RSL-List is a free RSL tool for Robert Levy's RSL strategy: every day it calculates the Relative Strength of all stocks in the S&P 500, Nasdaq 100, DAX and Dow Jones and ranks them.
This list shows Relative Strength according to Levy, just as Robert Levy defined it in his 1967 scientific publication. Next to it, framed in purple, are four metrics that reflect the current state of financial market research: the RSL without the most recent week, momentum from 12 to 2 months, closeness to the 52-week high and volatility over the last six months. These metrics and their underlying calculations, too, are taken unchanged from the research papers.
How the RSL metric is calculated: RSL = the stock's latest closing price ÷ the average of its own closing prices. With the 26 weeks basis, that is 27 weekly closes – the current week and the 26 before it, as in Levy. With 26 days, it is the last 26 daily closes including today's. A value above 1 means the stock is trading above its own average.
The theory section explains why: RSL: Method & Origins Evolving the RSL Strategy Implementing the RSL Strategy
Not investment advice and not an investment recommendation. The price data comes from third-party sources; no warranty is given for its accuracy, completeness or timeliness. Past performance is not a reliable indicator of future results; investing in securities carries the risk of total loss.
Price data: Yahoo Finance (yfinance) · Index constituents: Wikipedia (excerpt, edited), CC BY-SA 4.0