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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: 1/1/2025 - 12/31/2025
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $640   Total Trades: 1,092  
Capital Growth:6.4%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.07  Avg Trade Duration, days:4.28  
Payoff Ratio: [?] 0.67   Avg Profit per Trade:0.14%  
Max Drawdown:26%   Avg Profit per Day:0.033%  
Max Drawdown, $: 2,630   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.24   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 6.4%   CAGR: [?]6.4%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 16.08 6.40 1.54 -5.26 -9.15 -3.36 6.44 3.01 1.62 12.53 -2.42 -1.43 1.85 2.56
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 FIZZ 10/14/2025 36.09 10/16/2025 36.55 14 5.42  Close Signal  Minor 
 ES 10/14/2025 70.59 10/15/2025 72.24 7 10.54  Close Signal  Minor 
 FLL 10/14/2025 2.52 10/15/2025 2.71 202 37.30  Close Signal  Minor 
 ACIW 10/13/2025 51.00 10/21/2025 49.61 10 -14.90  Close Signal  Minor 
 ACAD 10/13/2025 20.06 10/15/2025 21.74 25 40.93  Close Signal  Minor 
 AAPL 10/10/2025 245.03 10/15/2025 249.10 2 7.15  Close Signal  Minor 
 ABCB 10/10/2025 71.16 10/14/2025 74.86 7 24.86  Close Signal  Minor 
 ABM 10/10/2025 44.45 10/14/2025 45.43 11 9.79  Close Signal  Minor 
 ABR 10/09/2025 11.14 10/14/2025 11.41 46 11.38  Close Signal  Minor 
 ALEX 10/08/2025 17.03 10/15/2025 16.74 30 -9.71  Close Signal  Minor 
 AOS 10/08/2025 70.69 10/15/2025 68.84 7 -13.92  Close Signal  Minor 
 BXP 10/08/2025 73.03 10/15/2025 71.73 7 -10.11  Close Signal  Minor 
 BAC 10/08/2025 49.58 10/14/2025 49.83 10 1.50  Close Signal  Minor 
 BGS 10/08/2025 4.20 10/14/2025 4.37 123 19.85  Close Signal  Minor 
 BYD 10/08/2025 83.60 10/14/2025 83.36 6 -2.44  Close Signal  Minor 
 AAP 10/07/2025 56.56 10/13/2025 54.05 9 -23.57  Close Signal  Minor 
 ANF 10/06/2025 77.88 10/21/2025 69.05 6 -53.84  Close Signal  Minor 
 ARE 10/06/2025 79.99 10/14/2025 75.07 6 -30.44  Close Signal  Minor 
 AMT 10/06/2025 185.57 10/10/2025 186.68 2 1.47  Close Signal  Minor 
 AME 10/06/2025 182.71 10/09/2025 183.02 2 -0.11  Close Signal  Minor 
 AZZ 10/03/2025 108.15 10/21/2025 99.84 4 -34.06  Close Signal  Minor 
 ACLS 10/03/2025 88.71 10/15/2025 83.77 5 -25.55  Close Signal  Minor 
 AM 10/03/2025 18.85 10/08/2025 19.11 28 6.21  Close Signal  Minor 
 AROW 10/02/2025 27.24 10/14/2025 26.90 19 -7.49  Close Signal  Minor 
 ATEC 10/02/2025 13.76 10/08/2025 14.02 38 8.82  Close Signal  Minor 
 AEO 10/01/2025 16.84 10/13/2025 15.29 31 -49.02  Close Signal  Minor 
 ADM 10/01/2025 58.75 10/03/2025 60.53 8 13.28  Close Signal  Minor 
 BBW 09/30/2025 64.93 10/10/2025 59.69 8 -42.90  Close Signal  Minor 
 AMPL 09/30/2025 10.72 10/08/2025 10.30 49 -21.60  Close Signal  Minor 
 BLX 09/30/2025 45.33 10/08/2025 44.39 11 -11.32  Close Signal  Minor 
 BHB 09/30/2025 30.12 10/06/2025 30.19 17 0.16  Close Signal  Minor 
 ABCB 09/30/2025 73.31 10/03/2025 73.79 7 2.33  Close Signal  Minor 
 CART 09/30/2025 36.76 10/02/2025 39.30 14 34.48  Close Signal  Minor 
 BDC 09/29/2025 120.55 10/15/2025 114.00 4 -27.13  Close Signal  Minor 
 BDN 09/29/2025 4.11 10/14/2025 3.71 128 -52.18  Close Signal  Minor 
 ATLO 09/29/2025 20.11 10/06/2025 19.95 26 -5.20  Close Signal  Minor 
 BUSE 09/29/2025 23.25 10/06/2025 23.12 22 -3.88  Close Signal  Minor 
 ALTI 09/29/2025 3.57 10/03/2025 3.66 147 12.16  Close Signal  Minor 
 BX 09/26/2025 173.78 10/14/2025 162.54 3 -34.71  Close Signal  Minor 
 BCPC 09/26/2025 150.08 10/10/2025 144.64 3 -17.20  Close Signal  Minor 
 BEN 09/26/2025 22.95 09/30/2025 23.13 23 3.08  Close Signal  Minor 
 CACC 09/26/2025 458.46 09/30/2025 466.93 1 7.54  Close Signal  Minor 
 ALGN 09/25/2025 124.88 10/01/2025 127.52 4 9.55  Close Signal  Minor 
 A 09/25/2025 121.65 09/30/2025 128.35 4 25.79  Close Signal  Minor 
 ALG 09/24/2025 193.79 10/02/2025 191.26 2 -5.83  Close Signal  Minor 
 ACAD 09/24/2025 21.26 09/30/2025 21.34 25 0.93  Close Signal  Minor 
 AMZN 09/23/2025 220.71 09/29/2025 222.17 2 2.03  Close Signal  Minor 
 APD 09/23/2025 274.76 09/29/2025 268.70 1 -6.60  Close Signal  Minor 
 BIIB 09/23/2025 139.31 09/29/2025 138.52 3 -3.20  Close Signal  Minor 
 ACI 09/22/2025 17.58 10/08/2025 17.21 30 -12.14  Close Signal  Minor 
 AEO 09/22/2025 17.80 09/26/2025 17.80 30 -1.07  Close Signal  Minor 
 ATR 09/22/2025 132.23 09/26/2025 131.80 4 -2.78  Close Signal  Minor 
 ADC 09/22/2025 70.10 09/23/2025 70.68 7 3.07  Close Signal  Minor 
 EAT 09/18/2025 138.87 10/06/2025 126.52 3 -37.83  Close Signal  Minor 
 BMY 09/18/2025 44.98 09/30/2025 44.49 11 -6.37  Close Signal  Minor 
 CPRT 09/18/2025 45.46 09/30/2025 44.97 11 -6.38  Close Signal  Minor 
 BR 09/18/2025 241.54 09/29/2025 236.63 2 -10.77  Close Signal  Minor 
 DPZ 09/18/2025 430.08 09/26/2025 435.75 1 4.80  Close Signal  Minor 
 CBRL 09/18/2025 45.52 09/25/2025 43.53 11 -22.86  Close Signal  Minor 
 DRI 09/18/2025 191.19 09/25/2025 185.52 2 -12.09  Close Signal  Minor 
 BSX 09/18/2025 98.23 09/24/2025 98.06 5 -1.83  Close Signal  Minor 
 CSL 09/18/2025 330.35 09/22/2025 337.60 1 6.58  Close Signal  Minor 
 EQT 09/18/2025 49.24 09/22/2025 49.82 10 4.81  Close Signal  Minor 
 BLDR 09/17/2025 129.28 09/29/2025 119.61 4 -39.66  Close Signal  Minor 
 ARW 09/17/2025 119.08 09/26/2025 120.92 4 6.40  Close Signal  Minor 
 ALNY 09/17/2025 451.73 09/22/2025 458.92 1 6.28  Close Signal  Minor 
 ANF 09/17/2025 85.39 09/18/2025 89.91 6 26.05  Close Signal  Minor 
 ATEC 09/17/2025 14.70 09/18/2025 15.22 36 17.63  Close Signal  Minor 
 ALK 09/16/2025 57.60 10/07/2025 49.00 9 -78.32  Close Signal  Minor 
 ARTNA 09/16/2025 31.77 09/22/2025 32.13 16 4.73  Close Signal  Minor 
 ALE 09/16/2025 62.45 09/17/2025 64.18 8 12.82  Close Signal  Minor 
 AGM 09/15/2025 191.26 10/08/2025 161.23 2 -60.73  Close Signal  Minor 
 BCRX 09/15/2025 7.70 09/18/2025 7.96 69 16.85  Close Signal  Minor 
 AMSF 09/15/2025 41.96 09/17/2025 42.94 12 10.74  Close Signal  Minor 
 AIN 09/12/2025 58.04 10/01/2025 53.50 9 -41.84  Close Signal  Minor 
 CAKE 09/11/2025 57.54 09/24/2025 54.30 9 -30.15  Close Signal  Minor 
 EW 09/11/2025 78.01 09/23/2025 74.57 6 -21.55  Close Signal  Minor 
 SPR 09/11/2025 39.24 09/23/2025 38.89 13 -5.56  Close Signal  Minor 
 BA 09/11/2025 219.99 09/18/2025 215.66 2 -9.53  Close Signal  Minor 
 CTBI 09/11/2025 56.62 09/18/2025 57.62 9 7.97  Close Signal  Minor 
 PRTS 09/11/2025 0.8386 09/18/2025 0.7797 636 -38.47  Close Signal  Minor 
 RNST 09/11/2025 37.99 09/18/2025 38.80 14 10.26  Close Signal  Minor 
 CCRN 09/11/2025 12.66 09/17/2025 13.12 42 18.23  Close Signal  Minor 
 NKSH 09/11/2025 29.14 09/17/2025 29.53 18 5.96  Close Signal  Minor 
 SBUX 09/11/2025 81.77 09/16/2025 83.76 6 10.94  Close Signal  Minor 
 MGM 09/11/2025 35.34 09/15/2025 35.64 15 3.43  Close Signal  Minor 
 NX 09/11/2025 15.11 09/15/2025 14.95 35 -6.65  Close Signal  Minor 
 ABG 09/10/2025 247.01 09/18/2025 245.45 2 -4.10  Close Signal  Minor 
 ACN 09/10/2025 241.54 09/17/2025 239.68 2 -4.68  Close Signal  Minor 
 ACAD 09/10/2025 23.80 09/15/2025 24.67 22 18.06  Close Signal  Minor 
 AAPL 09/10/2025 226.57 09/12/2025 233.84 2 13.61  Close Signal  Minor 
 ABT 09/10/2025 128.79 09/11/2025 132.06 4 12.03  Close Signal  Minor 
 ABM 09/09/2025 45.63 09/11/2025 46.55 11 9.10  Close Signal  Minor 
 ALTI 09/08/2025 4.06 09/18/2025 3.92 132 -19.52  Close Signal  Minor 
 CRMT 09/05/2025 36.12 09/18/2025 34.14 14 -28.69  Close Signal  Minor 
 CMG 09/05/2025 41.06 09/16/2025 39.30 13 -23.91  Close Signal  Minor 
 CBZ 09/05/2025 59.86 09/11/2025 57.94 8 -16.29  Close Signal  Minor 
 CNA 09/05/2025 47.53 09/11/2025 47.41 11 -2.36  Close Signal  Minor 
 AMD 09/05/2025 151.14 09/10/2025 159.54 3 24.26  Close Signal  Minor 
 AES 09/04/2025 12.65 09/11/2025 12.69 42 0.61  Close Signal  Minor 
1092 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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