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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: $287   Total Trades: 950  
Capital Growth:2.87%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.04  Avg Trade Duration, days:4.28  
Payoff Ratio: [?] 0.68   Avg Profit per Trade:0.11%  
Max Drawdown:26%   Avg Profit per Day:0.025%  
Max Drawdown, $: 2,631   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.11   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 2.87%   CAGR: [?]2.87%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 17.15 2.87 1.38 -5.27 -9.16 -3.26 7.37 3.01 1.88 12.30 -2.44 -1.28
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 A 09/25/2025 121.65 09/30/2025 128.35 4 25.79  Close Signal  Minor 
 ALG 09/24/2025 193.79 10/02/2025 191.26 2 -5.83  Close Signal  Minor 
 ACAD 09/24/2025 21.26 09/30/2025 21.34 25 0.93  Close Signal  Minor 
 AMZN 09/23/2025 220.71 09/29/2025 222.17 2 2.03  Close Signal  Minor 
 APD 09/23/2025 274.76 09/29/2025 268.70 1 -6.60  Close Signal  Minor 
 BIIB 09/23/2025 139.31 09/29/2025 138.52 3 -3.20  Close Signal  Minor 
 ACI 09/22/2025 17.58 10/08/2025 17.21 30 -12.14  Close Signal  Minor 
 AEO 09/22/2025 17.80 09/26/2025 17.80 30 -1.07  Close Signal  Minor 
 ATR 09/22/2025 132.23 09/26/2025 131.80 4 -2.78  Close Signal  Minor 
 ADC 09/22/2025 70.60 09/23/2025 71.18 7 3.07  Close Signal  Minor 
 EAT 09/18/2025 138.87 10/06/2025 126.52 3 -37.83  Close Signal  Minor 
 BMY 09/18/2025 44.98 09/30/2025 44.49 11 -6.37  Close Signal  Minor 
 CPRT 09/18/2025 45.46 09/30/2025 44.97 11 -6.38  Close Signal  Minor 
 BR 09/18/2025 242.56 09/29/2025 237.63 2 -10.82  Close Signal  Minor 
 DPZ 09/18/2025 430.08 09/26/2025 435.75 1 4.80  Close Signal  Minor 
 CBRL 09/18/2025 45.52 09/25/2025 43.53 11 -22.86  Close Signal  Minor 
 DRI 09/18/2025 191.19 09/25/2025 185.52 2 -12.09  Close Signal  Minor 
 BSX 09/18/2025 98.23 09/24/2025 98.06 5 -1.83  Close Signal  Minor 
 CSL 09/18/2025 331.50 09/22/2025 338.78 1 6.61  Close Signal  Minor 
 EQT 09/18/2025 49.39 09/22/2025 49.97 10 4.80  Close Signal  Minor 
 BLDR 09/17/2025 129.28 09/29/2025 119.61 4 -39.66  Close Signal  Minor 
 ARW 09/17/2025 119.08 09/26/2025 120.92 4 6.40  Close Signal  Minor 
 ALNY 09/17/2025 451.73 09/22/2025 458.92 1 6.28  Close Signal  Minor 
 ANF 09/17/2025 85.39 09/18/2025 89.91 6 26.05  Close Signal  Minor 
 ATEC 09/17/2025 14.70 09/18/2025 15.22 36 17.63  Close Signal  Minor 
 ALK 09/16/2025 57.60 10/07/2025 49.00 9 -78.32  Close Signal  Minor 
 ARTNA 09/16/2025 32.08 09/22/2025 32.44 16 4.72  Close Signal  Minor 
 ALE 09/16/2025 62.45 09/17/2025 64.18 8 12.82  Close Signal  Minor 
 AGM 09/15/2025 191.26 10/08/2025 161.23 2 -60.73  Close Signal  Minor 
 BCRX 09/15/2025 7.70 09/18/2025 7.96 70 17.09  Close Signal  Minor 
 AMSF 09/15/2025 43.06 09/17/2025 44.07 12 11.07  Close Signal  Minor 
 AIN 09/12/2025 58.04 10/01/2025 53.50 9 -41.84  Close Signal  Minor 
 CAKE 09/11/2025 58.21 09/24/2025 54.93 9 -30.52  Close Signal  Minor 
 EW 09/11/2025 78.01 09/23/2025 74.57 6 -21.55  Close Signal  Minor 
 SPR 09/11/2025 39.24 09/23/2025 38.89 13 -5.56  Close Signal  Minor 
 BA 09/11/2025 219.99 09/18/2025 215.66 2 -9.53  Close Signal  Minor 
 CTBI 09/11/2025 56.62 09/18/2025 57.62 9 7.97  Close Signal  Minor 
 PRTS 09/11/2025 0.8386 09/18/2025 0.7797 641 -38.77  Close Signal  Minor 
 RNST 09/11/2025 37.99 09/18/2025 38.80 14 10.26  Close Signal  Minor 
 CCRN 09/11/2025 12.66 09/17/2025 13.12 42 18.23  Close Signal  Minor 
 NKSH 09/11/2025 29.91 09/17/2025 30.31 17 5.77  Close Signal  Minor 
 SBUX 09/11/2025 82.36 09/16/2025 84.37 6 11.05  Close Signal  Minor 
 MGM 09/11/2025 35.34 09/15/2025 35.64 15 3.43  Close Signal  Minor 
 NX 09/11/2025 15.11 09/15/2025 14.95 35 -6.65  Close Signal  Minor 
 ABG 09/10/2025 247.01 09/18/2025 245.45 2 -4.10  Close Signal  Minor 
 ACN 09/10/2025 241.54 09/17/2025 239.68 2 -4.68  Close Signal  Minor 
 ACAD 09/10/2025 23.80 09/15/2025 24.67 22 18.06  Close Signal  Minor 
 AAPL 09/10/2025 226.79 09/12/2025 234.07 2 13.63  Close Signal  Minor 
 ABT 09/10/2025 128.79 09/11/2025 132.06 4 12.03  Close Signal  Minor 
 ABM 09/09/2025 45.63 09/11/2025 46.55 11 9.10  Close Signal  Minor 
 ALTI 09/08/2025 4.06 09/18/2025 3.92 133 -19.67  Close Signal  Minor 
 CRMT 09/05/2025 36.12 09/18/2025 34.14 14 -28.69  Close Signal  Minor 
 CMG 09/05/2025 41.06 09/16/2025 39.30 13 -23.91  Close Signal  Minor 
 CBZ 09/05/2025 59.86 09/11/2025 57.94 9 -18.33  Close Signal  Minor 
 CNA 09/05/2025 48.01 09/11/2025 47.89 11 -2.37  Close Signal  Minor 
 AMD 09/05/2025 151.14 09/10/2025 159.54 3 24.26  Close Signal  Minor 
 AES 09/04/2025 12.81 09/11/2025 12.85 42 0.60  Close Signal  Minor 
 AMGN 09/04/2025 280.10 09/11/2025 282.73 1 2.07  Close Signal  Minor 
 AMT 09/04/2025 193.39 09/11/2025 194.83 2 2.10  Close Signal  Minor 
 APD 09/04/2025 288.07 09/11/2025 292.59 1 3.94  Close Signal  Minor 
 AVAV 09/04/2025 226.76 09/08/2025 236.91 2 19.36  Close Signal  Minor 
 AAON 09/03/2025 80.15 09/10/2025 84.99 6 28.03  Close Signal  Minor 
 AEP 09/02/2025 110.09 09/10/2025 108.34 4 -7.87  Close Signal  Minor 
 EXC 08/29/2025 43.68 09/10/2025 43.32 12 -5.36  Close Signal  Minor 
 CNH 08/29/2025 11.45 09/05/2025 11.46 47 -0.61  Close Signal  Minor 
 FL 08/29/2025 24.70 09/05/2025 24.01 22 -16.24  Period End  Minor 
 DKS 08/29/2025 211.68 09/04/2025 220.86 2 17.49  Close Signal  Minor 
 FUN 08/29/2025 22.69 09/03/2025 23.66 23 21.23  Close Signal  Minor 
 CCI 08/28/2025 96.65 09/11/2025 94.52 5 -11.60  Close Signal  Minor 
 BIIB 08/28/2025 132.65 09/02/2025 139.63 4 26.82  Close Signal  Minor 
 SBAC 08/27/2025 208.13 09/11/2025 199.44 2 -18.19  Close Signal  Minor 
 NEE 08/27/2025 73.32 09/10/2025 71.04 7 -16.96  Close Signal  Minor 
 BWIN 08/27/2025 32.09 09/04/2025 31.28 16 -13.97  Close Signal  Minor 
 SJM 08/27/2025 105.67 08/29/2025 110.51 5 23.11  Close Signal  Minor 
 NSC 08/27/2025 272.35 08/28/2025 277.80 1 4.90  Close Signal  Minor 
 RYAN 08/26/2025 57.71 09/16/2025 52.59 9 -47.05  Close Signal  Minor 
 EBS 08/26/2025 8.71 09/09/2025 8.26 62 -28.94  Close Signal  Minor 
 IPSC 08/26/2025 0.5087 09/05/2025 0.5047 1,066 -5.34  Close Signal  Minor 
 EBAY 08/26/2025 94.34 09/04/2025 93.03 5 -7.48  Close Signal  Minor 
 KDP 08/26/2025 28.69 09/04/2025 28.99 18 4.36  Close Signal  Minor 
 LAZR 08/26/2025 1.84 09/04/2025 1.69 294 -45.12  Close Signal  Minor 
 MSI 08/26/2025 454.59 08/27/2025 463.36 1 7.85  Close Signal  Minor 
 CTAS 08/25/2025 211.86 09/11/2025 204.50 2 -15.55  Close Signal  Minor 
 GILD 08/25/2025 113.36 09/05/2025 114.26 4 2.69  Close Signal  Minor 
 ETSY 08/25/2025 57.39 09/05/2025 54.06 9 -30.96  Close Signal  Minor 
 MNST 08/25/2025 62.30 08/29/2025 62.41 8 -0.12  Close Signal  Minor 
 SBUX 08/25/2025 85.81 08/27/2025 87.66 6 10.05  Close Signal  Minor 
 MUSA 08/25/2025 372.30 08/27/2025 378.34 1 5.29  Close Signal  Minor 
 NRG 08/25/2025 144.77 08/26/2025 146.23 3 3.50  Close Signal  Minor 
 CSX 08/22/2025 34.44 08/29/2025 32.51 15 -29.94  Close Signal  Minor 
 TRUP 08/22/2025 46.63 08/29/2025 46.36 11 -3.99  Close Signal  Minor 
 RILY 08/22/2025 5.51 08/27/2025 5.61 97 8.62  Close Signal  Minor 
 EAT 08/22/2025 150.40 08/26/2025 161.83 3 33.34  Close Signal  Minor 
 GORV 08/22/2025 3.58 08/26/2025 3.67 149 12.32  Close Signal  Minor 
 LCID 08/22/2025 20.30 08/26/2025 21.10 26 19.71  Close Signal  Minor 
 CEG 08/22/2025 310.16 08/26/2025 316.58 1 5.79  Close Signal  Minor 
 CIX 08/21/2025 25.27 09/11/2025 23.51 21 -37.97  Close Signal  Minor 
 AMD 08/21/2025 163.71 08/26/2025 166.62 3 7.73  Close Signal  Minor 
 CBRL 08/21/2025 54.46 08/26/2025 57.35 9 24.99  Close Signal  Minor 
 BEN 08/21/2025 24.18 08/22/2025 25.04 21 17.02  Close Signal  Minor 
950 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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