RSI Divergence
Daily bearish divergence on SPY (1 bars ago) — hist hit 13% (n=61). Bearish divergence present — momentum waning at the highs.
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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.
- 83 signals since 1993-01-01.
- Daily bearish divergence on SPY (1 bars ago) — hist hit 13% (n=61). Bearish divergence present — momentum waning at the highs.
Daily Hit Rate
19%
n=83
Daily % Fizzle
81%
Weekly Hit Rate
40%
n=20
Median Resolve
9d
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
| Bucket | N | Hit% ⓘ | % Fizzle | Median Resolve | Avg Window Ret |
|---|---|---|---|---|---|
| Daily · All | 83 | 19.30 | 80.70 | 9d | 0.88 |
| Daily · Bullish | 22 | 36.40 | 63.60 | 14d | 0.78 |
| Daily · Bearish | 61 | 13.10 | 86.90 | 9d | 0.91 |
| Weekly · All | 20 | 40 | 60 | 6w | 1.33 |
| Weekly · Bullish | 4 | 50 | 50 | 2w | 1.55 |
| Weekly · Bearish | 16 | 37.50 | 62.50 | 8w | 1.27 |