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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 [?]
 BBT 04/30/2026 28.20 05/06/2026 28.52 18 4.74  Close Signal  Minor 
 BDC 04/30/2026 112.43 05/06/2026 114.60 4 7.77  Close Signal  Minor 
 BLDR 04/30/2026 79.09 05/06/2026 80.03 6 4.68  Close Signal  Minor 
 CHH 04/30/2026 98.82 05/06/2026 104.90 5 29.37  Close Signal  Minor 
 CWT 04/30/2026 41.92 05/06/2026 42.70 12 8.34  Close Signal  Minor 
 AWR 04/30/2026 74.79 05/05/2026 75.70 7 5.31  Close Signal  Minor 
 CWCO 04/30/2026 31.90 05/05/2026 32.64 16 10.80  Close Signal  Minor 
 ALGT 04/29/2026 74.51 05/05/2026 75.75 7 7.62  Close Signal  Minor 
 A 04/29/2026 111.09 04/30/2026 115.33 4 16.05  Close Signal  Minor 
 AAP 04/29/2026 55.51 04/30/2026 59.24 9 32.52  Close Signal  Minor 
 AEO 04/28/2026 17.24 05/06/2026 16.78 30 -14.81  Close Signal  Minor 
 ALGN 04/28/2026 177.28 05/06/2026 173.94 2 -7.38  Close Signal  Minor 
 ARE 04/28/2026 39.88 05/04/2026 40.60 13 8.31  Close Signal  Minor 
 AIR 04/28/2026 108.86 04/30/2026 110.37 4 5.16  Close Signal  Minor 
 ANF 04/27/2026 86.59 05/19/2026 72.14 6 -87.61  Close Signal  Minor 
 AJG 04/27/2026 214.35 05/14/2026 197.03 2 -35.45  Close Signal  Minor 
 BCO 04/27/2026 106.31 05/01/2026 107.03 4 2.02  Close Signal  Minor 
 AIG 04/27/2026 73.64 04/30/2026 74.31 7 3.65  Close Signal  Minor 
 BDX 04/24/2026 151.08 05/01/2026 148.27 3 -9.32  Close Signal  Minor 
 BBY 04/24/2026 59.66 04/30/2026 59.70 8 -0.64  Close Signal  Minor 
 COO 04/23/2026 64.95 05/14/2026 60.38 8 -37.54  Close Signal  Minor 
 CTSH 04/23/2026 54.72 05/07/2026 51.59 9 -29.11  Close Signal  Minor 
 ACU 04/23/2026 43.32 05/01/2026 41.67 12 -20.81  Close Signal  Minor 
 BRKR 04/23/2026 36.19 04/30/2026 36.68 14 5.84  Close Signal  Minor 
 CCC 04/23/2026 4.79 04/30/2026 5.24 109 47.93  Close Signal  Minor 
 DHR 04/23/2026 178.20 04/30/2026 178.58 2 0.05  Close Signal  Minor 
 ACN 04/23/2026 176.09 04/29/2026 178.04 2 3.19  Close Signal  Minor 
 BAC 04/23/2026 52.20 04/28/2026 52.39 10 0.85  Close Signal  Minor 
 CRAI 04/23/2026 149.51 04/28/2026 154.16 3 13.03  Close Signal  Minor 
 CXM 04/23/2026 4.84 04/27/2026 5.10 108 26.99  Close Signal  Minor 
 CYH 04/23/2026 2.49 04/27/2026 2.81 210 66.05  Close Signal  Minor 
 ALCO 04/23/2026 41.67 04/24/2026 42.28 12 6.31  Close Signal  Minor 
 ACM 04/22/2026 82.02 04/29/2026 81.60 6 -3.50  Close Signal  Minor 
 AMSF 04/22/2026 29.57 04/28/2026 31.33 17 28.87  Close Signal  Minor 
 ATO 04/22/2026 181.46 04/23/2026 186.75 2 9.84  Close Signal  Minor 
 AVA 04/22/2026 39.65 04/23/2026 40.75 13 13.25  Close Signal  Minor 
 BKH 04/22/2026 71.84 04/23/2026 73.96 7 13.81  Close Signal  Minor 
 CAH 04/21/2026 204.48 04/28/2026 205.17 2 0.56  Close Signal  Minor 
 BCRX 04/21/2026 8.58 04/24/2026 8.94 60 20.54  Close Signal  Minor 
 AEP 04/21/2026 130.94 04/23/2026 134.11 3 8.71  Close Signal  Minor 
 BKD 04/21/2026 13.12 04/23/2026 13.64 39 19.23  Close Signal  Minor 
 CMS 04/21/2026 75.00 04/23/2026 76.03 6 5.27  Close Signal  Minor 
 CPK 04/21/2026 123.69 04/23/2026 127.14 4 12.79  Close Signal  Minor 
 CWST 04/21/2026 77.96 04/22/2026 80.84 6 16.32  Close Signal  Minor 
 GILD 04/20/2026 134.99 04/30/2026 129.99 3 -15.79  Close Signal  Minor 
 GERN 04/20/2026 1.56 04/27/2026 1.53 329 -10.88  Close Signal  Minor 
 EXC 04/20/2026 45.97 04/23/2026 46.32 11 2.83  Close Signal  Minor 
 JNJ 04/20/2026 229.37 04/23/2026 229.33 2 -1.00  Close Signal  Minor 
 HAIN 04/20/2026 0.8199 04/21/2026 0.90 626 49.04  Close Signal  Minor 
 KRO 04/20/2026 6.28 04/21/2026 6.57 81 22.44  Close Signal  Minor 
 CME 04/17/2026 286.17 04/29/2026 285.79 1 -0.95  Close Signal  Minor 
 BMI 04/17/2026 115.16 04/23/2026 122.59 4 28.75  Close Signal  Minor 
 FE 04/17/2026 49.59 04/23/2026 49.11 10 -5.78  Close Signal  Minor 
 IIIN 04/17/2026 26.19 04/23/2026 25.69 19 -10.48  Close Signal  Minor 
 AA 04/17/2026 65.51 04/22/2026 68.42 7 19.42  Close Signal  Minor 
 EPM 04/17/2026 4.01 04/20/2026 4.09 127 9.13  Close Signal  Minor 
 COKE 04/16/2026 185.66 04/22/2026 186.80 2 1.53  Close Signal  Minor 
 BCBP 04/16/2026 9.12 04/21/2026 9.72 55 31.95  Close Signal  Minor 
 EGY 04/16/2026 5.48 04/21/2026 5.88 92 35.74  Close Signal  Minor 
 ALG 04/16/2026 167.62 04/20/2026 172.60 3 13.91  Close Signal  Minor 
 ALTI 04/16/2026 3.69 04/20/2026 3.83 137 18.14  Close Signal  Minor 
 CNH 04/16/2026 10.31 04/20/2026 10.73 49 19.54  Close Signal  Minor 
 APOG 04/16/2026 33.63 04/17/2026 35.60 15 28.50  Close Signal  Minor 
 DXCM 04/16/2026 61.23 04/17/2026 63.98 8 20.99  Close Signal  Minor 
 FOLD 04/16/2026 14.45 04/17/2026 14.46 35 -0.66  Close Signal  Minor 
 FSTR 04/16/2026 29.71 04/17/2026 30.00 17 3.91  Close Signal  Minor 
 BKR 04/15/2026 59.87 04/21/2026 60.05 8 0.48  Close Signal  Minor 
 ANDE 04/15/2026 70.42 04/20/2026 72.86 7 16.07  Close Signal  Minor 
 ALCO 04/15/2026 42.44 04/17/2026 43.13 12 7.25  Close Signal  Minor 
 BG 04/15/2026 119.28 04/16/2026 122.27 4 10.99  Close Signal  Minor 
 IMAX 04/14/2026 36.83 04/22/2026 36.22 13 -8.88  Close Signal  Minor 
 DVN 04/14/2026 44.92 04/21/2026 45.26 11 2.75  Close Signal  Minor 
 CAG 04/14/2026 13.77 04/16/2026 14.17 37 13.95  Close Signal  Minor 
 DAR 04/14/2026 59.60 04/16/2026 60.36 8 5.12  Close Signal  Minor 
 AM 04/13/2026 21.19 04/22/2026 20.80 24 -10.27  Close Signal  Minor 
 ACI 04/13/2026 16.43 04/17/2026 16.28 31 -5.66  Close Signal  Minor 
 BBY 04/13/2026 60.06 04/15/2026 62.56 8 19.01  Close Signal  Minor 
 ADM 04/10/2026 69.27 04/20/2026 67.92 7 -10.41  Close Signal  Minor 
 ADP 04/10/2026 187.37 04/15/2026 195.44 2 15.37  Close Signal  Minor 
 ACN 04/09/2026 183.74 04/13/2026 189.59 2 10.95  Close Signal  Minor 
 ADBE 04/09/2026 229.94 04/13/2026 240.11 2 19.39  Close Signal  Minor 
 BTU 04/08/2026 30.09 04/21/2026 26.95 16 -51.13  Close Signal  Minor 
 CRK 04/08/2026 18.55 04/16/2026 17.00 27 -42.79  Close Signal  Minor 
 OXY 04/08/2026 59.50 04/16/2026 56.61 8 -24.04  Close Signal  Minor 
 T 04/08/2026 26.71 04/16/2026 26.05 19 -13.54  Close Signal  Minor 
 INTU 04/08/2026 386.53 04/15/2026 387.93 1 0.62  Close Signal  Minor 
 AMPL 04/08/2026 6.27 04/14/2026 6.20 81 -6.68  Close Signal  Minor 
 CRM 04/08/2026 175.47 04/14/2026 170.86 2 -9.91  Close Signal  Minor 
 SJM 04/08/2026 92.77 04/14/2026 91.21 5 -8.72  Close Signal  Minor 
 VRSK 04/08/2026 174.94 04/14/2026 170.16 2 -10.25  Close Signal  Minor 
 GEVO 04/08/2026 1.95 04/13/2026 2.03 260 19.75  Close Signal  Minor 
 VALU 04/08/2026 33.69 04/09/2026 35.03 15 19.02  Close Signal  Minor 
 CPB 04/07/2026 20.54 04/15/2026 20.15 24 -10.33  Close Signal  Minor 
 ATNI 04/07/2026 25.39 04/10/2026 26.30 19 16.30  Close Signal  Minor 
 GBX 04/07/2026 46.99 04/09/2026 52.90 10 58.07  Close Signal  Minor 
 CL 04/07/2026 82.14 04/08/2026 84.54 6 13.39  Close Signal  Minor 
 GPOR 04/06/2026 205.80 04/27/2026 188.11 2 -36.15  Close Signal  Minor 
 VZ 04/06/2026 47.61 04/16/2026 46.00 10 -17.03  Close Signal  Minor 
 EXE 04/06/2026 102.92 04/16/2026 96.77 4 -25.39  Close Signal  Minor 
 AR 04/06/2026 40.36 04/16/2026 37.49 12 -35.36  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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