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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: $287   Total Trades: 950  
Capital Growth:2.87%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.04  Avg Trade Duration, days:4.28  
Payoff Ratio: [?] 0.68   Avg Profit per Trade:0.11%  
Max Drawdown:26%   Avg Profit per Day:0.025%  
Max Drawdown, $: 2,631   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.11   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 2.87%   CAGR: [?]2.87%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 17.15 2.87 1.38 -5.27 -9.16 -3.26 7.37 3.01 1.88 12.30 -2.44 -1.28
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 ONB 07/23/2025 21.91 08/05/2025 20.76 22 -26.23  Close Signal  Minor 
 NATH 07/23/2025 96.94 07/30/2025 97.33 5 0.98  Close Signal  Minor 
 DIOD 07/23/2025 52.49 07/29/2025 51.60 9 -8.94  Close Signal  Minor 
 BCPC 07/23/2025 150.63 07/28/2025 150.64 3 -0.87  Close Signal  Minor 
 CORT 07/23/2025 68.39 07/28/2025 69.15 7 4.35  Close Signal  Minor 
 MORN 07/23/2025 276.06 07/28/2025 281.99 1 5.37  Close Signal  Minor 
 PEBO 07/23/2025 29.61 07/28/2025 29.36 16 -4.94  Close Signal  Minor 
 NHC 07/23/2025 95.10 07/25/2025 95.90 5 3.04  Close Signal  Minor 
 GEO 07/23/2025 23.67 07/24/2025 24.55 20 16.63  Close Signal  Minor 
 BMI 07/22/2025 204.35 07/30/2025 190.88 2 -27.72  Close Signal  Minor 
 EFX 07/22/2025 237.93 07/29/2025 246.71 2 16.58  Close Signal  Minor 
 ADI 07/22/2025 234.57 07/28/2025 229.86 2 -10.34  Close Signal  Minor 
 CXW 07/22/2025 19.73 07/25/2025 20.73 24 23.02  Close Signal  Minor 
 FDS 07/22/2025 416.01 07/25/2025 418.31 1 1.46  Close Signal  Minor 
 CAH 07/22/2025 156.59 07/24/2025 157.77 3 2.60  Close Signal  Minor 
 CMTL 07/22/2025 2.25 07/23/2025 2.43 213 37.32  Close Signal  Minor 
 CPSS 07/22/2025 8.68 07/23/2025 9.13 55 23.76  Close Signal  Minor 
 CRAI 07/22/2025 174.15 07/23/2025 176.52 2 4.04  Close Signal  Minor 
 ALKS 07/21/2025 26.66 07/29/2025 27.00 17 4.86  Close Signal  Minor 
 CVI 07/18/2025 28.60 07/28/2025 28.72 16 1.00  Close Signal  Minor 
 CIX 07/18/2025 23.64 07/24/2025 23.43 20 -5.14  Close Signal  Minor 
 CWST 07/18/2025 107.94 07/24/2025 108.79 4 2.53  Close Signal  Minor 
 ATRC 07/18/2025 29.26 07/23/2025 30.82 16 23.99  Close Signal  Minor 
 CVS 07/18/2025 60.79 07/23/2025 61.35 7 3.06  Close Signal  Minor 
 ATEC 07/18/2025 10.49 07/22/2025 10.74 45 10.29  Close Signal  Minor 
 CRMT 07/18/2025 54.84 07/22/2025 55.53 8 4.63  Close Signal  Minor 
 ABG 07/17/2025 229.52 07/23/2025 238.52 2 17.05  Close Signal  Minor 
 AVD 07/17/2025 3.56 07/23/2025 3.73 134 21.79  Close Signal  Minor 
 ABT 07/17/2025 119.98 07/22/2025 125.17 3 14.83  Close Signal  Minor 
 AN 07/17/2025 196.41 07/22/2025 201.91 2 10.20  Close Signal  Minor 
 ARRY 07/17/2025 6.89 07/22/2025 7.06 69 10.76  Close Signal  Minor 
 CL 07/17/2025 86.14 07/22/2025 88.11 5 8.97  Close Signal  Minor 
 CMP 07/17/2025 20.69 07/22/2025 21.18 23 10.30  Close Signal  Minor 
 ARL 07/17/2025 12.58 07/21/2025 13.02 38 15.74  Close Signal  Minor 
 ALG 07/16/2025 216.61 07/23/2025 218.63 2 3.17  Close Signal  Minor 
 ACI 07/16/2025 20.22 07/22/2025 20.26 23 -0.01  Close Signal  Minor 
 ANDE 07/16/2025 36.52 07/22/2025 36.42 13 -2.25  Close Signal  Minor 
 APA 07/16/2025 17.70 07/18/2025 18.36 27 16.84  Close Signal  Minor 
 ATR 07/14/2025 156.54 07/18/2025 155.37 3 -4.44  Close Signal  Minor 
 AYI 07/14/2025 294.62 07/18/2025 292.52 1 -2.69  Close Signal  Minor 
 BJRI 07/14/2025 41.00 07/18/2025 40.04 11 -11.45  Close Signal  Minor 
 AME 07/14/2025 178.07 07/17/2025 179.41 2 1.96  Close Signal  Minor 
 ASUR 07/14/2025 10.03 07/17/2025 10.20 48 7.18  Close Signal  Minor 
 CCRN 07/14/2025 12.08 07/17/2025 12.55 40 17.81  Close Signal  Minor 
 AGM 07/11/2025 175.98 07/23/2025 175.46 2 -1.74  Close Signal  Minor 
 AIG 07/11/2025 81.30 07/18/2025 80.74 5 -3.61  Close Signal  Minor 
 ACN 07/11/2025 279.24 07/17/2025 280.87 1 1.07  Close Signal  Minor 
 AIZ 07/11/2025 186.86 07/14/2025 190.36 2 6.24  Close Signal  Minor 
 ADSK 07/10/2025 286.11 07/16/2025 289.47 1 2.78  Close Signal  Minor 
 EE 07/09/2025 27.53 07/18/2025 26.53 17 -17.91  Close Signal  Minor 
 CNA 07/09/2025 44.11 07/17/2025 43.67 11 -5.80  Close Signal  Minor 
 CI 07/09/2025 308.22 07/16/2025 304.28 1 -4.55  Close Signal  Minor 
 EAT 07/09/2025 169.19 07/16/2025 166.18 2 -6.69  Close Signal  Minor 
 AGO 07/09/2025 83.13 07/14/2025 83.75 5 2.26  Close Signal  Minor 
 CNC 07/08/2025 32.60 07/23/2025 29.42 15 -48.61  Close Signal  Minor 
 DGX 07/08/2025 171.74 07/17/2025 167.44 2 -9.27  Close Signal  Minor 
 AM 07/08/2025 17.23 07/14/2025 17.48 28 6.02  Close Signal  Minor 
 ADC 07/08/2025 70.62 07/11/2025 70.86 6 0.59  Close Signal  Minor 
 ARL 07/07/2025 13.22 07/08/2025 14.52 36 45.78  Close Signal  High 
 TNDM 07/03/2025 16.78 07/16/2025 15.75 29 -30.80  Close Signal  Minor 
 GLRE 07/02/2025 14.15 07/17/2025 13.30 34 -29.82  Close Signal  Minor 
 AR 07/02/2025 37.20 07/14/2025 37.16 13 -1.49  Close Signal  Minor 
 CWST 07/02/2025 111.59 07/09/2025 112.92 4 4.42  Close Signal  Minor 
 ADUS 07/02/2025 110.37 07/08/2025 112.07 4 5.91  Close Signal  Minor 
 BOX 07/02/2025 32.82 07/08/2025 33.58 14 9.71  Close Signal  Minor 
 PRGS 07/01/2025 55.52 07/17/2025 48.72 8 -55.21  Close Signal  Minor 
 CRK 07/01/2025 25.26 07/14/2025 23.86 19 -27.52  Close Signal  Minor 
 EXE 07/01/2025 109.50 07/14/2025 107.92 4 -7.19  Close Signal  Minor 
 EQT 07/01/2025 55.55 07/11/2025 55.16 8 -4.00  Close Signal  Minor 
 GPOR 07/01/2025 190.92 07/11/2025 184.45 2 -13.68  Close Signal  Minor 
 RRC 07/01/2025 38.86 07/11/2025 38.16 12 -9.32  Close Signal  Minor 
 CRMD 07/01/2025 11.79 07/10/2025 11.71 41 -4.24  Close Signal  Minor 
 CHE 07/01/2025 483.25 07/09/2025 470.92 1 -13.28  Close Signal  Minor 
 MNKD 07/01/2025 3.58 07/08/2025 3.62 135 4.43  Close Signal  Minor 
 GWRE 07/01/2025 231.29 07/07/2025 233.59 2 3.67  Close Signal  Minor 
 TSLA 07/01/2025 300.71 07/03/2025 315.35 1 14.02  Close Signal  Minor 
 MO 07/01/2025 57.22 07/02/2025 58.23 8 7.15  Close Signal  Minor 
 PBH 06/30/2025 79.85 07/18/2025 75.77 5 -21.17  Close Signal  Minor 
 ACAD 06/30/2025 21.57 07/09/2025 21.57 22 -0.95  Close Signal  Minor 
 STNG 06/30/2025 38.78 07/02/2025 41.48 12 31.42  Close Signal  Minor 
 ALKS 06/30/2025 28.61 07/01/2025 28.99 16 5.16  Close Signal  Minor 
 CPB 06/30/2025 29.91 07/01/2025 30.92 15 14.23  Close Signal  Minor 
 HSY 06/30/2025 164.69 07/01/2025 174.47 2 18.87  Close Signal  Minor 
 DIN 06/30/2025 23.82 07/01/2025 25.50 19 30.97  Close Signal  Minor 
 KOS 06/30/2025 1.72 07/01/2025 1.88 276 43.14  Close Signal  Minor 
 SRPT 06/30/2025 17.10 07/01/2025 17.71 27 15.52  Close Signal  Minor 
 BG 06/27/2025 79.74 07/02/2025 80.68 5 3.90  Close Signal  Minor 
 TK 06/27/2025 7.42 07/02/2025 7.55 63 7.24  Close Signal  Minor 
 BMY 06/27/2025 45.13 07/01/2025 46.26 10 10.38  Close Signal  Minor 
 NE 06/27/2025 26.30 07/01/2025 26.96 17 10.31  Close Signal  Minor 
 BTU 06/27/2025 12.62 06/30/2025 13.37 37 26.77  Close Signal  Minor 
 CF 06/26/2025 90.16 06/30/2025 91.46 5 5.59  Close Signal  Minor 
 GIS 06/26/2025 49.15 06/30/2025 50.56 9 11.79  Close Signal  Minor 
 CVI 06/26/2025 26.35 06/27/2025 27.19 17 13.36  Close Signal  Minor 
 AKR 06/25/2025 17.78 06/30/2025 18.39 26 14.91  Close Signal  Minor 
 AVB 06/25/2025 197.69 06/30/2025 201.66 2 7.14  Close Signal  Minor 
 DHT 06/24/2025 10.93 07/02/2025 10.72 43 -9.96  Close Signal  Minor 
 ARRY 06/24/2025 6.37 07/01/2025 6.64 73 18.75  Close Signal  Minor 
 HAL 06/24/2025 20.62 07/01/2025 21.05 22 8.54  Close Signal  Minor 
 HP 06/24/2025 15.72 07/01/2025 15.70 29 -1.49  Close Signal  Minor 
950 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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