETIRGZ06024
Registration ID: 567329
Published In: Volume 12 | Issue 7 | Year July-2025
DOI (Digital Object Identifier):
Page No: 120-126
Country: -, -, India .
Area: Engineering
ISSN Number: 2349-5162
Publisher: IJ Publication
Published Paper URL :: https://www.jetir.org/view?paper=JETIRGZ06024
Published Paper PDF: https://www.jetir.org/papers/JETIRGZ06024

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