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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
 Results 
Total Profit: $1,359   Total Trades: 707  
Capital Growth:13.6%   Profit Trades, % of Total:63%  
Profit Factor: [?] 1.21  Avg Trade Duration, days:4.07  
Payoff Ratio: [?] 0.72   Avg Profit per Trade:0.44%  
Max Drawdown:14%   Avg Profit per Day:0.11%  
Max Drawdown, $: 1,450   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.94   Overall Viability Score: [?]
5 / 10
 
Avg Annual Return: 13.6%   CAGR: [?]13.6%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 9.41 13.59 3.46 -2.93 -3.65 9.52 4.28 -3.43 6.44
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 CCL 07/06/2026 27.51 07/10/2026 26.83 20 -14.68  Close Signal  Minor 
 CAKE 07/06/2026 76.89 07/09/2026 78.42 7 9.62  Close Signal  Minor 
 CRI 07/02/2026 40.65 07/10/2026 40.19 13 -7.03  Close Signal  Minor 
 AAON 07/02/2026 107.62 07/09/2026 110.25 5 12.05  Close Signal  Minor 
 AEHR 07/02/2026 69.96 07/09/2026 76.21 7 42.70  Close Signal  Minor 
 ATRO 07/02/2026 70.83 07/09/2026 71.86 7 6.21  Close Signal  Minor 
 BC 07/02/2026 79.09 07/09/2026 77.99 7 -8.80  Close Signal  Minor 
 BLX 07/02/2026 59.24 07/09/2026 58.09 9 -11.40  Close Signal  Minor 
 CTS 07/02/2026 60.50 07/09/2026 60.96 9 3.04  Close Signal  Minor 
 BKR 07/02/2026 52.78 07/07/2026 54.47 10 15.82  Close Signal  Minor 
 ARW 07/01/2026 209.61 07/09/2026 205.29 2 -9.47  Close Signal  Minor 
 ATI 07/01/2026 192.17 07/09/2026 188.36 2 -8.38  Close Signal  Minor 
 AN 07/01/2026 184.33 07/06/2026 190.72 2 12.02  Close Signal  Minor 
 APA 07/01/2026 31.65 07/06/2026 32.24 17 8.94  Close Signal  Minor 
 BG 07/01/2026 104.89 07/06/2026 108.78 5 18.37  Close Signal  Minor 
 ANDE 06/30/2026 68.20 07/07/2026 68.00 8 -2.69  Close Signal  Minor 
 BSX 06/30/2026 42.68 07/02/2026 45.14 12 28.45  Close Signal  Minor 
 CAR 06/30/2026 147.83 07/02/2026 163.44 3 45.87  Close Signal  Minor 
 COP 06/30/2026 103.96 07/02/2026 104.73 5 2.80  Close Signal  Minor 
 CVX 06/30/2026 165.76 07/02/2026 169.20 3 9.31  Close Signal  Minor 
 DDS 06/30/2026 528.42 07/02/2026 547.21 1 17.71  Close Signal  Minor 
 DHT 06/30/2026 16.53 07/02/2026 17.18 33 20.33  Close Signal  Minor 
 DD 06/30/2026 135.64 07/01/2026 138.47 4 10.22  Close Signal  Minor 
 CECO 06/29/2026 90.07 07/09/2026 84.32 6 -35.53  Close Signal  Minor 
 BGC 06/29/2026 10.45 07/02/2026 11.02 52 28.51  Close Signal  Minor 
 CLF 06/29/2026 9.38 07/02/2026 9.86 58 26.71  Close Signal  Minor 
 AMP 06/29/2026 446.79 06/30/2026 458.76 1 11.06  Close Signal  Minor 
 APD 06/29/2026 269.67 06/30/2026 291.37 2 42.26  Close Signal  Minor 
 COCO 06/26/2026 73.71 07/08/2026 68.43 7 -37.94  Close Signal  Minor 
 ARAY 06/26/2026 0.2646 07/06/2026 0.271 2,107 12.35  Close Signal  Minor 
 CME 06/26/2026 221.00 07/01/2026 231.00 2 19.09  Close Signal  Minor 
 AAPL 06/25/2026 275.15 06/30/2026 289.36 2 27.28  Close Signal  Minor 
 BOOM 06/24/2026 6.20 07/01/2026 6.26 91 4.32  Close Signal  Minor 
 AVAV 06/24/2026 142.18 06/30/2026 165.07 3 67.71  Close Signal  Minor 
 BAM 06/24/2026 44.90 06/30/2026 44.85 12 -1.68  Close Signal  Minor 
 BCO 06/24/2026 96.04 06/30/2026 94.29 5 -9.68  Close Signal  Minor 
 BX 06/24/2026 112.99 06/30/2026 117.67 5 22.24  Close Signal  Minor 
 AU 06/24/2026 78.59 06/29/2026 81.79 7 21.27  Close Signal  Minor 
 CDE 06/24/2026 15.47 06/29/2026 16.33 36 29.80  Close Signal  Minor 
 ALB 06/23/2026 149.98 07/01/2026 136.08 3 -42.54  Close Signal  Minor 
 AKAM 06/23/2026 119.87 06/30/2026 118.21 4 -7.59  Close Signal  Minor 
 CE 06/23/2026 48.10 06/26/2026 49.39 11 13.10  Close Signal  Minor 
 BG 06/23/2026 110.86 06/25/2026 111.55 5 2.34  Close Signal  Minor 
 BIO 06/23/2026 270.32 06/24/2026 280.05 2 18.35  Close Signal  Minor 
 AGYS 06/22/2026 84.44 06/24/2026 92.31 6 46.14  Close Signal  Minor 
 ADP 06/22/2026 214.60 06/23/2026 220.50 2 10.92  Close Signal  Minor 
 AJG 06/22/2026 209.08 06/23/2026 215.78 2 12.54  Close Signal  Minor 
 AA 06/18/2026 59.37 07/14/2026 49.06 9 -93.72  Close Signal  Minor 
 ACI 06/18/2026 13.25 06/24/2026 13.92 43 27.63  Close Signal  Minor 
 A 06/17/2026 124.09 06/23/2026 126.43 4 8.35  Close Signal  Minor 
 CERS 06/16/2026 2.47 06/17/2026 2.57 231 21.92  Close Signal  Minor 
 EPM 06/15/2026 3.88 07/08/2026 3.76 147 -18.75  Close Signal  Minor 
 HAL 06/15/2026 38.18 07/07/2026 33.79 14 -62.44  Close Signal  Minor 
 DAR 06/15/2026 56.12 06/29/2026 53.15 10 -30.78  Close Signal  Minor 
 BSX 06/15/2026 46.76 06/23/2026 45.60 12 -15.02  Close Signal  Minor 
 IMKTA 06/15/2026 88.16 06/22/2026 89.59 6 7.51  Close Signal  Minor 
 SSP 06/15/2026 2.89 06/22/2026 2.82 197 -14.91  Close Signal  Minor 
 IDT 06/15/2026 52.76 06/18/2026 55.42 10 25.50  Close Signal  Minor 
 STAA 06/15/2026 28.37 06/16/2026 28.92 20 9.85  Close Signal  Minor 
 IT 06/12/2026 148.17 06/24/2026 130.47 3 -53.91  Close Signal  Minor 
 CTSH 06/11/2026 51.18 07/01/2026 41.07 11 -112.17  Close Signal  Minor 
 CVI 06/11/2026 30.39 06/29/2026 28.10 18 -42.25  Close Signal  Minor 
 DOX 06/11/2026 55.42 06/26/2026 51.40 10 -41.25  Close Signal  Minor 
 ADSK 06/11/2026 205.57 06/24/2026 192.61 2 -26.70  Close Signal  Minor 
 EQT 06/11/2026 51.20 06/22/2026 51.84 11 5.90  Close Signal  Minor 
 HAIN 06/11/2026 0.6302 06/18/2026 0.6059 907 -23.15  Close Signal  Minor 
 EFX 06/11/2026 159.58 06/15/2026 165.13 3 15.67  Close Signal  Minor 
 GPOR 06/11/2026 162.48 06/12/2026 166.41 3 10.80  Close Signal  Minor 
 ACN 06/10/2026 168.40 06/26/2026 127.39 3 -123.86  Close Signal  Minor 
 AAON 06/10/2026 121.12 06/15/2026 131.26 4 39.53  Close Signal  Minor 
 DMRC 06/09/2026 11.67 06/29/2026 7.88 49 -186.58  Close Signal  Minor 
 ADBE 06/09/2026 237.88 06/24/2026 196.57 2 -83.45  Close Signal  Minor 
 CRM 06/09/2026 174.89 06/24/2026 152.76 3 -67.34  Close Signal  Minor 
 AMPL 06/09/2026 6.96 06/23/2026 6.66 82 -25.70  Close Signal  Minor 
 AAPL 06/09/2026 290.55 06/15/2026 296.42 1 5.28  Close Signal  Minor 
 CIEN 06/09/2026 439.34 06/15/2026 463.41 1 23.16  Close Signal  Minor 
 CSPI 06/09/2026 8.21 06/11/2026 9.08 69 58.81  Close Signal  Minor 
 AKAM 06/08/2026 141.87 06/15/2026 134.20 4 -31.77  Close Signal  Minor 
 DLB 06/05/2026 53.78 06/15/2026 53.44 10 -4.47  Close Signal  Minor 
 CGNX 06/05/2026 60.82 06/11/2026 62.11 9 10.50  Close Signal  Minor 
 CMP 06/05/2026 29.63 06/11/2026 30.21 19 9.88  Close Signal  Minor 
 FMC 06/05/2026 11.56 06/11/2026 11.19 49 -19.24  Close Signal  Minor 
 GPN 06/05/2026 66.07 06/11/2026 65.19 8 -8.09  Close Signal  Minor 
 EE 06/05/2026 32.23 06/10/2026 32.77 17 8.07  Close Signal  Minor 
 ARL 06/05/2026 13.81 06/09/2026 15.00 41 47.58  Close Signal  Minor 
 CBT 06/05/2026 80.88 06/09/2026 84.39 7 23.40  Close Signal  Minor 
 EXP 06/05/2026 212.48 06/09/2026 217.13 2 8.44  Close Signal  Minor 
 ALB 06/04/2026 165.24 06/11/2026 158.66 3 -20.70  Close Signal  Minor 
 ALTI 06/04/2026 3.04 06/11/2026 2.94 187 -19.81  Close Signal  Minor 
 CMCO 06/04/2026 14.08 06/11/2026 13.36 40 -29.88  Close Signal  Minor 
 FDP 06/04/2026 29.37 06/10/2026 29.08 19 -6.62  Close Signal  Minor 
 CMCSA 06/04/2026 23.02 06/09/2026 23.53 24 11.12  Close Signal  Minor 
 BJRI 06/04/2026 42.90 06/08/2026 44.17 13 15.37  Close Signal  Minor 
 CMG 06/04/2026 28.18 06/05/2026 29.34 20 22.04  Close Signal  Minor 
 DRI 06/04/2026 191.92 06/05/2026 196.54 2 8.46  Close Signal  Minor 
 AMSC 06/03/2026 46.67 06/15/2026 41.07 12 -68.22  Close Signal  Minor 
 AMZN 06/03/2026 250.02 06/15/2026 246.02 2 -8.99  Close Signal  Minor 
 ATNI 06/03/2026 25.63 06/09/2026 26.03 22 7.66  Close Signal  Minor 
 ABX 06/03/2026 8.30 06/04/2026 8.87 68 37.57  Close Signal  Minor 
 AWI 06/02/2026 152.84 06/05/2026 155.15 3 6.00  Close Signal  Minor 
707 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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