We recently released ConnorsRSI, the next generation of oscillators for traders. ConnorsRSI is one of the few (and as far as we know the only) oscillators backed by historical statistical results.
Here are the 5 day returns of all liquid stocks from January 2001-September 2012 using ConnorsRSI. You can find the daily ConnorsRSI readings on all stocks by clicking on the Screener tab on the navigation bar. You can also type in a symbol in the symbol box and get a live intra-day reading for any stock and ETF.
Download our free guidebook: An Introduction to ConnorsRSI