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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: $1,162   Total Trades: 849  
Capital Growth:11.6%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.15  Avg Trade Duration, days:4.17  
Payoff Ratio: [?] 0.75   Avg Profit per Trade:0.32%  
Max Drawdown:14%   Avg Profit per Day:0.077%  
Max Drawdown, $: 1,463   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.79   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 11.6%   CAGR: [?]11.6%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 11.57 11.62 3.45 -2.92 -3.79 8.07 4.52 -2.83 6.66 0.00 -1.34
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 AA 07/16/2026 46.76 07/22/2026 46.08 11 -8.50  Close Signal  Minor 
 ATRO 07/16/2026 66.04 07/21/2026 69.00 8 22.59  Close Signal  Minor 
 CIEN 07/16/2026 388.81 07/21/2026 408.73 1 19.11  Close Signal  Minor 
 COHR 07/16/2026 276.96 07/21/2026 317.22 2 79.29  Close Signal  Minor 
 INOD 07/16/2026 60.97 07/21/2026 63.63 9 22.81  Close Signal  Minor 
 EW 07/15/2026 87.27 07/28/2026 83.68 6 -22.55  Close Signal  Minor 
 BCRX 07/15/2026 9.41 07/21/2026 9.42 58 -0.51  Close Signal  Minor 
 CAH 07/15/2026 224.94 07/21/2026 227.09 2 3.39  Close Signal  Minor 
 HLIT 07/15/2026 12.99 07/21/2026 12.47 42 -22.90  Close Signal  Minor 
 GD 07/15/2026 365.63 07/20/2026 370.60 1 4.23  Close Signal  Minor 
 DKS 07/15/2026 206.93 07/16/2026 214.85 2 14.99  Close Signal  Minor 
 ARL 07/14/2026 18.15 07/27/2026 15.00 30 -95.45  Close Signal  Minor 
 ALNY 07/14/2026 281.26 07/24/2026 271.77 1 -10.04  Close Signal  Minor 
 CRUS 07/14/2026 137.36 07/21/2026 139.42 4 7.13  Close Signal  Minor 
 EBS 07/14/2026 7.50 07/20/2026 7.69 74 12.93  Close Signal  Minor 
 ALKS 07/14/2026 51.60 07/16/2026 51.94 10 2.36  Close Signal  Minor 
 AMGN 07/14/2026 353.19 07/16/2026 369.42 1 15.50  Close Signal  Minor 
 BSX 07/14/2026 42.63 07/16/2026 44.62 13 24.72  Close Signal  Minor 
 ABT 07/13/2026 91.46 07/16/2026 98.83 6 43.06  Close Signal  Minor 
 FLY 07/10/2026 24.09 07/21/2026 21.11 23 -69.55  Close Signal  Minor 
 CPRT 07/10/2026 27.52 07/16/2026 28.29 20 14.28  Close Signal  Minor 
 DGX 07/10/2026 207.44 07/16/2026 209.41 2 3.10  Close Signal  Minor 
 GPOR 07/10/2026 152.10 07/16/2026 153.38 3 2.92  Close Signal  Minor 
 ALB 07/10/2026 125.62 07/14/2026 128.32 4 9.78  Close Signal  Minor 
 DCO 07/10/2026 165.05 07/14/2026 168.75 3 10.09  Close Signal  Minor 
 EQT 07/09/2026 49.99 07/17/2026 49.41 11 -7.47  Close Signal  Minor 
 CRK 07/09/2026 13.69 07/16/2026 13.10 40 -24.66  Close Signal  Minor 
 CNX 07/09/2026 32.64 07/15/2026 33.25 17 9.24  Close Signal  Minor 
 GVA 07/09/2026 125.58 07/15/2026 124.56 4 -5.08  Close Signal  Minor 
 KALU 07/09/2026 162.25 07/15/2026 162.04 3 -1.60  Close Signal  Minor 
 AOS 07/09/2026 58.66 07/14/2026 60.50 9 15.48  Close Signal  Minor 
 CSL 07/09/2026 328.85 07/14/2026 337.18 1 7.66  Close Signal  Minor 
 IDCC 07/09/2026 266.28 07/14/2026 265.49 2 -2.64  Close Signal  Minor 
 KWR 07/09/2026 146.80 07/14/2026 149.46 3 7.09  Close Signal  Minor 
 CINF 07/09/2026 175.43 07/13/2026 182.67 3 20.63  Close Signal  Minor 
 BGS 07/09/2026 3.87 07/10/2026 3.93 143 7.46  Close Signal  Minor 
 CLX 07/09/2026 91.99 07/10/2026 95.43 6 19.51  Close Signal  Minor 
 AAP 07/08/2026 54.84 07/10/2026 57.95 10 29.96  Close Signal  Minor 
 ALGT 07/08/2026 108.26 07/09/2026 114.65 5 30.82  Close Signal  Minor 
 ACTG 07/07/2026 4.45 07/15/2026 4.45 124 -1.10  Close Signal  Minor 
 ABR 07/07/2026 4.78 07/10/2026 4.89 115 11.53  Close Signal  Minor 
 ACLS 07/07/2026 131.54 07/09/2026 142.93 4 44.44  Close Signal  Minor 
 ARE 07/06/2026 49.87 07/15/2026 48.70 11 -13.95  Close Signal  Minor 
 BCPC 07/06/2026 167.01 07/15/2026 162.70 3 -13.91  Close Signal  Minor 
 CCL 07/06/2026 27.37 07/10/2026 26.69 20 -14.67  Close Signal  Minor 
 CAKE 07/06/2026 76.68 07/09/2026 78.21 7 9.62  Close Signal  Minor 
 CRI 07/02/2026 40.33 07/10/2026 39.87 13 -7.02  Close Signal  Minor 
 AAON 07/02/2026 107.48 07/09/2026 110.11 5 12.06  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 78.66 07/09/2026 77.56 7 -8.79  Close Signal  Minor 
 BLX 07/02/2026 58.54 07/09/2026 57.40 9 -11.30  Close Signal  Minor 
 CTS 07/02/2026 60.50 07/09/2026 60.96 9 3.04  Close Signal  Minor 
 BKR 07/02/2026 52.59 07/07/2026 54.27 10 15.72  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 104.24 07/06/2026 108.11 5 18.28  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 103.27 07/02/2026 104.04 5 2.81  Close Signal  Minor 
 CVX 06/30/2026 164.33 07/02/2026 167.74 3 9.23  Close Signal  Minor 
 DDS 06/30/2026 528.42 07/02/2026 547.21 1 17.71  Close Signal  Minor 
 DHT 06/30/2026 15.50 07/02/2026 16.11 35 20.23  Close Signal  Minor 
 DD 06/30/2026 135.05 07/01/2026 137.86 4 10.14  Close Signal  Minor 
 CECO 06/29/2026 90.07 07/09/2026 84.32 6 -35.53  Close Signal  Minor 
 BGC 06/29/2026 10.43 07/02/2026 11.00 52 28.51  Close Signal  Minor 
 CLF 06/29/2026 9.38 07/02/2026 9.86 57 26.25  Close Signal  Minor 
 AMP 06/29/2026 445.40 06/30/2026 457.34 1 11.03  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 2,093 12.27  Close Signal  Minor 
 CME 06/26/2026 219.97 07/01/2026 229.92 2 18.99  Close Signal  Minor 
 AAPL 06/25/2026 274.91 06/30/2026 289.11 2 27.26  Close Signal  Minor 
 BOOM 06/24/2026 6.20 07/01/2026 6.26 90 4.28  Close Signal  Minor 
 AVAV 06/24/2026 142.18 06/30/2026 165.07 3 67.71  Close Signal  Minor 
 BAM 06/24/2026 44.46 06/30/2026 44.41 12 -1.67  Close Signal  Minor 
 BCO 06/24/2026 96.04 06/30/2026 94.29 5 -9.70  Close Signal  Minor 
 BX 06/24/2026 111.86 06/30/2026 116.50 5 22.05  Close Signal  Minor 
 AU 06/24/2026 78.12 06/29/2026 81.30 7 21.13  Close Signal  Minor 
 CDE 06/24/2026 15.47 06/29/2026 16.33 36 29.80  Close Signal  Minor 
 ALB 06/23/2026 149.47 07/01/2026 135.62 3 -42.38  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 13.11  Close Signal  Minor 
 BG 06/23/2026 110.17 06/25/2026 110.86 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 213.24 06/23/2026 219.10 2 10.85  Close Signal  Minor 
 AJG 06/22/2026 208.51 06/23/2026 215.20 2 12.53  Close Signal  Minor 
 AA 06/18/2026 59.26 07/14/2026 48.97 9 -93.54  Close Signal  Minor 
 ACI 06/18/2026 13.25 06/24/2026 13.92 42 26.98  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 2.57 230 21.83  Close Signal  Minor 
 EPM 06/15/2026 3.88 07/08/2026 3.76 146 -18.63  Close Signal  Minor 
 HAL 06/15/2026 38.00 07/07/2026 33.63 14 -62.15  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 
849 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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