tag:blogger.com,1999:blog-3569583013554987181.post2054662303450328717..comments2024-01-09T03:54:33.939-05:00Comments on Kirzner Fervor: The Hedge Fund strategy that wasn't?Kirzner Fervorhttp://www.blogger.com/profile/05460100352666363219noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-3569583013554987181.post-76394382756407739282008-05-26T10:00:00.000-04:002008-05-26T10:00:00.000-04:00Interesting. Bill Rempel published a study of RSI(...Interesting. Bill Rempel published a study of RSI(2). If one goes back 70 years or so, when RSI(2) > 90, it was a buy signal (for the S&P I believe). However, around 1970, this changed. Since 1970, when RSI(2) is low, say < 10, that is now the buy signal.<BR/><BR/>It seems to me the market participants have slowly switched from buying strength to buying weakness.Jeffhttps://www.blogger.com/profile/03267918585202497489noreply@blogger.comtag:blogger.com,1999:blog-3569583013554987181.post-77801538400894155172008-05-22T16:57:00.000-04:002008-05-22T16:57:00.000-04:00Great analysis - clearly the strategy ran out of s...Great analysis - clearly the strategy ran out of steam. I'm thinking of posting a bunch about "failed strategies."Damianhttps://www.blogger.com/profile/16016686632386396090noreply@blogger.com