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Home Backtester GEX OI Tracker RRG Insider

Benchmark

Timeframe

Tail (points)

RS period

As of

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Indices

Where each index sits

Prices

Each index is compared with the benchmark. RS-Ratio (horizontal) shows whether it is outperforming (above 100) or underperforming; RS-Momentum (vertical) shows whether that relative strength is rising (above 100) or falling. Indices usually rotate clockwise: Improving, Leading, Weakening, Lagging.

RS-Ratio is the price ratio against the benchmark, normalised over the RS period; RS-Momentum is the same normalisation applied to the ratio's rate of change. This is the widely used open approximation of the RRG method, so values won't match proprietary RRG charts exactly. Daily closes come from your XTS feed. For education and research, not investment advice.