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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: 1/1/2026 - 12/31/2026
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $-6.27   Total Trades: 312  
Capital Growth:-0.063%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.00  Avg Trade Duration, days:4.04  
Payoff Ratio: [?] 0.65   Avg Profit per Trade:0.089%  
Max Drawdown:14%   Avg Profit per Day:0.022%  
Max Drawdown, $: 1,453   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.00   Overall Viability Score: [?]
3 / 10
 
Avg Annual Return: -0.063%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 -3.41 -0.06 3.19 -2.64 -3.51 3.09
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 ADI 03/06/2026 315.81 03/17/2026 313.66 1 -2.78  Close Signal  Minor 
 AIZ 03/06/2026 222.91 03/13/2026 218.53 2 -9.64  Close Signal  Minor 
 AEO 03/05/2026 19.33 03/19/2026 17.50 26 -48.51  Close Signal  Minor 
 AAPL 03/05/2026 260.29 03/10/2026 260.83 1 0.02  Close Signal  Minor 
 ABT 03/05/2026 111.04 03/09/2026 112.65 4 5.54  Close Signal  Minor 
 AGEN 03/05/2026 2.92 03/09/2026 3.15 176 39.39  Close Signal  Minor 
 ALGT 03/04/2026 92.09 03/17/2026 80.00 5 -61.28  Close Signal  Minor 
 ANGO 03/04/2026 10.99 03/10/2026 10.99 47 -1.03  Close Signal  Minor 
 ACI 03/04/2026 17.10 03/06/2026 17.77 30 19.04  Close Signal  Minor 
 ACAD 03/03/2026 22.50 03/23/2026 20.99 23 -35.71  Close Signal  Minor 
 AMD 03/03/2026 190.95 03/04/2026 202.07 2 21.44  Close Signal  Minor 
 BDX 02/27/2026 175.36 03/17/2026 161.64 2 -28.10  Close Signal  Minor 
 BZH 02/27/2026 25.58 03/17/2026 21.21 20 -88.29  Close Signal  Minor 
 CROX 02/27/2026 90.71 03/06/2026 86.00 5 -24.42  Close Signal  Minor 
 CRI 02/27/2026 33.31 03/05/2026 34.99 15 24.16  Close Signal  Minor 
 ARRY 02/26/2026 7.28 03/10/2026 7.07 70 -15.70  Close Signal  Minor 
 AVD 02/26/2026 4.72 03/05/2026 4.73 109 0.06  Close Signal  Minor 
 AVA 02/26/2026 39.77 03/04/2026 40.34 12 5.88  Close Signal  Minor 
 CLNE 02/25/2026 2.39 03/04/2026 2.32 215 -16.06  Close Signal  Minor 
 AMSF 02/25/2026 36.43 03/03/2026 33.86 14 -36.95  Close Signal  Minor 
 BBY 02/25/2026 61.40 03/03/2026 64.96 8 27.45  Close Signal  Minor 
 ABR 02/25/2026 6.92 02/27/2026 7.65 74 52.91  Close Signal  Minor 
 AMWD 02/24/2026 53.46 03/17/2026 40.02 9 -121.74  Close Signal  Minor 
 BOOM 02/24/2026 5.84 03/17/2026 5.04 87 -70.51  Close Signal  Minor 
 CECO 02/24/2026 60.00 03/10/2026 54.34 8 -46.17  Close Signal  Minor 
 CLB 02/24/2026 17.57 03/10/2026 16.33 29 -36.93  Close Signal  Minor 
 AWI 02/24/2026 173.95 03/05/2026 171.72 2 -5.15  Close Signal  Minor 
 AAP 02/24/2026 53.78 02/27/2026 53.17 9 -6.45  Close Signal  Minor 
 AIN 02/24/2026 54.53 02/26/2026 57.95 9 29.75  Close Signal  Minor 
 CHCO 02/24/2026 121.29 02/26/2026 123.12 4 6.34  Close Signal  Minor 
 AIV 02/24/2026 4.19 02/25/2026 4.31 122 13.60  Close Signal  Minor 
 AGYS 02/23/2026 71.80 02/27/2026 72.17 7 1.58  Close Signal  Minor 
 ACN 02/23/2026 201.18 02/26/2026 207.38 2 11.58  Close Signal  Minor 
 ADBE 02/23/2026 246.68 02/25/2026 257.81 2 21.24  Close Signal  Minor 
 BXC 02/20/2026 72.74 03/23/2026 49.23 7 -165.34  Close Signal  Minor 
 AGM 02/20/2026 147.88 02/25/2026 158.35 3 30.48  Close Signal  Minor 
 BCPC 02/20/2026 171.30 02/24/2026 178.56 3 20.72  Close Signal  Minor 
 CAG 02/20/2026 18.47 02/23/2026 18.86 28 9.87  Close Signal  Minor 
 BLDR 02/19/2026 111.42 03/17/2026 90.68 4 -83.73  Close Signal  Minor 
 BKD 02/19/2026 14.95 02/27/2026 15.30 34 10.87  Close Signal  Minor 
 CEVA 02/19/2026 19.67 02/24/2026 20.13 26 10.92  Close Signal  Minor 
 CBU 02/18/2026 63.40 03/16/2026 57.35 8 -49.34  Close Signal  Minor 
 CMC 02/18/2026 78.44 03/11/2026 66.31 6 -73.61  Close Signal  Minor 
 FC 02/18/2026 16.92 03/05/2026 12.88 30 -122.03  Close Signal  Minor 
 ALKS 02/18/2026 32.02 02/24/2026 33.39 16 20.86  Close Signal  Minor 
 CMCO 02/18/2026 19.22 02/24/2026 19.19 26 -1.78  Close Signal  Minor 
 FLWS 02/18/2026 3.30 02/24/2026 3.31 156 0.53  Close Signal  Minor 
 GPC 02/18/2026 119.81 02/24/2026 117.74 4 -9.23  Close Signal  Minor 
 ITIC 02/18/2026 231.90 02/24/2026 224.38 2 -15.95  Close Signal  Minor 
 LPX 02/18/2026 85.96 02/24/2026 84.97 6 -6.96  Close Signal  Minor 
 MYGN 02/18/2026 4.37 02/24/2026 4.43 118 6.04  Close Signal  Minor 
 FELE 02/18/2026 90.88 02/23/2026 95.32 5 21.26  Close Signal  Minor 
 COCO 02/18/2026 50.06 02/20/2026 53.96 10 37.94  Close Signal  Minor 
 ESCA 02/18/2026 13.77 02/20/2026 13.99 37 7.11  Close Signal  Minor 
 FFIN 02/18/2026 32.76 02/20/2026 33.12 15 4.41  Close Signal  Minor 
 KAI 02/18/2026 320.47 02/20/2026 339.91 1 18.77  Close Signal  Minor 
 CBSH 02/17/2026 52.73 02/19/2026 53.39 9 4.98  Close Signal  Minor 
 CHDN 02/17/2026 87.97 02/19/2026 92.21 5 20.29  Close Signal  Minor 
 CRK 02/17/2026 18.55 02/19/2026 19.85 28 35.31  Close Signal  Minor 
 ASH 02/17/2026 59.83 02/18/2026 62.97 8 24.13  Close Signal  Minor 
 CRMT 02/17/2026 20.98 02/18/2026 22.22 24 28.71  Close Signal  Minor 
 CASS 02/13/2026 44.69 02/25/2026 44.55 11 -2.52  Close Signal  Minor 
 AAPL 02/13/2026 255.78 02/18/2026 264.35 2 16.09  Close Signal  Minor 
 ACM 02/13/2026 87.99 02/18/2026 95.01 5 34.17  Close Signal  Minor 
 ASGN 02/13/2026 41.43 02/18/2026 43.12 12 19.26  Close Signal  Minor 
 AXP 02/13/2026 336.44 02/18/2026 345.15 1 8.02  Close Signal  Minor 
 AYI 02/13/2026 305.50 02/18/2026 313.39 1 7.27  Close Signal  Minor 
 ABM 02/12/2026 43.11 02/18/2026 44.74 12 18.50  Close Signal  Minor 
 ADSK 02/12/2026 223.49 02/18/2026 229.74 2 11.59  Close Signal  Minor 
 AMP 02/11/2026 485.96 02/18/2026 477.79 1 -9.13  Close Signal  Minor 
 AIZ 02/11/2026 215.14 02/17/2026 221.04 2 10.92  Close Signal  Minor 
 ACAD 02/10/2026 22.70 02/17/2026 22.95 23 4.70  Close Signal  Minor 
 HRB 02/10/2026 32.19 02/13/2026 30.64 16 -25.79  Close Signal  Minor 
 HUM 02/10/2026 180.38 02/13/2026 183.17 2 4.85  Close Signal  Minor 
 MCO 02/10/2026 418.06 02/13/2026 425.52 1 6.61  Close Signal  Minor 
 HSTM 02/10/2026 19.96 02/11/2026 20.13 26 3.38  Close Signal  Minor 
 A 02/09/2026 127.21 02/18/2026 126.65 4 -3.25  Close Signal  Minor 
 AJG 02/09/2026 217.13 02/17/2026 213.35 2 -8.42  Close Signal  Minor 
 HAE 02/09/2026 57.69 02/17/2026 58.59 9 7.05  Close Signal  Minor 
 ALX 02/09/2026 222.46 02/13/2026 229.37 2 12.91  Close Signal  Minor 
 FDS 02/09/2026 202.18 02/13/2026 204.73 2 4.28  Close Signal  Minor 
 ESCA 02/09/2026 13.99 02/12/2026 14.12 37 3.77  Close Signal  Minor 
 AWR 02/09/2026 69.62 02/10/2026 71.26 7 10.49  Close Signal  Minor 
 ASUR 02/06/2026 8.91 02/18/2026 7.57 60 -81.35  Close Signal  Minor 
 CCRN 02/06/2026 8.69 02/17/2026 8.22 61 -29.69  Close Signal  Minor 
 CRVL 02/06/2026 48.67 02/12/2026 47.27 11 -16.45  Close Signal  Minor 
 CLB 02/06/2026 18.55 02/11/2026 18.93 28 9.59  Close Signal  Minor 
 CNC 02/06/2026 38.46 02/10/2026 39.61 13 13.93  Close Signal  Minor 
 AMZN 02/05/2026 222.69 02/18/2026 204.79 2 -36.64  Close Signal  Minor 
 ACLS 02/05/2026 81.49 02/06/2026 86.08 6 26.52  Close Signal  Minor 
 BLKB 02/04/2026 47.85 02/09/2026 48.25 11 3.34  Close Signal  Minor 
 BRKR 02/04/2026 42.50 02/09/2026 42.04 12 -6.53  Close Signal  Minor 
 ADBE 02/03/2026 271.93 02/13/2026 263.97 1 -8.49  Close Signal  Minor 
 ACET 02/03/2026 7.70 02/09/2026 7.25 69 -32.07  Close Signal  Minor 
 ACIW 02/03/2026 39.52 02/06/2026 42.28 13 34.80  Close Signal  Minor 
 AKAM 02/03/2026 91.79 02/06/2026 95.08 5 15.51  Close Signal  Minor 
 AMKR 02/03/2026 46.15 02/06/2026 49.27 11 33.25  Close Signal  Minor 
 BFLY 02/02/2026 3.82 02/10/2026 3.41 139 -57.97  Close Signal  Minor 
 ALB 02/02/2026 164.52 02/09/2026 165.35 3 1.50  Close Signal  Minor 
 BA 02/02/2026 233.02 02/04/2026 235.95 2 4.92  Close Signal  Minor 
312 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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