Archived — below our codifiability bar

Relative Vigor Index (RVI) Trading Strategy

Discover the Relative Vigor Index (RVI) Trading Strategy. Learn how this momentum indicator identifies shifts and potential trade entries on GLD (Gold ETF).

Published · Archived · Methodology: Technical Indicators

  • Algo score: 70%
  • Discretionary score: 55%

This strategy was decoded from a public trading video but did not clear Strategy Decoder's codifiability bar: the extraction could not pin the rules down precisely enough to be turned into a reviewable specification. It is kept here as a reference post-mortem rather than as a strategy you can trade or backtest.

Part of: Moving Average Strategies

  • Methodology: Technical Indicators
  • Content type: strategy
  • Markets: GLD (Gold ETF)

Indicators mentioned

  • Relative Vigor Index (RVI)
  • SMA

Why this strategy was archived

The Relative Vigor Index (RVI) is an oscillator built on the premise that in an uptrend price tends to close above its open, and in a downtrend below it — normalizing that open-to-close vigor against the bar's full range to produce a momentum reading. This entry decodes "RVI Trading Strategy (Backtest)" from Quantified Strategies, which applies the RVI alongside a simple moving average to gold via GLD, and frames the question the way a systematic trader should: not whether the indicator looks good on a chart, but what happens when it is tested against historical data.

**Why this entry is archived.** Our extraction scored this video below the codifiability bar. The structural pieces are present and clearly identified — the RVI as the signal engine, an SMA in a supporting role, and GLD as the instrument — but the conditions binding them together are referenced rather than specified: the extraction could not pin down the exact signal thresholds or crossover definitions, the lookback lengths, the operative timeframe, or the exit and position-management logic. That gap is the whole problem. A rule set that has to be guessed at in three places is no longer the source strategy; it is our reconstruction of it, and backtesting a reconstruction tells you nothing honest about the original. Entries we cannot code faithfully stay out of the active catalog.

**What it still offers.** The framing is the value here. Testing an oscillator on a single, well-defined instrument rather than asserting it works everywhere is the correct research posture, and the backtest orientation puts the burden of proof where it belongs. If you are researching the RVI, treat this entry as a well-formed starting hypothesis — oscillator plus trend filter on a liquid gold ETF — and supply the parameters yourself before testing. For entries where the full entry, exit, and parameter set were successfully extracted, see the momentum-oscillator concept hub and the active catalog.

Source video

Decoded from: RVI Trading Strategy (Backtest) by Quantified Strategies — watch the original

Key timestamps:

  • 0:00 - Introduction to RVI
  • 0:18 - RVI description and function
  • 0:30 - Backtest results on GLD

Frequently asked questions

Why is this RVI trading strategy archived?

Our extraction identified the components — the Relative Vigor Index, a supporting SMA, and GLD as the market — but could not recover a complete rule set: signal thresholds, indicator lengths, timeframe, and exit logic were referenced without being specified precisely enough to automate. It scored below the codifiability bar we require for the active catalog.

What does the Relative Vigor Index measure?

It compares the close relative to the open against the bar's high-low range, on the premise that bullish conviction shows up as closes near the top of the range and bearish conviction as closes near the bottom. The result is smoothed and read as a momentum oscillator, typically with a signal line.

Is the source video still useful?

Yes — as research framing. It tests an oscillator against data on one clearly defined instrument rather than presenting it as universally applicable, which is the right starting posture. You would need to define the parameters and exit rules yourself before running your own test.

Where can I find codifiable oscillator strategies on Strategy Decoder?

The momentum-oscillator concept hub and the active catalog list decoded video strategies where the complete entry, exit, and parameter set were successfully extracted.

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