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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: $478   Total Trades: 744  
Capital Growth:4.78%   Profit Trades, % of Total:62%  
Profit Factor: [?] 1.08  Avg Trade Duration, days:4.14  
Payoff Ratio: [?] 0.66   Avg Profit per Trade:0.18%  
Max Drawdown:26%   Avg Profit per Day:0.044%  
Max Drawdown, $: 2,616   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.18   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 4.78%   CAGR: [?]4.78%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 9.01 4.78 0.59 -5.23 -9.21 -3.39 8.05 3.15 1.99 10.24
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 CIX 05/20/2025 23.94 05/21/2025 24.85 19 16.35  Close Signal  Minor 
 CDZI 05/19/2025 2.84 05/27/2025 2.85 160 0.69  Close Signal  Minor 
 DENN 05/19/2025 4.01 05/27/2025 3.92 113 -11.06  Close Signal  Minor 
 DLX 05/19/2025 14.93 05/27/2025 14.25 30 -21.27  Close Signal  Minor 
 URGN 05/16/2025 7.31 05/30/2025 4.24 62 -190.96  Close Signal  Minor 
 ORGN 05/16/2025 0.44 05/28/2025 0.5093 1,032 70.50  Close Signal  Minor 
 OPI 05/16/2025 0.2337 05/27/2025 0.198 1,943 -70.17  Close Signal  Minor 
 GOCO 05/16/2025 7.13 05/27/2025 6.29 63 -53.74  Close Signal  Minor 
 GLOB 05/16/2025 101.47 05/22/2025 105.37 4 14.76  Close Signal  Minor 
 XFOR 05/16/2025 2.92 05/22/2025 3.23 155 47.07  Close Signal  Minor 
 X 05/16/2025 40.35 05/19/2025 41.62 11 13.06  Close Signal  Minor 
 BHVN 05/15/2025 15.82 06/02/2025 15.68 28 -4.80  Close Signal  Minor 
 FI 05/15/2025 159.13 05/30/2025 162.79 2 6.67  Close Signal  Minor 
 NFE 05/15/2025 2.51 05/28/2025 2.83 179 56.30  Close Signal  Minor 
 OB 05/15/2025 2.91 05/27/2025 2.72 154 -30.11  Close Signal  Minor 
 PEN 05/15/2025 275.32 05/27/2025 272.63 1 -3.24  Close Signal  Minor 
 PAGS 05/15/2025 8.69 05/27/2025 8.56 51 -7.51  Close Signal  Minor 
 WKHS 05/15/2025 0.901 05/23/2025 0.87 500 -16.38  Close Signal  Minor 
 PLL 05/15/2025 6.69 05/22/2025 6.42 67 -18.96  Close Signal  Minor 
 LXRX 05/15/2025 0.53 05/20/2025 0.57 850 33.05  Close Signal  Minor 
 IRWD 05/15/2025 0.5944 05/20/2025 0.6524 758 43.00  Close Signal  Minor 
 ANIP 05/15/2025 59.53 05/20/2025 60.64 7 6.92  Close Signal  Minor 
 FCFS 05/15/2025 126.74 05/19/2025 127.76 3 2.29  Close Signal  Minor 
 UNH 05/15/2025 272.51 05/19/2025 313.77 1 40.65  Close Signal  Minor 
 AMED 05/15/2025 93.72 05/16/2025 94.62 4 2.84  Close Signal  Minor 
 SRPT 05/15/2025 35.27 05/16/2025 36.43 12 13.05  Close Signal  Minor 
 INGN 05/15/2025 5.75 05/16/2025 6.09 78 25.58  Close Signal  Minor 
 APLS 05/15/2025 16.36 05/16/2025 17.45 27 28.50  Close Signal  Minor 
 ACGL 05/14/2025 90.85 05/15/2025 93.54 5 12.52  Close Signal  Minor 
 AFL 05/14/2025 103.33 05/15/2025 105.20 4 6.64  Close Signal  Minor 
 ABT 05/13/2025 128.47 05/15/2025 132.75 3 12.05  Close Signal  Minor 
 ADC 05/13/2025 72.16 05/15/2025 73.15 6 5.07  Close Signal  Minor 
 ARTNA 05/13/2025 32.31 05/15/2025 32.88 13 6.56  Close Signal  Minor 
 AWR 05/13/2025 75.20 05/15/2025 76.85 5 7.49  Close Signal  Minor 
 CI 05/12/2025 314.23 05/16/2025 319.40 1 4.53  Close Signal  Minor 
 CPK 05/12/2025 122.20 05/16/2025 122.40 3 -0.13  Close Signal  Minor 
 AEE 05/12/2025 94.71 05/15/2025 96.10 4 4.79  Close Signal  Minor 
 ATO 05/12/2025 154.37 05/15/2025 155.11 2 0.86  Close Signal  Minor 
 BKH 05/12/2025 56.77 05/15/2025 57.36 7 3.33  Close Signal  Minor 
 CASY 05/12/2025 436.32 05/15/2025 441.95 1 4.75  Close Signal  Minor 
 CNP 05/12/2025 36.63 05/15/2025 37.23 12 6.31  Close Signal  Minor 
 AVA 05/09/2025 38.98 05/16/2025 38.43 11 -6.90  Close Signal  Minor 
 CL 05/09/2025 89.27 05/15/2025 89.10 4 -1.39  Close Signal  Minor 
 CXW 05/09/2025 21.88 05/15/2025 21.92 20 -0.08  Close Signal  Minor 
 AAP 05/09/2025 30.75 05/12/2025 33.24 14 33.95  Close Signal  Minor 
 BMY 05/09/2025 45.85 05/12/2025 47.55 9 14.45  Close Signal  Minor 
 AEP 05/08/2025 103.41 05/15/2025 100.78 4 -11.33  Close Signal  Minor 
 AMT 05/08/2025 216.18 05/15/2025 210.03 2 -13.15  Close Signal  Minor 
 CCI 05/08/2025 102.18 05/15/2025 99.70 4 -10.72  Close Signal  Minor 
 ACIW 05/08/2025 48.46 05/14/2025 49.21 9 5.87  Close Signal  Minor 
 CODI 05/08/2025 6.55 05/14/2025 7.97 66 92.71  Close Signal  Minor 
 CCOI 05/08/2025 48.22 05/13/2025 50.15 9 16.48  Close Signal  Minor 
 CLF 05/08/2025 7.15 05/13/2025 7.58 61 25.32  Close Signal  Minor 
 CTO 05/08/2025 17.31 05/12/2025 17.89 25 13.61  Close Signal  Minor 
 CEVA 05/07/2025 21.14 05/13/2025 22.17 20 19.72  Close Signal  Minor 
 BMRN 05/07/2025 59.32 05/12/2025 61.37 7 13.50  Close Signal  Minor 
 CAG 05/07/2025 22.58 05/12/2025 22.89 19 5.02  Close Signal  Minor 
 ACET 05/07/2025 0.4904 05/09/2025 0.6099 882 104.38  Close Signal  Minor 
 CIX 05/07/2025 24.78 05/08/2025 25.62 17 13.42  Close Signal  Minor 
 CPB 05/07/2025 34.86 05/08/2025 35.15 12 2.64  Close Signal  Minor 
 AIT 05/06/2025 219.88 05/12/2025 232.79 1 12.45  Close Signal  Minor 
 AMGN 05/06/2025 268.07 05/12/2025 272.35 1 3.74  Close Signal  Minor 
 ANDE 05/06/2025 34.75 05/09/2025 34.47 12 -4.19  Close Signal  Minor 
 ANGO 05/06/2025 8.63 05/08/2025 9.28 49 30.96  Close Signal  Minor 
 BGS 05/05/2025 6.13 05/15/2025 4.27 69 -128.99  Close Signal  Minor 
 AAPL 05/05/2025 198.40 05/09/2025 198.05 2 -1.49  Close Signal  Minor 
 BFLY 05/05/2025 2.22 05/08/2025 2.27 191 8.69  Close Signal  Minor 
 DHX 05/05/2025 1.33 05/07/2025 1.36 320 8.73  Close Signal  Minor 
 ABR 05/02/2025 10.18 05/09/2025 9.82 41 -15.57  Close Signal  Minor 
 BDX 05/02/2025 167.77 05/08/2025 166.94 2 -2.33  Close Signal  Minor 
 HL 05/02/2025 4.54 05/08/2025 4.92 93 34.44  Close Signal  Minor 
 HUN 05/02/2025 11.86 05/08/2025 11.77 35 -3.98  Close Signal  Minor 
 COKE 05/02/2025 114.25 05/07/2025 119.09 3 13.81  Close Signal  Minor 
 EHTH 05/02/2025 5.19 05/07/2025 5.75 81 44.45  Close Signal  Minor 
 HOLX 05/02/2025 54.16 05/07/2025 55.43 7 8.12  Close Signal  Minor 
 ICFI 05/02/2025 79.72 05/06/2025 84.32 5 22.17  Close Signal  Minor 
 CDE 05/02/2025 5.31 05/05/2025 5.45 79 10.20  Close Signal  Minor 
 COLM 05/02/2025 59.35 05/05/2025 61.85 7 16.64  Close Signal  Minor 
 AIN 05/01/2025 61.96 05/07/2025 63.92 6 11.00  Close Signal  Minor 
 ARAY 05/01/2025 1.35 05/07/2025 1.36 312 2.27  Close Signal  Minor 
 AFL 05/01/2025 102.95 05/06/2025 105.32 4 8.64  Close Signal  Minor 
 ANDE 05/01/2025 37.13 05/02/2025 37.61 11 4.46  Close Signal  Minor 
 BXC 04/30/2025 65.14 05/08/2025 67.75 6 14.85  Close Signal  Minor 
 BHE 04/30/2025 32.39 05/06/2025 34.28 13 23.69  Close Signal  Minor 
 EAT 04/30/2025 134.30 05/06/2025 133.97 3 -1.79  Close Signal  Minor 
 GCI 04/30/2025 3.20 05/05/2025 3.23 131 3.09  Close Signal  Minor 
 AVT 04/30/2025 46.69 05/02/2025 49.40 9 23.51  Close Signal  Minor 
 HAL 04/30/2025 19.66 05/02/2025 20.43 21 15.32  Close Signal  Minor 
 HTLD 04/30/2025 7.58 05/02/2025 7.78 55 10.15  Close Signal  Minor 
 MNRO 04/30/2025 13.69 05/02/2025 13.97 30 7.57  Close Signal  Minor 
 HP 04/30/2025 18.38 05/01/2025 19.11 22 15.23  Close Signal  Minor 
 BRO 04/29/2025 107.67 05/05/2025 110.08 3 6.57  Close Signal  Minor 
 ANF 04/29/2025 69.46 05/02/2025 70.79 5 5.95  Close Signal  Minor 
 ASGN 04/29/2025 50.86 05/02/2025 51.95 8 7.89  Close Signal  Minor 
 FLO 04/28/2025 17.40 05/02/2025 17.27 23 -3.79  Close Signal  Minor 
 CHD 04/28/2025 97.88 04/30/2025 98.40 4 1.29  Close Signal  Minor 
 CPB 04/28/2025 35.40 04/30/2025 36.01 11 5.92  Close Signal  Minor 
 TCI 04/28/2025 27.07 04/30/2025 28.76 15 24.50  Close Signal  Minor 
 POST 04/28/2025 111.20 04/30/2025 113.17 3 5.23  Close Signal  Minor 
 PINE 04/25/2025 15.20 05/09/2025 14.90 26 -8.58  Close Signal  Minor 
744 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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