RSRS Market Timing Strategy: Replicating Everbright Securities' Research on CSI 300 & CSI 500

This research aims to replicate the RSRS timing strategy found in Everbright Securities' report 'Market Timing Based on Resistance and Support Relative Strength (RSRS)' on May 1, 2017. We will test the effectiveness of this strategy on the CSI 300 and CSI 500, two prominent broad-based indices in the Chinese stock market. The goal is to evaluate the performance of the RSRS strategy in identifying optimal entry and exit points for these major indices. This analysis will provide insights into the applicability and potential benefits of the RSRS strategy within the Chinese market context.