Continuing with the new Qs Dirty Dozen, the RSI Lag system looks like a worthy component.
Trading both long and short with a good balance of performance, the system incorporates a 2 high, 2 low signal with an RSI momentum confirmation. The long side has a few more consecutive losers than I'm typically comfortable with, but the relative drawdown in pretty muted. The system only holds for a few days (which I like), minimizing risk exposure.
The equity curve is attractive given the inclusion of both long and short signals. The short side only curve is even better looking. TS2000i code is posted below: