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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 [?]
 LII 11/12/2025 476.95 11/21/2025 465.12 1 -12.77  Close Signal  Minor 
 LYTS 11/12/2025 19.05 11/21/2025 18.14 27 -25.56  Close Signal  Minor 
 HRB 11/12/2025 45.52 11/19/2025 44.03 11 -17.37  Close Signal  Minor 
 NPK 11/12/2025 95.88 11/19/2025 94.32 5 -8.75  Close Signal  Minor 
 ORCL 11/12/2025 226.99 11/19/2025 225.53 2 -3.82  Close Signal  Minor 
 MVIS 11/12/2025 0.9429 11/18/2025 0.9433 562 -0.84  Close Signal  Minor 
 GPK 11/12/2025 15.69 11/13/2025 16.12 33 13.13  Close Signal  Minor 
 ALG 11/11/2025 164.42 11/21/2025 161.01 3 -11.20  Close Signal  Minor 
 BDC 11/11/2025 115.69 11/21/2025 110.57 4 -21.37  Close Signal  Minor 
 BXC 11/11/2025 58.19 11/21/2025 57.55 9 -6.80  Close Signal  Minor 
 CGNX 11/11/2025 38.31 11/21/2025 36.89 13 -19.43  Close Signal  Minor 
 ABG 11/11/2025 217.98 11/12/2025 224.76 2 12.67  Close Signal  Minor 
 BBW 11/11/2025 46.89 11/12/2025 49.29 11 25.33  Close Signal  Minor 
 CBZ 11/10/2025 51.75 11/21/2025 51.14 10 -7.13  Close Signal  Minor 
 APOG 11/10/2025 34.27 11/12/2025 34.51 15 2.57  Close Signal  Minor 
 DHX 11/10/2025 1.69 11/12/2025 1.75 311 17.58  Close Signal  Minor 
 CCOI 11/07/2025 23.46 11/17/2025 18.48 22 -110.43  Close Signal  Minor 
 CDZI 11/07/2025 4.90 11/13/2025 4.81 106 -10.56  Close Signal  Minor 
 BBSI 11/07/2025 33.23 11/12/2025 34.77 15 22.07  Close Signal  Minor 
 BOOM 11/07/2025 6.04 11/12/2025 6.29 86 20.43  Close Signal  Minor 
 CRUS 11/07/2025 118.64 11/11/2025 120.40 4 6.08  Close Signal  Minor 
 BRY 11/07/2025 3.25 11/10/2025 3.33 160 11.74  Close Signal  Minor 
 CVGI 11/07/2025 1.34 11/10/2025 1.50 389 61.10  Close Signal  Minor 
 ADBE 11/06/2025 327.35 11/11/2025 333.22 1 5.21  Close Signal  Minor 
 AVY 11/06/2025 171.01 11/07/2025 173.12 3 5.29  Close Signal  Minor 
 AVAV 11/05/2025 350.70 11/24/2025 276.99 1 -74.30  Close Signal  Minor 
 ADM 11/05/2025 55.82 11/11/2025 57.15 9 10.95  Close Signal  Minor 
 ATRC 11/05/2025 32.32 11/11/2025 32.86 16 7.59  Close Signal  Minor 
 BAX 11/05/2025 17.94 11/11/2025 18.24 28 7.38  Close Signal  Minor 
 BLKB 11/05/2025 59.58 11/11/2025 58.78 8 -7.34  Close Signal  Minor 
 ATRO 11/05/2025 47.35 11/10/2025 47.83 10 3.85  Close Signal  Minor 
 ALCO 11/05/2025 32.47 11/07/2025 32.95 15 6.22  Close Signal  Minor 
 BDN 11/05/2025 3.28 11/07/2025 3.39 158 16.32  Close Signal  Minor 
 APA 11/05/2025 21.66 11/06/2025 23.64 23 44.48  Close Signal  Minor 
 ADTN 11/04/2025 7.91 11/12/2025 8.04 65 7.41  Close Signal  Minor 
 AIN 11/03/2025 56.46 11/20/2025 44.32 9 -110.11  Close Signal  Minor 
 AAON 11/03/2025 95.80 11/06/2025 99.92 5 19.61  Close Signal  Minor 
 AIV 11/03/2025 5.27 11/05/2025 5.32 99 3.90  Close Signal  Minor 
 ABR 10/31/2025 9.76 11/19/2025 8.74 53 -55.01  Close Signal  Minor 
 AAP 10/31/2025 47.13 11/05/2025 48.66 11 15.77  Close Signal  Minor 
 ADP 10/31/2025 260.14 11/05/2025 259.41 2 -2.50  Close Signal  Minor 
 ACI 10/30/2025 17.91 11/07/2025 17.73 29 -6.25  Close Signal  Minor 
 ADC 10/30/2025 72.35 11/07/2025 73.15 7 4.58  Close Signal  Minor 
 ACET 10/29/2025 0.7505 11/12/2025 0.6865 700 -45.78  Close Signal  Minor 
 ABM 10/29/2025 43.07 11/05/2025 43.69 12 6.40  Close Signal  Minor 
 ACIW 10/29/2025 47.34 11/05/2025 48.24 11 8.84  Close Signal  Minor 
 ACTG 10/29/2025 3.32 10/31/2025 3.47 158 22.62  Close Signal  Minor 
 CHD 10/27/2025 85.34 10/31/2025 87.39 6 11.26  Close Signal  Minor 
 MDT 10/24/2025 93.67 11/07/2025 92.20 5 -8.28  Close Signal  Minor 
 ALK 10/24/2025 43.77 11/05/2025 41.86 11 -21.94  Close Signal  Minor 
 GNTX 10/24/2025 23.64 11/05/2025 23.60 22 -1.92  Close Signal  Minor 
 DRI 10/24/2025 184.82 11/04/2025 180.22 2 -9.93  Close Signal  Minor 
 AN 10/24/2025 200.21 10/31/2025 199.87 2 -1.48  Close Signal  Minor 
 CORT 10/24/2025 72.52 10/30/2025 72.26 7 -2.83  Close Signal  Minor 
 EGBN 10/23/2025 16.94 11/07/2025 16.58 30 -11.80  Close Signal  Minor 
 ARAY 10/23/2025 1.59 11/05/2025 1.45 325 -46.47  Close Signal  Minor 
 HSY 10/23/2025 180.19 11/05/2025 168.58 2 -23.91  Close Signal  Minor 
 AEP 10/23/2025 115.27 10/29/2025 121.15 4 22.56  Close Signal  Minor 
 ACET 10/23/2025 0.8612 10/27/2025 0.9018 600 23.29  Close Signal  Minor 
 LNN 10/22/2025 122.24 11/03/2025 111.80 4 -42.68  Close Signal  Minor 
 GBCI 10/22/2025 42.67 10/24/2025 43.51 12 9.04  Close Signal  Minor 
 MRVL 10/22/2025 81.05 10/24/2025 84.13 6 17.48  Close Signal  Minor 
 NRG 10/22/2025 160.01 10/24/2025 169.92 3 28.73  Close Signal  Minor 
 LSCC 10/22/2025 66.90 10/23/2025 69.60 7 17.94  Close Signal  Minor 
 ACHC 10/21/2025 23.51 11/21/2025 15.18 21 -175.66  Close Signal  Minor 
 EBF 10/21/2025 16.87 11/03/2025 16.99 30 2.58  Close Signal  Minor 
 PLUG 10/21/2025 3.12 11/03/2025 2.75 163 -61.24  Close Signal  Minor 
 FWONA 10/21/2025 89.74 10/30/2025 89.89 5 -0.15  Close Signal  Minor 
 UTHR 10/21/2025 422.53 10/29/2025 455.32 1 31.90  Close Signal  Minor 
 FWONK 10/21/2025 97.14 10/29/2025 95.97 5 -6.81  Close Signal  Minor 
 SMMT 10/21/2025 18.74 10/24/2025 19.28 27 13.55  Close Signal  Minor 
 TPB 10/21/2025 85.37 10/24/2025 91.16 5 28.05  Close Signal  Minor 
 SM 10/21/2025 20.58 10/23/2025 21.52 24 21.54  Close Signal  Minor 
 BRY 10/21/2025 3.30 10/22/2025 3.35 155 6.72  Close Signal  Minor 
 CBRL 10/20/2025 36.63 11/13/2025 30.28 14 -89.79  Close Signal  Minor 
 RNR 10/20/2025 248.63 10/29/2025 247.56 2 -3.13  Close Signal  Minor 
 EXEL 10/20/2025 34.54 10/23/2025 38.05 14 48.10  Close Signal  Minor 
 KRO 10/20/2025 4.71 10/23/2025 4.77 109 5.50  Close Signal  Minor 
 BBW 10/20/2025 55.11 10/22/2025 55.86 9 5.75  Close Signal  Minor 
 BBSI 10/17/2025 41.52 10/24/2025 41.90 12 3.56  Close Signal  Minor 
 AVAV 10/17/2025 350.59 10/21/2025 377.18 1 25.85  Close Signal  Minor 
 BRO 10/16/2025 87.24 10/22/2025 89.01 5 7.96  Close Signal  Minor 
 CB 10/16/2025 267.38 10/22/2025 275.64 1 7.71  Close Signal  Minor 
 ADBE 10/16/2025 329.23 10/20/2025 343.40 1 13.49  Close Signal  Minor 
 ACGL 10/15/2025 89.57 10/21/2025 87.70 5 -10.23  Close Signal  Minor 
 CWST 10/15/2025 87.01 10/21/2025 87.22 5 0.18  Close Signal  Minor 
 FCN 10/15/2025 152.50 10/21/2025 153.25 3 1.33  Close Signal  Minor 
 FWRD 10/15/2025 19.99 10/21/2025 20.48 25 11.23  Close Signal  Minor 
 LNG 10/15/2025 224.63 10/21/2025 221.63 2 -6.89  Close Signal  Minor 
 CNTY 10/15/2025 2.23 10/20/2025 2.32 228 19.47  Close Signal  Minor 
 ATR 10/15/2025 127.63 10/17/2025 128.86 3 2.92  Close Signal  Minor 
 MAA 10/15/2025 132.00 10/17/2025 132.70 3 1.30  Close Signal  Minor 
 GT 10/15/2025 6.71 10/16/2025 6.83 75 7.98  Close Signal  Minor 
 DHX 10/14/2025 2.06 10/23/2025 2.05 247 -3.48  Close Signal  Minor 
 DEI 10/14/2025 13.70 10/22/2025 13.56 37 -6.19  Close Signal  Minor 
 APOG 10/14/2025 38.22 10/21/2025 39.43 13 14.71  Close Signal  Minor 
 AM 10/14/2025 17.78 10/20/2025 18.12 28 8.51  Close Signal  Minor 
 BCRX 10/14/2025 6.42 10/20/2025 6.93 79 39.22  Close Signal  Minor 
 CPK 10/14/2025 134.31 10/20/2025 134.32 3 -0.78  Close Signal  Minor 
 CVGI 10/14/2025 1.58 10/16/2025 1.59 322 2.20  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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