Relative Strength

What does Relative Strength measure?

Relative Strength is calculated as the price of the selected instrument divided by the price of a comparative benchmark.

The default benchmark is SPY, representing the S&P 500, but it is configurable. A user can instead select QQQ, a sector ETF or another relevant reference.

An upward RS line means that the instrument is outperforming the benchmark. A downward RS line means it is underperforming.

The indicator also applies a moving-average baseline to the RS ratio and evaluates:

This creates descriptive states such as:

These states describe the interaction between price and relative performance. They are not mechanical entry instructions.

How is a Pullback defined?

There are two levels to this.

Within the Relative Strength indicator, the state labelled Pullback occurs when:

In simple terms, the asset retains an underlying relative-strength advantage, but price and short-term RS momentum are resting or declining.

That label does not automatically mean the pullback is constructive or actionable.

The wider framework also asks:

A constructive pullback is therefore an orderly reset within an intact trend, without meaningful structural damage.

Published with Nuclino