SteadyTapeQuantitative Market Research

RSI Divergence

No fresh RSI/price divergence on SPY

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RSI/price divergences on SPY (daily + weekly): how often they resolve into a move, how long it takes, and how often they fizzle. Bullish = price lower-low + RSI higher-low.

Daily Hit Rate
18%
n=125
Daily % Fizzle
82%
Weekly Hit Rate
29%
n=34
Median Resolve
10d
daily, hits

When to run this study

Run any time to gauge RSI/price divergences on SPY. Bullish = price lower-low while RSI higher-low; bearish = the mirror. The tables show how often divergences actually resolve into a move (vs fizzle) and how long it takes, on daily and weekly timeframes.

Historical results

Divergence resolution — hit rate, fizzle rate, time to resolve

BucketNHit% ⓘ% FizzleMedian ResolveAvg Window Ret
Daily · All12518.4081.6010d1.06
Daily · Bullish3237.5062.5010d1.53
Daily · Bearish9311.8088.2010d0.89
Weekly · All3429.4070.608w2.57
Weekly · Bullish728.6071.402w1.02
Weekly · Bearish2729.6070.408w2.97