RSX - Relative Strength Quality Index

Overview

RSX represents Mark Jurik's solution to the fundamental problem of RSI - excessive noise that produces false signals and makes technical analysis difficult. While traditional RSI calculates trend strength using simple or exponential moving averages of up and down price changes, RSX employs advanced filtration with superior smoothness and minimal lag. This revolutionary approach eliminates the jittery appearance of RSI while preserving all its useful features for measuring market speed, direction, and trend uniformity. The result is an ultra-smooth oscillator that ranges from -100 to +100, providing cleaner crossovers and more reliable divergence signals.

The genius of RSX lies in Jurik's filtration algorithm, developed after years of research to meet four critical requirements: minimum lag to avoid late trade triggers, minimum overshoot to prevent false price levels, minimum undershoot to reduce convergence time after gaps, and maximum smoothness except during actual price jumps. This careful balance allows RSX to run faster than traditional RSI without degradation from noise, extending its dynamic range and producing fewer micro-reversals. Advanced versions even pre-smooth price data with Jurik Moving Average (JMA) for enhanced performance in trend analysis.

Interpretation & Trading Signals

Example Usage

Code examples will be available once the Rust implementation is complete.