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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: $1,088   Total Trades: 561  
Capital Growth:10.9%   Profit Trades, % of Total:62%  
Profit Factor: [?] 1.22  Avg Trade Duration, days:4.06  
Payoff Ratio: [?] 0.74   Avg Profit per Trade:0.45%  
Max Drawdown:14%   Avg Profit per Day:0.11%  
Max Drawdown, $: 1,450   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.75   Overall Viability Score: [?]
5 / 10
 
Avg Annual Return: 10.9%   CAGR: [?]10.9%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 9.80 10.88 3.10 -2.60 -3.66 10.30 3.74 0.16
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 CZWI 05/18/2026 20.51 05/26/2026 20.69 26 3.61  Close Signal  Minor 
 ACH 05/18/2026 2.74 05/22/2026 2.83 197 16.62  Close Signal  Minor 
 ALB 05/18/2026 175.30 05/22/2026 171.15 3 -13.48  Close Signal  Minor 
 ACLS 05/18/2026 146.24 05/21/2026 152.51 3 17.90  Close Signal  Minor 
 BMRN 05/18/2026 49.67 05/21/2026 54.10 10 43.24  Close Signal  Minor 
 CMCO 05/18/2026 13.94 05/21/2026 14.66 38 26.26  Close Signal  Minor 
 COHU 05/18/2026 44.20 05/21/2026 45.65 12 16.31  Close Signal  Minor 
 CWCO 05/18/2026 28.66 05/21/2026 29.04 18 5.80  Close Signal  Minor 
 AVD 05/18/2026 2.71 05/20/2026 2.86 199 28.73  Close Signal  Minor 
 CDNS 05/18/2026 345.99 05/20/2026 350.89 1 4.20  Close Signal  Minor 
 CR 05/18/2026 170.53 05/20/2026 173.17 3 6.88  Close Signal  Minor 
 CRL 05/18/2026 149.93 05/20/2026 156.03 3 17.37  Close Signal  Minor 
 ABG 05/15/2026 179.17 05/20/2026 182.83 3 9.89  Close Signal  Minor 
 BGS 05/14/2026 4.27 05/21/2026 4.25 127 -3.62  Close Signal  Minor 
 BYD 05/14/2026 79.21 05/20/2026 79.09 6 -1.67  Close Signal  Minor 
 CBK 05/14/2026 28.05 05/19/2026 27.91 19 -3.71  Close Signal  Minor 
 BLKB 05/14/2026 31.21 05/18/2026 32.00 17 12.35  Close Signal  Minor 
 BR 05/14/2026 142.40 05/18/2026 149.60 3 20.71  Close Signal  Minor 
 CHRW 05/14/2026 159.23 05/18/2026 169.14 3 28.73  Close Signal  Minor 
 ABCB 05/13/2026 82.87 05/18/2026 83.60 6 3.38  Close Signal  Minor 
 ABM 05/13/2026 38.77 05/14/2026 39.63 14 10.94  Close Signal  Minor 
 ASTE 05/12/2026 49.93 05/20/2026 48.70 11 -14.61  Close Signal  Minor 
 AAP 05/11/2026 51.83 05/18/2026 50.60 10 -13.32  Close Signal  Minor 
 ABR 05/11/2026 6.47 05/18/2026 5.87 84 -51.41  Close Signal  Minor 
 ALG 05/11/2026 154.80 05/18/2026 151.22 3 -11.65  Close Signal  Minor 
 ACM 05/08/2026 80.59 05/18/2026 71.49 6 -55.49  Close Signal  Minor 
 AGO 05/08/2026 74.68 05/18/2026 75.55 7 5.04  Close Signal  Minor 
 ATO 05/07/2026 180.84 05/21/2026 176.46 3 -14.21  Close Signal  Minor 
 AMPL 05/07/2026 5.91 05/18/2026 6.35 92 39.33  Close Signal  Minor 
 ARAY 05/07/2026 0.2931 05/18/2026 0.2927 1,860 -1.83  Close Signal  Minor 
 ACTG 05/07/2026 4.71 05/13/2026 4.72 115 0.06  Close Signal  Minor 
 AEE 05/07/2026 108.01 05/11/2026 109.22 5 4.96  Close Signal  Minor 
 DLX 05/06/2026 25.89 05/18/2026 23.56 21 -49.94  Close Signal  Minor 
 FCN 05/06/2026 160.99 05/18/2026 153.72 3 -22.74  Close Signal  Minor 
 BBSI 05/06/2026 29.36 05/15/2026 29.96 18 9.73  Close Signal  Minor 
 CRK 05/06/2026 14.99 05/14/2026 14.88 36 -5.03  Close Signal  Minor 
 ANDE 05/06/2026 68.23 05/13/2026 71.62 8 25.99  Close Signal  Minor 
 ATEC 05/06/2026 6.99 05/12/2026 7.74 78 57.32  Close Signal  Minor 
 CFBK 05/06/2026 26.75 05/08/2026 27.43 20 12.51  Close Signal  Minor 
 CMT 05/06/2026 24.53 05/08/2026 26.00 22 31.21  Close Signal  Minor 
 BGC 05/06/2026 10.87 05/07/2026 11.27 50 18.88  Close Signal  Minor 
 CRVL 05/06/2026 55.37 05/07/2026 58.06 9 23.18  Close Signal  Minor 
 APH 05/05/2026 136.69 05/14/2026 129.19 3 -23.29  Close Signal  Minor 
 BTU 05/05/2026 24.92 05/11/2026 24.59 21 -7.97  Close Signal  Minor 
 BXC 05/05/2026 46.19 05/06/2026 58.70 11 136.39  Close Signal  Minor 
 ABT 05/04/2026 87.54 05/14/2026 84.90 6 -16.87  Close Signal  Minor 
 BSET 05/01/2026 14.21 05/11/2026 14.09 37 -5.48  Close Signal  Minor 
 CHRW 05/01/2026 176.69 05/07/2026 170.78 3 -18.76  Close Signal  Minor 
 CENT 05/01/2026 36.73 05/06/2026 36.83 14 0.37  Close Signal  Minor 
 BRO 04/30/2026 59.97 05/07/2026 57.88 8 -17.65  Close Signal  Minor 
 AOS 04/30/2026 61.84 05/06/2026 61.06 8 -7.22  Close Signal  Minor 
 BBT 04/30/2026 28.20 05/06/2026 28.52 19 5.00  Close Signal  Minor 
 BDC 04/30/2026 112.43 05/06/2026 114.60 4 7.76  Close Signal  Minor 
 BLDR 04/30/2026 79.09 05/06/2026 80.03 6 4.68  Close Signal  Minor 
 CHH 04/30/2026 99.08 05/06/2026 105.17 5 29.41  Close Signal  Minor 
 CWT 04/30/2026 41.92 05/06/2026 42.70 12 8.34  Close Signal  Minor 
 AWR 04/30/2026 74.79 05/05/2026 75.70 7 5.31  Close Signal  Minor 
 CWCO 04/30/2026 32.05 05/05/2026 32.80 16 10.96  Close Signal  Minor 
 ALGT 04/29/2026 74.51 05/05/2026 75.75 7 7.62  Close Signal  Minor 
 A 04/29/2026 111.30 04/30/2026 115.55 4 16.08  Close Signal  Minor 
 AAP 04/29/2026 55.76 04/30/2026 59.51 9 32.70  Close Signal  Minor 
 AEO 04/28/2026 17.37 05/06/2026 16.91 30 -14.82  Close Signal  Minor 
 ALGN 04/28/2026 177.28 05/06/2026 173.94 3 -11.07  Close Signal  Minor 
 ARE 04/28/2026 40.41 05/04/2026 41.14 13 8.43  Close Signal  Minor 
 AIR 04/28/2026 108.86 04/30/2026 110.37 4 5.16  Close Signal  Minor 
 ANF 04/27/2026 86.59 05/19/2026 72.14 6 -87.61  Close Signal  Minor 
 AJG 04/27/2026 214.35 05/14/2026 197.03 2 -35.45  Close Signal  Minor 
 BCO 04/27/2026 106.54 05/01/2026 107.26 4 2.02  Close Signal  Minor 
 AIG 04/27/2026 73.64 04/30/2026 74.31 7 3.62  Close Signal  Minor 
 CAG 04/27/2026 13.77 04/30/2026 14.35 38 20.96  Close Signal  Minor 
 BDX 04/24/2026 151.08 05/01/2026 148.27 3 -9.32  Close Signal  Minor 
 BBY 04/24/2026 60.45 04/30/2026 60.49 8 -0.65  Close Signal  Minor 
 BGC 04/24/2026 11.25 04/27/2026 11.39 46 5.40  Close Signal  Minor 
 COO 04/23/2026 64.95 05/14/2026 60.38 8 -37.54  Close Signal  Minor 
 CTSH 04/23/2026 54.72 05/07/2026 51.59 9 -29.11  Close Signal  Minor 
 ACU 04/23/2026 43.48 05/01/2026 41.82 12 -20.93  Close Signal  Minor 
 BRKR 04/23/2026 36.22 04/30/2026 36.71 14 5.84  Close Signal  Minor 
 CCC 04/23/2026 4.79 04/30/2026 5.24 109 47.93  Close Signal  Minor 
 ACM 04/23/2026 80.46 04/29/2026 81.96 6 8.02  Close Signal  Minor 
 ACN 04/23/2026 178.28 04/29/2026 180.26 2 3.24  Close Signal  Minor 
 BAC 04/23/2026 52.20 04/28/2026 52.39 10 0.85  Close Signal  Minor 
 CRAI 04/23/2026 149.51 04/28/2026 154.16 3 13.03  Close Signal  Minor 
 CXM 04/23/2026 4.84 04/27/2026 5.10 108 26.99  Close Signal  Minor 
 CYH 04/23/2026 2.49 04/27/2026 2.81 210 66.05  Close Signal  Minor 
 ALCO 04/23/2026 41.72 04/24/2026 42.33 12 6.31  Close Signal  Minor 
 AMSF 04/22/2026 29.57 04/28/2026 31.33 17 28.87  Close Signal  Minor 
 COCO 04/22/2026 46.58 04/24/2026 50.39 11 40.82  Close Signal  Minor 
 ATO 04/22/2026 181.46 04/23/2026 186.75 2 9.84  Close Signal  Minor 
 AVA 04/22/2026 39.65 04/23/2026 40.75 13 13.25  Close Signal  Minor 
 BKH 04/22/2026 71.84 04/23/2026 73.96 7 13.81  Close Signal  Minor 
 CAH 04/21/2026 204.92 04/28/2026 205.61 2 0.56  Close Signal  Minor 
 BCRX 04/21/2026 8.58 04/24/2026 8.94 60 20.54  Close Signal  Minor 
 AEP 04/21/2026 130.94 04/23/2026 134.11 3 8.71  Close Signal  Minor 
 BKD 04/21/2026 13.12 04/23/2026 13.64 39 19.23  Close Signal  Minor 
 CMS 04/21/2026 75.00 04/23/2026 76.03 6 5.27  Close Signal  Minor 
 CPK 04/21/2026 123.69 04/23/2026 127.14 4 12.79  Close Signal  Minor 
 CWST 04/21/2026 77.96 04/22/2026 80.84 6 16.32  Close Signal  Minor 
 GILD 04/20/2026 134.99 04/30/2026 129.99 3 -15.78  Close Signal  Minor 
 GERN 04/20/2026 1.56 04/27/2026 1.53 329 -10.88  Close Signal  Minor 
 EXC 04/20/2026 45.97 04/23/2026 46.32 11 2.83  Close Signal  Minor 
561 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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