Closing Note
updated 2026-07-24 14:52 UTC

CME — oversold signal, 25 Mar

short term
RSI(2)1.3
RSI(14)36.6
Close $ · flag day293.93
Off 20-day high−10.7%
Avg volume2.4M

This flag became a program pick — the audited trade is in the track record.

What followed

DateClose $ 5-day avg.vs flag close
25 Mar293.93304.24+0.0%
26 Mar297.58301.61+1.2%
27 Mar293.78298.91-0.1%
30 Mar297.58297.11+1.2%
31 Mar295.35295.64+0.5%
01 Apr296.94296.25+1.0%
02 Apr305.11297.75+3.8%
06 Apr308.57300.71+5.0%
07 Apr310.58303.31+5.7%
08 Apr302.81304.80+3.0%
09 Apr298.93305.20+1.7%

The rule flags the close; the strategy's exit is the first close above the 5-day average, or six trading days, whichever comes first. Shown for research — not every flag is traded.

Research chart

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From the oversold list of 25 Mar. The freshest lists go out in the daily alert at 21:30 CET.