Our goal is to replicate the RSRS timing strategy from the Everbright Securities report "Market Timing Based on Resistance and Support Relative Strength (RSRS) on May 1, 2017" and test its timing effectiveness on broad-based indices such as the CSI 300 and CSI 500.

我们的目标是仿照光大证券《基于阻力支撑相对强度(RSRS)的市场择时20170501》,将研报中的RSRS择时策略在股指上复现,测试对沪深300和中证500等宽基指数的择时效果。
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