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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 [?]
 BGC 06/02/2026 10.34 06/04/2026 10.56 54 10.75  Close Signal  Minor 
 AMGN 06/02/2026 328.26 06/03/2026 338.22 1 9.29  Close Signal  Minor 
 ATO 06/01/2026 167.15 06/05/2026 170.24 3 8.25  Close Signal  Minor 
 AEE 06/01/2026 104.36 06/04/2026 106.24 5 8.34  Close Signal  Minor 
 ANGO 06/01/2026 10.91 06/04/2026 12.03 51 55.92  Close Signal  Minor 
 BANF 06/01/2026 108.01 06/04/2026 109.60 5 6.86  Close Signal  Minor 
 ATEC 06/01/2026 7.48 06/03/2026 7.68 75 13.86  Close Signal  Minor 
 AEP 06/01/2026 123.79 06/02/2026 127.11 4 12.27  Close Signal  Minor 
 AM 06/01/2026 20.62 06/02/2026 20.99 27 9.03  Close Signal  Minor 
 ADC 05/28/2026 73.77 06/05/2026 72.90 7 -7.09  Close Signal  Minor 
 AIG 05/28/2026 73.91 06/05/2026 74.99 7 6.51  Close Signal  Minor 
 AGO 05/28/2026 74.18 06/04/2026 73.87 7 -3.21  Close Signal  Minor 
 AIZ 05/28/2026 246.55 06/03/2026 247.56 2 1.03  Close Signal  Minor 
 ACGL 05/27/2026 91.40 06/05/2026 91.19 6 -2.35  Close Signal  Minor 
 AFG 05/27/2026 132.74 06/05/2026 131.62 4 -5.54  Close Signal  Minor 
 AXS 05/27/2026 95.22 06/04/2026 94.95 5 -2.30  Close Signal  Minor 
 AFL 05/27/2026 114.85 06/02/2026 113.63 4 -5.79  Close Signal  Minor 
 GLRE 05/26/2026 16.75 06/05/2026 15.53 33 -41.31  Close Signal  Minor 
 GPOR 05/26/2026 172.24 06/04/2026 171.06 3 -4.57  Close Signal  Minor 
 COP 05/26/2026 116.57 06/01/2026 115.58 4 -4.89  Close Signal  Minor 
 DVN 05/26/2026 44.81 06/01/2026 45.97 12 12.82  Close Signal  Minor 
 CRK 05/26/2026 13.18 05/28/2026 13.65 42 18.60  Close Signal  Minor 
 CVS 05/26/2026 90.17 05/28/2026 92.40 6 12.28  Close Signal  Minor 
 ALTI 05/26/2026 3.13 05/27/2026 3.45 178 55.76  Close Signal  Minor 
 CHDN 05/26/2026 83.07 05/27/2026 86.88 6 21.83  Close Signal  Minor 
 CODI 05/22/2026 11.46 06/09/2026 10.64 48 -40.40  Close Signal  Minor 
 SBUX 05/22/2026 103.11 06/09/2026 97.41 5 -29.49  Close Signal  Minor 
 EGY 05/22/2026 5.72 06/01/2026 5.44 96 -27.94  Close Signal  Minor 
 GOOG 05/22/2026 379.15 05/26/2026 384.61 1 4.69  Close Signal  Minor 
 DOW 05/21/2026 35.55 06/01/2026 34.69 15 -13.95  Close Signal  Minor 
 EHTH 05/21/2026 1.62 06/01/2026 1.64 336 5.62  Close Signal  Minor 
 GLNG 05/21/2026 52.05 06/01/2026 50.59 10 -15.62  Close Signal  Minor 
 DE 05/21/2026 529.98 05/28/2026 537.61 1 6.56  Close Signal  Minor 
 INTU 05/21/2026 305.66 05/28/2026 311.57 1 5.29  Close Signal  Minor 
 BCRX 05/21/2026 8.37 05/27/2026 9.12 65 47.59  Close Signal  Minor 
 GPRE 05/21/2026 15.07 05/26/2026 15.83 36 26.23  Close Signal  Minor 
 GVA 05/21/2026 127.53 05/26/2026 133.41 4 22.46  Close Signal  Minor 
 HXL 05/21/2026 84.76 05/26/2026 87.96 6 18.15  Close Signal  Minor 
 APD 05/20/2026 287.40 06/03/2026 280.53 1 -7.43  Close Signal  Minor 
 AMP 05/20/2026 457.27 06/01/2026 447.15 1 -11.02  Close Signal  Minor 
 CE 05/20/2026 53.46 05/27/2026 52.89 10 -6.76  Close Signal  Minor 
 ADI 05/20/2026 396.98 05/26/2026 418.81 1 21.00  Close Signal  Minor 
 DAR 05/20/2026 58.98 05/26/2026 59.35 9 2.26  Close Signal  Minor 
 CIA 05/20/2026 4.80 05/22/2026 4.94 112 14.58  Close Signal  Minor 
 CTRN 05/20/2026 36.28 05/22/2026 42.61 14 87.47  Close Signal  Minor 
 ACAD 05/19/2026 20.48 05/21/2026 21.32 26 20.74  Close Signal  Minor 
 AEIS 05/19/2026 302.75 05/21/2026 323.69 1 20.30  Close Signal  Minor 
 AIR 05/19/2026 100.89 05/20/2026 107.51 5 32.04  Close Signal  Minor 
 AMKR 05/18/2026 65.97 05/26/2026 73.38 8 58.14  Close Signal  Minor 
 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 2.83 196 16.54  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 28.52 05/21/2026 28.90 18 5.80  Close Signal  Minor 
 AVD 05/18/2026 2.71 05/20/2026 2.86 198 28.58  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 4.17 05/21/2026 4.15 129 -3.65  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 -3.72  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 82.69 05/18/2026 83.41 6 3.32  Close Signal  Minor 
 ABM 05/13/2026 38.52 05/14/2026 39.37 14 10.80  Close Signal  Minor 
 ALG 05/12/2026 151.31 05/18/2026 150.90 3 -2.14  Close Signal  Minor 
 AEO 05/11/2026 15.40 05/19/2026 15.24 35 -6.67  Close Signal  Minor 
 AAP 05/11/2026 51.60 05/18/2026 50.37 10 -13.31  Close Signal  Minor 
 ABR 05/11/2026 6.47 05/18/2026 5.87 83 -50.80  Close Signal  Minor 
 ACM 05/08/2026 80.23 05/18/2026 71.17 6 -55.24  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 2 -9.47  Close Signal  Minor 
 AMPL 05/07/2026 5.91 05/18/2026 6.35 91 38.90  Close Signal  Minor 
 ARAY 05/07/2026 0.2931 05/18/2026 0.2927 1,848 -1.82  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 20 -47.57  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 68.03 05/13/2026 71.41 7 22.67  Close Signal  Minor 
 ATEC 05/06/2026 6.99 05/12/2026 7.74 77 56.59  Close Signal  Minor 
 CFBK 05/06/2026 26.67 05/08/2026 27.35 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 49 18.51  Close Signal  Minor 
 CRVL 05/06/2026 55.37 05/07/2026 58.06 9 23.18  Close Signal  Minor 
 APH 05/05/2026 136.48 05/14/2026 128.99 3 -23.26  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 86.92 05/14/2026 84.30 6 -16.74  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 61.47 05/06/2026 60.69 8 -7.18  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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