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Strategy Name Larry Connors RSI-2
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Developed by Larry Connors, the 2-period Relative Strength Indicator (RSI) strategy is based on the principle that market prices return to a mean after significant highs or lows. A buy signal is generated when the 2-period RSI goes below 5, and the market price is above the 200-period MA. A long position is closed when the market price closes above the 5-period MA. In this backtest, we used the components of the Russell 3000 index as a stock universe. The condition "price ca sma(5)" in the formula for closing a position reads as "price crossed above the 5-period simple moving average".
Type of Positions Long
 Position Opening 
Criteria for Opening a Position: index(russell3000) and rsi(2) < 5
Order Execution Model: Close Prices
 Position Closing 
Criteria for Closing a Position: price ca sma(5)
Order Execution Model: Close Prices
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 5% per trade
Portfolio Max Size: 20 positions
Comm. per Trade: 0.05%  
Avg Bid-Ask Spread: 0.1%  
Period: 1/1/2025 - 12/31/2025
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $640   Total Trades: 1,092  
Capital Growth:6.4%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.07  Avg Trade Duration, days:4.28  
Payoff Ratio: [?] 0.67   Avg Profit per Trade:0.14%  
Max Drawdown:26%   Avg Profit per Day:0.033%  
Max Drawdown, $: 2,630   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.24   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 6.4%   CAGR: [?]6.4%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 16.08 6.40 1.54 -5.26 -9.15 -3.36 6.44 3.01 1.62 12.53 -2.42 -1.43 1.85 2.56
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 AMD 12/12/2025 210.78 12/12/2025 210.78 2 -0.84  Period End  Minor 
 APH 12/12/2025 129.24 12/12/2025 129.24 4 -1.03  Period End  Minor 
 COHU 12/12/2025 23.88 12/12/2025 23.88 22 -1.05  Period End  Minor 
 CNP 12/11/2025 37.33 12/12/2025 37.84 14 6.08  Close Signal  Minor 
 BSX 12/11/2025 91.75 12/12/2025 92.58 5 3.23  Period End  Minor 
 CGNX 12/11/2025 36.88 12/12/2025 35.65 14 -18.23  Period End  Minor 
 CMS 12/11/2025 69.74 12/12/2025 69.84 7 -0.28  Period End  Minor 
 CRK 12/11/2025 21.50 12/12/2025 21.67 24 3.04  Period End  Minor 
 CVI 12/11/2025 31.22 12/12/2025 31.20 17 -1.40  Period End  Minor 
 DX 12/11/2025 13.52 12/12/2025 13.53 39 -0.67  Period End  Minor 
 EPR 12/11/2025 49.74 12/12/2025 50.07 10 2.30  Period End  Minor 
 EQT 12/11/2025 56.07 12/12/2025 55.57 9 -5.50  Period End  Minor 
 FE 12/11/2025 44.08 12/12/2025 44.26 12 1.10  Period End  Minor 
 CIX 12/10/2025 20.29 12/12/2025 21.82 26 38.67  Close Signal  Minor 
 CASY 12/10/2025 533.18 12/12/2025 540.07 1 5.81  Period End  Minor 
 AFL 12/10/2025 107.19 12/11/2025 108.85 5 7.22  Close Signal  Minor 
 CI 12/10/2025 262.60 12/11/2025 272.26 2 18.24  Close Signal  Minor 
 CME 12/10/2025 265.11 12/11/2025 271.15 2 11.00  Close Signal  Minor 
 ADC 12/09/2025 71.30 12/12/2025 71.75 7 2.15  Close Signal  Minor 
 AAP 12/09/2025 46.31 12/12/2025 46.37 11 -0.36  Period End  Minor 
 ALNY 12/09/2025 415.21 12/12/2025 397.55 1 -18.46  Period End  Minor 
 ABT 12/08/2025 122.09 12/11/2025 123.28 4 3.78  Close Signal  Minor 
 ACI 12/08/2025 17.16 12/11/2025 17.28 31 2.65  Close Signal  Minor 
 A 12/05/2025 145.49 12/12/2025 139.68 3 -18.28  Period End  Minor 
 ADM 12/05/2025 59.01 12/11/2025 59.92 9 7.12  Close Signal  Minor 
 ACGL 12/05/2025 91.72 12/09/2025 91.92 5 0.08  Close Signal  Minor 
 AEE 12/04/2025 100.13 12/12/2025 97.27 5 -15.28  Period End  Minor 
 AGEN 12/04/2025 4.08 12/10/2025 4.09 131 0.24  Close Signal  Minor 
 ALEX 12/04/2025 15.31 12/09/2025 20.85 35 192.54  Close Signal  Minor 
 ALB 12/04/2025 118.78 12/08/2025 126.82 4 31.16  Close Signal  Minor 
 BKD 12/03/2025 10.61 12/12/2025 10.27 49 -17.67  Period End  Minor 
 CAH 12/03/2025 199.71 12/12/2025 198.18 2 -3.85  Period End  Minor 
 AAON 12/03/2025 88.63 12/11/2025 83.97 5 -24.15  Close Signal  Minor 
 CPK 12/03/2025 131.11 12/11/2025 128.31 4 -12.23  Close Signal  Minor 
 AMSF 12/03/2025 38.23 12/10/2025 37.72 13 -7.61  Close Signal  Minor 
 AVA 12/03/2025 39.33 12/10/2025 38.58 13 -10.76  Close Signal  Minor 
 CINF 12/03/2025 162.83 12/10/2025 162.62 3 -1.61  Close Signal  Minor 
 AFG 12/03/2025 131.70 12/09/2025 132.81 4 3.38  Close Signal  Minor 
 AIZ 12/02/2025 221.37 12/04/2025 224.27 2 4.91  Close Signal  Minor 
 STNG 12/01/2025 55.56 12/12/2025 51.99 9 -33.08  Period End  Minor 
 WRB 12/01/2025 72.98 12/11/2025 69.34 7 -26.46  Close Signal  Minor 
 CNK 12/01/2025 26.88 12/08/2025 23.50 19 -65.15  Close Signal  Minor 
 DVAX 12/01/2025 10.71 12/05/2025 10.89 48 7.60  Close Signal  Minor 
 MVIS 12/01/2025 0.87 12/04/2025 0.9329 597 36.46  Close Signal  Minor 
 XFOR 12/01/2025 3.15 12/04/2025 3.79 165 104.40  Close Signal  Minor 
 AVAV 12/01/2025 257.80 12/03/2025 271.78 2 26.89  Close Signal  Minor 
 CPSS 12/01/2025 8.03 12/03/2025 8.56 64 32.84  Close Signal  Minor 
 TK 12/01/2025 9.35 12/03/2025 9.59 55 12.15  Close Signal  Minor 
 TNK 12/01/2025 55.53 12/03/2025 57.00 9 12.21  Close Signal  Minor 
 INSW 12/01/2025 50.63 12/03/2025 51.50 10 7.67  Close Signal  Minor 
 ACLX 12/01/2025 70.28 12/03/2025 72.94 7 17.61  Close Signal  Minor 
 ELVN 12/01/2025 19.85 12/03/2025 21.00 26 28.82  Close Signal  Minor 
 METC 12/01/2025 14.95 12/02/2025 15.89 34 30.90  Close Signal  Minor 
 CCRN 11/28/2025 10.26 12/10/2025 8.16 50 -105.87  Close Signal  Minor 
 NTNX 11/26/2025 48.34 12/05/2025 47.32 10 -11.15  Close Signal  Minor 
 CALM 11/26/2025 82.99 12/04/2025 85.36 6 13.20  Close Signal  Minor 
 GTLB 11/26/2025 40.57 12/01/2025 41.15 12 5.98  Close Signal  Minor 
 VGAS 11/26/2025 2.56 12/01/2025 2.78 198 42.48  Close Signal  High 
 PBF 11/26/2025 33.76 11/28/2025 34.48 15 9.77  Close Signal  Minor 
 LNZA 11/26/2025 11.94 11/28/2025 14.24 42 95.45  Close Signal  Minor 
 NGVC 11/25/2025 27.88 12/11/2025 26.18 17 -29.80  Close Signal  Minor 
 WTI 11/25/2025 1.78 12/03/2025 1.79 280 1.80  Close Signal  Minor 
 CVX 11/25/2025 148.53 11/28/2025 151.13 3 6.90  Close Signal  Minor 
 XOM 11/25/2025 114.51 11/28/2025 115.92 4 4.72  Close Signal  Minor 
 TMUS 11/25/2025 205.88 11/28/2025 209.01 2 5.43  Close Signal  Minor 
 OTLK 11/25/2025 1.60 11/28/2025 1.79 312 58.19  Close Signal  Minor 
 IHRT 11/25/2025 3.72 11/26/2025 3.84 134 15.06  Close Signal  Minor 
 BYND 11/25/2025 0.8571 11/26/2025 1.02 582 93.67  Close Signal  Minor 
 DHIL 11/24/2025 116.72 12/05/2025 116.30 4 -2.61  Close Signal  Minor 
 CPRT 11/24/2025 38.91 12/01/2025 39.15 12 1.94  Close Signal  Minor 
 ALNY 11/24/2025 434.23 11/26/2025 445.12 1 10.01  Close Signal  Minor 
 CCI 11/24/2025 89.02 11/26/2025 90.55 5 6.75  Close Signal  Minor 
 LNG 11/21/2025 205.50 11/28/2025 208.46 2 5.09  Close Signal  Minor 
 CRMD 11/21/2025 9.68 11/28/2025 9.81 51 5.63  Close Signal  Minor 
 KOS 11/21/2025 1.17 11/28/2025 1.12 424 -22.16  Close Signal  Minor 
 AMD 11/21/2025 203.78 11/26/2025 214.24 2 20.07  Close Signal  Minor 
 MSFT 11/21/2025 472.12 11/26/2025 485.50 1 12.42  Close Signal  Minor 
 PETS 11/21/2025 1.61 11/26/2025 1.77 308 48.21  Close Signal  Minor 
 POST 11/21/2025 99.42 11/26/2025 102.82 4 12.78  Close Signal  Minor 
 AVD 11/21/2025 4.32 11/25/2025 4.40 114 8.12  Close Signal  Minor 
 BKE 11/21/2025 54.31 11/25/2025 56.41 9 17.89  Close Signal  Minor 
 DCO 11/21/2025 86.41 11/25/2025 90.10 5 17.56  Close Signal  Minor 
 GLNG 11/21/2025 36.09 11/25/2025 36.42 13 3.35  Close Signal  Minor 
 MKTX 11/21/2025 161.72 11/25/2025 163.88 3 5.50  Close Signal  Minor 
 SPR 11/21/2025 34.82 11/25/2025 35.42 14 7.41  Close Signal  Minor 
 TTEK 11/21/2025 32.99 11/25/2025 34.06 15 15.04  Close Signal  Minor 
 TW 11/21/2025 106.34 11/25/2025 107.38 4 3.30  Close Signal  Minor 
 HEI 11/21/2025 303.22 11/24/2025 305.98 1 2.15  Close Signal  Minor 
 INOD 11/21/2025 51.46 11/24/2025 56.93 9 48.23  Close Signal  Minor 
 ABT 11/20/2025 123.97 11/21/2025 128.11 4 15.54  Close Signal  Minor 
 ACM 11/19/2025 113.03 11/26/2025 105.46 4 -31.14  Close Signal  Minor 
 ADBE 11/19/2025 318.11 11/21/2025 324.19 1 5.43  Close Signal  Minor 
 AFG 11/19/2025 136.76 11/21/2025 138.28 3 3.73  Close Signal  Minor 
 AFL 11/19/2025 109.40 11/21/2025 110.98 4 5.44  Close Signal  Minor 
 ACIW 11/18/2025 46.26 11/21/2025 46.61 11 2.83  Close Signal  Minor 
 AAON 11/17/2025 91.85 11/21/2025 91.42 5 -3.07  Close Signal  Minor 
 AEHR 11/13/2025 20.74 11/21/2025 20.27 25 -12.77  Close Signal  Minor 
 AMWD 11/13/2025 51.68 11/21/2025 51.10 10 -6.82  Close Signal  Minor 
 BBY 11/13/2025 76.18 11/21/2025 76.45 6 0.70  Close Signal  Minor 
 DOX 11/12/2025 77.36 11/21/2025 76.17 6 -8.06  Close Signal  Minor 
1092 trades
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Backtesting Results Disclaimer
Past hypothetical backtest results are neither an indicator nor a guarantee of future returns. Actual results may vary from the analysis. Hypothetical performance results have many inherent limitations and cannot fully account for market factors such as bid-ask spread, slippage, and commission costs. There are numerous other factors related to the markets, which cannot be fully accounted for in the backtesting algorithm, but all of which can adversely affect actual trading results.



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